library(fracdiff) set.seed(123456) y <- fracdiff.sim(n=1000, ar=0.0, ma=0.0, d=0.3) y.spec <- spectrum(y$series, plot=FALSE) lhs <- log(y.spec$spec) rhs <- log(4*(sin(y.spec$freq/2))^2) gph.reg <- lm(lhs ~ rhs) gph.sum <- summary(gph.reg) sqrt(gph.sum$cov.unscaled*pi/6)[2,2]