[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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