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BPASS: Stata module to compute band pass filter for time series data

Author

Listed:
  • Eduard Pelz

    ()

Abstract

bpass 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).

Suggested Citation

  • Eduard Pelz, 2001. "BPASS: Stata module to compute band pass filter for time series data," Statistical Software Components S421001, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s421001
    Note: This module may be installed from within Stata by typing "ssc install bpass". Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/b/bpass.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/b/bpass.hlp
    File Function: help file
    Download Restriction: no

    More about this item

    Keywords

    time series; filtering; frequencies; cycles;

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