The SPECTRA Procedure

Transforming Frequencies

The variable FREQ in the data set created by the SPECTRA procedure ranges from 0 to ${\pi }$. Sometimes it is preferable to express frequencies in cycles per observation period, which is equal to $\frac{1}{2\pi }$FREQ.

To express frequencies in cycles per unit time (for example, in cycles per year), multiply FREQ by ${\frac{d}{2{\pi }}}$, where d is the number of observations per unit of time. For example, for monthly data, if the desired time unit is years then d is 12. The period of the cycle is ${\frac{2{\pi }}{d \times \mr{FREQ}}}$, which ranges from ${\frac{2}{d}}$ to infinity.