zarasandreas
10-07-2007, 09:31 AM
Hello,
I am trying to filter a data series of returns so as to remove periodicity. As i have read one way is to apply fourier transformation. I was wondering whether this can be done by using SAS and how.
Thnaks in adavnce,
I am trying to filter a data series of returns so as to remove periodicity. As i have read one way is to apply fourier transformation. I was wondering whether this can be done by using SAS and how.
Thnaks in adavnce,