The data in the file "data" are "personal consumption expenditures" and "gross private domestic investment" quarters 1947-I - 2005-III, taken from http://www.bea.gov/bea/dn/nipaweb/TableView.asp?SelectedTable=5&FirstYear=2002&LastYear=2004&Freq=Qtr There are 235 data points: 58 full years, 1947 - 2004, gives 232 points 3 quarters from 2005) gives 3 points The bandpass filter code is from Christiano and Fitzgerald (1999) "The Band Pass Filter" (http://papers.nber.org/papers/W7257) and the computer code is from http://www.clevelandfed.org/Research/tjfbandpass.htm (local filename bandpass.m). This is their unaltered code. Please use the filter setting pl=6, pu=32, and drop the first and last 3 years of filtered data (12 quarters on each size). You should end up with 210 observations.