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 |