The SPECTRA Procedure

The SPECTRA procedure provides spectral analysis and cross-spectral analysis of time series.

The features of the SPECTRA procedure include

efficient calculation of periodogram and smoothed periodogram using fast finite Fourier transform and Chirp algorithms
multiple spectral analysis including raw and smoothed spectral and cross-spectral function estimates, with user-specified window weights
Fisher's Kappa and Bartlett's Kolmogorov-Smirnov statistic for testing for white noise
the ability to specify that the quadrature spectrum estimate be computed the same way at the boundaries as the spectral density estimate and the cospectrum estimate
the ability to specify five different kernels

PROC SPECTRA outputs spectral estimates to a SAS data set: