[Gretl-users] Scaled Frequency in Periodogram

Thomas La Bone labone at gforcecable.com
Mon Mar 3 05:45:06 EST 2008


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?

Tom


Ignacio Diaz-Emparanza wrote:
> 
> I don't have this reference, but looking at the numbers I can guess that:
> 
> if T is the period, and Nobs the number of observations, the scaled frequency 
> is 
> 
> f=Nobs/T, 
> 
> or said in another way, if w is the angular frequency, (w=2*pi/T)
> 
> f=w*(Nobs/2*pi)
> 


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