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The SPECTRA Procedure

Printed Output

By default PROC SPECTRA produced no printed output.

When the WHITETEST option is specified, the SPECTRA procedure prints the following statistics for each variable in the VAR statement:

  1. the name of the variable
  2. M-1, the number of two-degree-of-freedom periodogram ordinates used in the tests
  3. MAX(P(*)), the maximum periodogram ordinate
  4. SUM(P(*)), the sum of the periodogram ordinates
  5. Fisher's Kappa statistic
  6. Bartlett's Kolmogorov-Smirnov test statistic

See "White Noise Test" earlier in this chapter for details.

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