Ideal Band Pass Filter For Stationary/Non-Stationary Series
Moderators: EViews Gareth, EViews Moderator
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series
This program has now been made into an Add-in
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Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series
Gareth, simple question, but do I run the addin as a series proc? i.e., series_name.fdfilter
Works, but a dialog box appears asking me for options. I would like to code it up so the filter runs without menu inputs.
Works, but a dialog box appears asking me for options. I would like to code it up so the filter runs without menu inputs.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13309
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series
I don't think the add-in has a full command line option. You'll have to add one yourself.
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Re: Ideal Band Pass Filter For Stationary/Non-Stationary Ser
Hi,
If the starting (or ending period) of the Corbae-Ouliaris FD filter can be specified in terms of a fraction of pi, why
six (6) periods translates to 2/6=0.3333 radians instead of "pi/6" ? From where comes that number two (2)?
Thanks in advance and I'm sorry if my question is silly, I couldn't found the original paper of Corbae-Ouliaris (2006).
If the starting (or ending period) of the Corbae-Ouliaris FD filter can be specified in terms of a fraction of pi, why
six (6) periods translates to 2/6=0.3333 radians instead of "pi/6" ? From where comes that number two (2)?
Thanks in advance and I'm sorry if my question is silly, I couldn't found the original paper of Corbae-Ouliaris (2006).
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