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help for ^bpass^                           
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Band pass filter for time series data
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	^bpass^ varname pl pu


Description
-----------

^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).

The ^pl^ and ^pu^ arguments specify the minimum period of oscillation and maximum
period of oscillation of the desired component of the time series, where 
0 < pl < pu < infinity.

The routine outputs a matrix fX which is the filtered time series. 

You should ^set matsize 800^ before calling this routine. Due to the matrix size limits,
a timeseries longer than 400 periods cannot be handled by this routine. 

This program contains only the default filter recommended in Christiano and 
		Fitzgerald (1999). This program was written by Eduard Pelz and any 
		errors are my own and not the authors. For those who wish to use 
		optimal band-pass filters other than the default filter please use the 
		Matlab version of code available at www.clev.frb.org/economists/fitzgerald.


Examples
--------

	. ^bpass gdp 6 32^ applied to quarterly data returns component with period between
	                   1.5 and 8.0 years
	. ^bpass ip 2 24^ applied to monthly data returns component with period up to 
	                  2.0 years
	                  



Reference
---------

Lawrence J. Christiano and Terry J. Fitzgerald, The Band Pass Filter, Working
    Paper 9906, Federal Reserve Bank of Cleveland. 
    http://www.clev.frb.org/research/workpaper/1999/index.htm#wp9906




Author
------
       Eduard Pelz
       Federal Reserve Bank of Cleveland, USA
       eduard.pelz@@clev.frb.org