Transforming Frequencies

The SPECTRA Procedure

Transforming Frequencies

The variable FREQ in the data set created by the SPECTRA procedure ranges from 0 to ${\pi}$ . Sometimes it is preferable to express frequencies in cycles per observation period, which is equal to ${\frac{2}{{\pi}}}$ FREQ.

To express frequencies in cycles per unit time (for example, in cycles per year), multiply FREQ by ${\frac{d}{2{\pi}}}$ , where d is the number of observations per unit of time. For example, for monthly data, if the desired time unit is years then d is 12. The period of the cycle is ${\frac{2{\pi}}{d x \rm{FREQ}}}$ , which ranges from [2/d] to infinity.

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