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Re: st: Rescaling Fast Fourier Transform
From
Jorge Eduardo Pérez Pérez <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Rescaling Fast Fourier Transform
Date
Wed, 5 Jan 2011 19:15:04 -0500
Thank you, I had noticed that page but I could not figure out the
padding issue. The author of the paper and the Eviews implementation
recommended to use my own function to avoid the zero padding issue.
_______________________
Jorge Eduardo Pérez Pérez
On Tue, Jan 4, 2011 at 7:33 PM, Christopher Baum <[email protected]> wrote:
> <>
> I'm trying to implement in Stata the Ideal Band Pass Filter for time
> series described in
>
> Corbae and Ouliaris (2006) "Extracting Cycles from Nonstationary
> data"Econometric theory and Practice: Frontiers of Analysis and
> Applied Research (Cambridge and New York: Cambridge University Press),
> pp 167-177
>
> At some point, I have to compute a Discrete Fourier Transform.
>
>
> findit fourier transform yields
>
> http://www.stata.com/support/faqs/mata/fourier.html
>
> which you might find useful.
>
> Kit
>
>
>
> Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
>
>
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