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:

  1. the name of the variable

  2. M–1, the number of two-degree-of-freedom periodogram ordinates used in the test

  3. MAX(P(*)), the maximum periodogram ordinate

  4. SUM(P(*)), the sum of the periodogram ordinates

  5. Fisher’s Kappa statistic

  6. Bartlett’s Kolmogorov-Smirnov test statistic

  7. Approximate p-value for Bartlett’s Kolmogorov-Smirnov test statistic

See the section White Noise Test for details.