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The TIMESERIES Procedure

OUTSPECTRA= Data Set

The OUTSPECTRA= data set contains the variables that are specified in the BY statement in addition to the variables listed below. The OUTSPECTRA= data set records the frequency domain analysis for each variable specified in a VAR statement (not the CROSSVAR statement).

The following variable names are related to correlation statistics specified in the SPECTRA statement options.

_NAME_

variable name

FREQ

frequency in radians from 0 to 

PERIOD

period or wavelength

COS

cosine transform

SIN

sine transform

P

periodogram

S

spectral density estimates

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