Description Usage Arguments Value Author(s) References Examples

Gets the auxiliary matrix to vector in time domain, pre-multiplies the vector by the orthogonal matrix,W, and its transpose, Parra F. (2013)

1 | ```
cdf(y)
``` |

`y` |
a vector of the observed time-serie values |

a matrix of sine and cosine waves adjusted to time-serie

Francisco Parra

Harvey, A.C. (1978), Linear Regression in the Frequency Domain, International Economic Review, 19, 507-512.

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

1 2 |

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