MW {descomponer}

Get Frequency Data

Description

Orthogonal matrix defined in Harvey (1978)

Usage

MW(n)

Arguments

n

rows and columuns number

Value

Orthogonal matrix of n X n dimensions

Author(s)

Francisco Parra

References

Harvey, A.C. (1978), Linear Regression in the Frequency Domain, International Economic Review, 19, 507-512.

See Also

gdt,gdf,cdf

Examples

MW(80)