FFT Function (CREATE command)

FFT produces new series based on fast Fourier transformations of existing series ¹.

• The only specification on FFT is the name or names of the existing series in parentheses.
• FFT creates two series, the cosine and sine parts (also called real and imaginary parts), for each existing series named. Thus, you must specify two new series names on the left side of the equation for each existing series specified on the right side.
• The first new series named becomes the real series, and the second new series named becomes the imaginary series.
• The existing series cannot have embedded missing values.
• The existing series must be of even length. If an odd-length series is specified, FFT pads it with a 0 to make it even. Alternatively, you can make the series even by adding or dropping an observation.
• The new series will be only half as long as the existing series. The remaining cases are assigned the system-missing value.

Example

CREATE A B = FFT(C).

• Two series, A (real) and B (imaginary), are created by applying a fast Fourier transformation to series C.