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st: Interpreting -pergram- results


From   "Dan Weitzenfeld" <dan.weitzenfeld@emsense.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Interpreting -pergram- results
Date   Mon, 7 Jul 2008 16:35:14 -0700

Hi All,
I'm wondering if anyone can confirm that I am correctly interpreting
the results of the command -pergram- with the option [,
generate(newvar)].

As per the digital signal processing book I have, if you have _N
samples, your DFT results are binned into _N bins, with:
bin _n
holding the results for the frequency
(_n*samplingfrequency)/_N

So does Stata use this methodology for putting the "raw periodogram
values" into newvar?
Am I correct that because Stata does not have an observation zero, it
puts the results for the frequency (_n-1*samplingfrequency)/_N in
observation _n , with _n ranging from observation f to l?

Any guidance here would be much appreciated; Stata's help for this
command is anemic.
Thanks,
Dan
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