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.
variable name
frequency in radians from 0 to
period or wavelength
cosine transform
sine transform
periodogram
spectral density estimates
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