Re: [Gretl-users] Scaled Frequency in Periodogram
On Mon, 3 Mar 2008, Thomas La Bone wrote:
Yes, that seems to be what Gretl is doing. Thanks. The next question
is why?
What is the advantage of scaling the frequency in this way?
If you have a time series with a marked cycle, a peak in the spectrum at a
specified "scaled frequency" tells you how many cycles you're likely to
observe in the data. Nice to have. Try this:
nulldata 150
setobs 1 1 --special
set seed 12345
e = normal()
series y = 0
y = 1.5*y(-1) - 0.8*y(-2) + e
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti