The SPECTRA Procedure

Functional Summary

Table 33.1 summarizes the statements and options that control the SPECTRA procedure.

Table 33.1: SPECTRA Functional Summary

Description

Statement

Option

Statements

   

specify BY-group processing

BY

 

specify the variables to be analyzed

VAR

 

specify weights for spectral density estimates

WEIGHTS

 

Data Set Options

   

specify the input data set

PROC SPECTRA

DATA=

specify the output data set

PROC SPECTRA

OUT=

Output Control Options

   

output the amplitudes of the cross-spectrum

PROC SPECTRA

A

output the Fourier coefficients

PROC SPECTRA

COEF

output the periodogram

PROC SPECTRA

P

output the spectral density estimates

PROC SPECTRA

S

output cross-spectral analysis results

PROC SPECTRA

CROSS

output squared coherency of the cross-spectrum

PROC SPECTRA

K

output the phase of the cross-spectrum

PROC SPECTRA

PH

Smoothing Options

   

specify the Bartlett kernel

WEIGHTS

BART

specify the Parzen kernel

WEIGHTS

PARZEN

specify the quadratic spectral kernel

WEIGHTS

QS

specify the Tukey-Hanning kernel

WEIGHTS

TUKEY

specify the truncated kernel

WEIGHTS

TRUNCAT

Other Options

   

subtract the series mean

PROC SPECTRA

ADJMEAN

specify an alternate quadrature spectrum estimate

PROC SPECTRA

ALTW

request tests for white noise

PROC SPECTRA

WHITETEST