Functional Summary

The SPECTRA Procedure

Functional Summary

The statements and options controlling the SPECTRA procedure are summarized in the following table.

Description Statement Option

Statements

specify BY-group processing BY

specify the variables to be analyzed VAR

specify weights for spectral density estimates WEIGHTS

Data Set Options

specify the input data set PROC SPECTRA DATA=

specify the output data set PROC SPECTRA OUT=

Output Control Options

output the amplitudes of the cross-spectrum PROC SPECTRA A

output the Fourier coefficients PROC SPECTRA COEF

output the periodogram PROC SPECTRA P

output the spectral density estimates PROC SPECTRA S

output cross-spectral analysis results PROC SPECTRA CROSS

output squared coherency of the cross-spectrum PROC SPECTRA K

output the phase of the cross-spectrum PROC SPECTRA PH

Smoothing Options

specify the Bartlett kernel WEIGHTS BART

specify the Parzen kernel WEIGHTS PARZEN

specify the Quadratic Spectral kernel WEIGHTS QS

specify the Tukey-Hanning kernel WEIGHTS TUKEY

specify the Truncated kernel WEIGHTS TRUNCAT

Other Options

subtract the series mean PROC SPECTRA ADJMEAN

specify an alternate quadrature spectrum estimate PROC SPECTRA ALTW

request tests for white noise PROC SPECTRA WHITETEST

Chapter Contents
Previous
Next
Top

Description	Statement	Option
Statements
specify BY-group processing	BY
specify the variables to be analyzed	VAR
specify weights for spectral density estimates	WEIGHTS

Data Set Options
specify the input data set	PROC SPECTRA	DATA=
specify the output data set	PROC SPECTRA	OUT=

Output Control Options
output the amplitudes of the cross-spectrum	PROC SPECTRA	A
output the Fourier coefficients	PROC SPECTRA	COEF
output the periodogram	PROC SPECTRA	P
output the spectral density estimates	PROC SPECTRA	S
output cross-spectral analysis results	PROC SPECTRA	CROSS
output squared coherency of the cross-spectrum	PROC SPECTRA	K
output the phase of the cross-spectrum	PROC SPECTRA	PH

Smoothing Options
specify the Bartlett kernel	WEIGHTS	BART
specify the Parzen kernel	WEIGHTS	PARZEN
specify the Quadratic Spectral kernel	WEIGHTS	QS
specify the Tukey-Hanning kernel	WEIGHTS	TUKEY
specify the Truncated kernel	WEIGHTS	TRUNCAT

Other Options
subtract the series mean	PROC SPECTRA	ADJMEAN
specify an alternate quadrature spectrum estimate	PROC SPECTRA	ALTW
request tests for white noise	PROC SPECTRA	WHITETEST