Filter Design in the Frequency Domain

Abstract

Within economic and social research, time series play an important role in many respects. They are taken as indicators for the economic and social processes which are investigated. Since time series are sets of time-ordered observations, we can conceive them as signals or as a sum of such signals. A lot of questions dealing with time series, that is, with signals, can be formalised and transformed into algorithms by using the theory of linear time-invariant systems. As a system S we define every rule which transforms a signal S(a) into a signal S(b).

The mainframe FORTRAN77 version of the program used in the following, plus a short description, is now obtainable from Prof. Dr W. Stier, Hochschule, Varnbühlstrasse 19, CH-9000 St Gallen, Switzerland.