-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Bill Harris <[EMAIL PROTECTED]> writes:
> You'll have to ensure the input doesn't contain significant energy above > the Nyquist frequency (which may require a filtering step before the > FFT). If the signal does contain higher-frequency components, that > energy above the sampling frequency will be "folded" back across that > and appear in lower frequency bins. It's easy to see that in an > electronic setup: pump a square wave into an FFT analyzer and watch the > harmonics. Those that increase in frequency as you increase the signal > frequency are real; those that decrease as you increase the frequency > are aliases (folded-back signals). That was probably mostly an irrelevant paragraph I wrote. The data is already sampled, and most aliasing that might happen has already happened, no matter how you process the data. It could be relevant as you upsample quarterly into monthly data if that tries to take you past the Nyquist rate for the data you have. Bill - -- Bill Harris http://facilitatedsystems.com/weblog/ Facilitated Systems Everett, WA 98208 USA http://facilitatedsystems.com/ phone: +1 425 337-5541 -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.7 (MingW32) Comment: For more information, see http://www.gnupg.org iD8DBQFGrh6b3J3HaQTDvd8RAnduAJ9B0kkYD+Nixn+QfKyZ2u8CUB+FvACeJloQ 64Kvrq3vaNZFh1aKdUJ18Yw= =tQuH -----END PGP SIGNATURE----- ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
