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

Posted: Mon Sep 27, 2010 2:57 pm
by EViews Gareth
This program has now been made into an Add-in

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

Posted: Tue Jan 11, 2011 4:12 pm
by ashtongate
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.

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

Posted: Tue Jan 11, 2011 4:27 pm
by EViews Gareth
I don't think the add-in has a full command line option. You'll have to add one yourself.

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

Posted: Fri May 06, 2011 5:53 am
by SnakeCharmerII
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).