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Re: st: RE: Interpreting -pergram- results


From   "Dan Weitzenfeld" <dan.weitzenfeld@emsense.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Interpreting -pergram- results
Date   Tue, 8 Jul 2008 13:17:06 -0700

Thanks Nick, I did not know I could do that.

On Tue, Jul 8, 2008 at 11:36 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
>
> 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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