Ideal Band Pass Filter For Stationary/Non-Stationary Series

For posting your own programs to share with others

Moderators: EViews Gareth, EViews Moderator

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11260
Joined: Tue Sep 16, 2008 5:38 pm

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series

Postby EViews Gareth » Mon Sep 27, 2010 2:57 pm

This program has now been made into an Add-in
Follow us on Twitter @IHSEViews

ashtongate
Posts: 21
Joined: Thu Sep 25, 2008 10:39 am
Location: Washington DC

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series

Postby ashtongate » Tue Jan 11, 2011 4:12 pm

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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11260
Joined: Tue Sep 16, 2008 5:38 pm

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Series

Postby EViews Gareth » Tue Jan 11, 2011 4:27 pm

I don't think the add-in has a full command line option. You'll have to add one yourself.
Follow us on Twitter @IHSEViews

SnakeCharmerII
Posts: 17
Joined: Tue Apr 05, 2011 7:14 am

Re: Ideal Band Pass Filter For Stationary/Non-Stationary Ser

Postby SnakeCharmerII » Fri May 06, 2011 5:53 am

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).


Return to “Program Repository”

Who is online

Users browsing this forum: No registered users and 1 guest