Spectral Analysis / Filtering

Spectral Analysis for time series

• DFT - Discrete (Fast) Fourier Transform
• IDFT - Inverse Discrete (fast) Fourier Transform
• NxBK - Baxter-King Filter
• NxHP - Hodrick-Prescott Filter
• NxConv - Time Series Convolution Operator
• PERIODOGRAM - Periodogram Power Spectral Density (PSD) Estimate