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st: RE: Interpreting -pergram- results


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Interpreting -pergram- results
Date   Tue, 8 Jul 2008 19:36:52 +0100

In addition to the manual entry, note that the code is accessible and
fairly short. So 

. viewsource pergram.ado

followed by detailed scrutiny may answer your question. 

Nick 
n.j.cox@durham.ac.uk 

Dan Weitzenfeld

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.

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