The TIMESERIES Procedure

Example 33.4 Illustration of Spectral Analysis

This example illustrates the use of spectral analysis.

The following statements perform a spectral analysis on the SUNSPOT dataset. The periodogram is displayed as a function of the period and frequency in Output 33.4.1. The estimated spectral density together with its 50% confidence limits are displayed in Output 33.4.2.

title "Wolfer's Sunspot Data";

proc timeseries data=sunspot plot=(series periodogram spectrum);
   var wolfer;
   id year interval=year;
   spectra freq period p s / adjmean bart c=1.5 expon=0.2;

Output 33.4.1: Periodogram


Output 33.4.2: Spectral Density Plot

Spectral Density Plot