Definition: Filter

Category: OECD - Data and Metadata Reporting

Any method of isolating harmonic constituents in a time series; a mathematical analogy of the "filtering" of a ray of light or sound by removing unsystematic effects and bringing out the constituent harmonics.
Marriott, F.H.C., 1990, A Dictionary of Statistical Terms, 5th ed., Longman Scientific and Technical, Burnt Mill, Harlow, Essex, England, for the International Statistical Institute [quoted in Organisation for Economic Co-operation and Development (OECD), "Data and Metadata Reporting and Presentation Handbook", OECD, Paris, 2007]