Hi,
I was reading the way temporal filtering is implemented using the cosine model and except I was a bit confused from the fact that is written as a low-pass filter while it is a high-pass filter as also stated in #295 (An error that is actually propagated in nistats too https://github.com/nistats/nistats/blob/master/nistats/design_matrix.py#L87) I also think I noticed something else.

The order of the DCT that is computed at https://github.com/nipy/nipy/blob/master/nipy/modalities/fmri/design_matrix.py#L87
is the closest one (equal to or a bit lower in frequency ) to the requested cutoff point.

For example if you have 120 volumes and a tr of 2s and you want your cut period to be 120s then highest order should be

2*120*(1/120)*2 = 4

this is the exact dct order that will cut the requested period

Although later https://github.com/nipy/nipy/blob/master/nipy/modalities/fmri/design_matrix.py#L91
only the 1... order-1 drifts are added (plus the constant at last)missing the dct of order equal to the order found above.

Should't it be included too? If that's the case I am willing to proceed with a fix for here and for nistats.