The TIMESERIES Procedure
- Overview
- Getting Started
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Syntax
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Details
Accumulation Missing Value Interpretation Time Series Transformation Time Series Differencing Descriptive Statistics Seasonal Decomposition Correlation Analysis Cross-Correlation Analysis Spectral Density Analysis Singular Spectrum Analysis Data Set Output OUT= Data Set OUTCORR= Data Set OUTCROSSCORR= Data Set OUTDECOMP= Data Set OUTPROCINFO= Data Set OUTSEASON= Data Set OUTSPECTRA= Data Set OUTSSA= Data Set OUTSUM= Data Set OUTTREND= Data Set STATUS Variable Values Printed Output ODS Table Names ODS Graphics Names
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Examples
- References
| 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