The SPECTRA procedure provides spectral analysis and cross-spectral analysis of time series. The SPECTRA procedure includes the following features:

• efficient calculation of periodogram and smoothed periodogram using fast finite Fourier transform and Chirp-Z algorithms

• multiple spectral analysis, including raw and smoothed spectral and cross-spectral function estimates, with user-specified window weights

• choice of kernel for smoothing

• output of the following spectral estimates to a SAS data set:

  • Fourier sine and cosine coefficients

  • periodogram

  • smoothed periodogram

  • cospectrum

  • quadrature spectrum

  • amplitude

  • phase spectrum

  • squared coherency

• Fisher’s Kappa and Bartlett’s Kolmogorov-Smirnov test statistic for testing a null hypothesis of white noise