SPECTRA
statistics < / options> ;
A SPECTRA statement can be used with the TIMESERIES procedure to specify which statistics appear in the OUTSPECTRA= data set. The SPECTRA statement options are used in performing a spectral analysis on the variables listed in the VAR statement. These options affect values that are produced in the PROC TIMESERIES statement’s OUTSPECTRA= data set, and in the periodogram and spectral density estimate. Only one SPECTRA statement is allowed.
The following univariate frequency domain statistics are available:
frequency in radians from 0 to
period or wavelength
cosine transform
sine transform
periodogram
spectral density estimates
If none of the frequency domain statistics are specified, the default is as follows:
spectra period p;
The following options can be specified in the SPECTRA statement following the slash (/):
You can further parameterize each of the kernel functions with a kernel scale factor by using the C= and E= options. The default values of the kernel scale parameters, and , that are associated with each of the kernel functions together with their kernel scale factor values, , for a series with 100 periodogram ordinates are listed in Table 33.2. The formula that is used to generate the table entries is , where is the number of Fourier component frequencies.
Table 33.2: Default Kernel Scale Factor Parameters
Kernel 



Bartlett 


2.32 
Parzen 


2.51 
Quadratic 


1.26 
TukeyHanning 


1.67 
Truncated 


0.63 
For example, to apply the truncated kernel by using default scale factor parameters in the frequency domain, you could use the following SPECTRA statement:
spectra / truncat;
For more information about the kernel function parameterization and the DOMAIN= option, see the section Using Kernel Specifications.