The SPECTRA Procedure |
Printed Output |
By default PROC SPECTRA produces no printed output.
When the WHITETEST option is specified, the SPECTRA procedure prints the following statistics for each variable in the VAR statement:
the name of the variable
M–1, the number of two-degree-of-freedom periodogram ordinates used in the test
MAX(P(*)), the maximum periodogram ordinate
SUM(P(*)), the sum of the periodogram ordinates
Fisher’s Kappa statistic
Bartlett’s Kolmogorov-Smirnov test statistic
Approximate p-value for Bartlett’s Kolmogorov-Smirnov test statistic
See the section White Noise Test for details.
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