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Reference Manual
Spectral Analysis / Filtering
Spectral Analysis / Filtering
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Spectral Analysis for time series
DFT - Discrete (Fast) Fourier Transform
IDFT - Inverse Discrete Fourier Transform
NxBK - Baxter-King Filter
NxHP - Hodrick-Prescott Filter
NxConv - Time Series Convolution Operator
PERIODOGRAM - Periodogram Power Spectral Density (PSD) Estimate