descomponer (version 1.6)

MW: 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

References

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

See Also

gdt,gdf,cdf

Examples

# NOT RUN {
MW(80)
# }
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# }
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# }