Re: Scaled Frequency in Periodogram

El Monday 03 March 2008 02:09:24 Allin Cottrell escribió:
> On Sun, 2 Mar 2008, Thomas La Bone wrote:
> > I am playing with sunspot data on a Sunday night, making
> > periodograms in various software packages (R, SAS, ITSM, and
> > Gretl). The Gretl periodogram is quite nice, with the period on
> > the upper x axis and the "scaled frequency" on the lower x axis.
> > None of the other packages present scaled frequency as a default
> > (I don't know if they offer it at all), and I have been unable
> > to nail down exactly what it is. Can anyone offer a simple
> > explanation of scaled frequency as it is used in Gretl, or even
> > better, a specific reference? Thanks.
>
> W. Greene, Econometric Analysis, 4e, chapter 18, section 18.2.8.
> I suppose there must be a counterpart in more recent editions;
> I'll see if I can find a newer reference.

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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