I can't speak for STATA, but the situation in Stata on
frequency domain is broadly this. There is some stuff,
as it is needed indirectly for some time domain calculations,
but it is well hidden, not even -undocumented-. You would be
better off elsewhere, very likely.
Nick
[email protected]
Joe Egger
> Can anyone tell me if STATA has 'prewhitening' functionality
> for time series analysis?
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