shyng 发表于 2011-12-10 22:35 
我也不知道,貌似有時系統會說要審查、有時又不用,問問題的時後一按送出說要審查就知道今天沒戲唱、起碼 ...
GAUSS COMMAND FOR BAND PASS FILTER: bpass(X,pl,pu)
This is a Gauss program that filters time series data using
an approximation to the band pass filter as discussed
in the paper "The Band Pass Filter" by Lawrence J.
Christiano and Terry J. Fitzgerald (1999).
Required Inputs:
X - series of data (T x 1)
pl - minimum period of oscillation of desired component
pu - maximum period of oscillation of desired component (2<=pl<pu<infinity).
Output:
fX - matrix (T x 1) containing filtered data
bpfilter_gauss code
bpfilter_gauss.rar
(2.64 KB)
/*Gauss [Command Input]*/
load x[]=data.txt;
bpass(x,2,3);
##########
svar_rats_result.txt
svar_rats_result.txt
(56.85 KB)