UNISTAT - the ultimate Excel statistics add-in

9.5.1. Fourier Transform

Fourier Transform

The real and imaginary parts of the series in the frequency domain can be displayed, as well as the corresponding magnitude and phase values and their plots.

      Fourier Transform

      Fourier Transform

where ap and bp are the real and complex components in the frequency domain respectively and atan2 function returns the arctangent of bp / ap in radians. Note that the following inverse relationships should also hold:

      Fourier Transform

      Fourier Transform

If you wish to express the phase angle in degrees, rather than radians, then you may use a conversion factor of π / 180. The same conversion can be performed by the program automatically by entering the following line in Documents\Unistat60\Unistat60.ini file under the [Options] section:

   FFTPhaseDegree=1

Example

Open DEMODATA and select Statistics 2Fourier Analysis → Fourier Transform. From the Variable Selection Dialogue select Interest (C4) as [Real] to obtain the following results:

Fourier Transform

Real: Interest

 

 

Real

Imaginary

Magnitude

Phase (Radian)

1

 5408.4193

 0.0000

 5408.4193

 0.0000

2

 21.4881

-416.1937

 416.7481

-1.5192

3

 223.7763

-122.4555

 255.0905

-0.5007

4

-29.7381

-13.8112

 32.7888

-2.7068

5

-14.7492

 32.7994

 35.9630

 1.9934

6

-30.7761

 37.7633

 48.7159

 2.2546

7

 42.1814

-18.9490

 46.2421

-0.4222

8

-3.1800

 39.3871

 39.5152

 1.6514

9

 0.4593

-15.9255

 15.9321

-1.5420

10

-5.0154

-50.0637

 50.3142

-1.6706

11

 14.9913

-45.5162

 47.9215

-1.2526

12

-10.0253

-21.5218

 23.7422

-2.0067

…16.0507

48

-24.6684

-34.0238

 42.0256

-2.1981

49

 4.8234

-13.0566

 13.9190

-1.2169

50

-21.2454

 25.1352

 32.9112

 2.2725

51

 20.7350

 11.7082

 23.8122

 0.5140

52

 40.1326

 2.0183

 40.1833

 0.0502

53

 16.0507

-12.5679

 20.3857

-0.6643

54

-10.0253

 21.5218

 23.7422

 2.0067

55

 14.9913

 45.5162

 47.9215

 1.2526

56

-5.0154

 50.0637

 50.3142

 1.6706

57

 0.4593

 15.9255

 15.9321

 1.5420

58

-3.1800

-39.3871

 39.5152

-1.6514

59

 42.1814

 18.9490

 46.2421

 0.4222

60

-30.7761

-37.7633

 48.7159

-2.2546

61

-14.7492

-32.7994

 35.9630

-1.9934

62

-29.7381

 13.8112

 32.7888

 2.7068

63

 223.7763

 122.4555

 255.0905

 0.5007

64

 21.4881

 416.1937

 416.7481

 1.5192

 

Fourier Transform

 

Fourier Transform

 

Since there are only 58 rows in the variable Interest, it is first padded by the program automatically up to the next power of 2 (64) by the mean value of the variable.