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Re: [EquisMetaStock Group]Fourier Transform



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I'm curious if anyone has worked with the Raw Fourier Transform.

I'm getting results orders of magnitude different from the interpreted.


For instance on the S&P500 on the interpreted  I get three cycles. 256, 683,
85.
On the raw for amplitude I get 18.73, 30.13, 38.36.
for spectrum I get 12.13, 31.37, 50.85.
This is using detrend and data sample of 512 days.

Can anyone explain what the intrpreted is giving me and why it's so
different?

 I assume it's giving me the amplitude.
Also on the raw can you match the amplitude to the spectrum so that, for
instance, the 12.13 day cycle has an ampltude of 18.73 points?

Much obliged.  I've been planning to code my own FFT but I thought I would
first do some experimentation with metastock's built in but there is minimal
documentation.




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