Fast Fourier transform: Difference between revisions

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→‎fft command: more complicated than that for complex input (the output is actually reversed)
m (→‎fft command: more complicated than that for complex input (the output is actually reversed))
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=== fft command ===
Stata can also compute FFT using the undocumented '''fft''' command. Here is an example showing its syntax. A time variable must have been set prior to calling this command. Notice that in order to get the same result as Mata's fft() function, in both the input and the output variables the imaginary part must be passed '''first'''. If the real part is passed first, the result is the complex conjugate of the result of Mata's fft.
 
<lang stata>clear
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