The TIMESERIES Procedure
- Overview
- Getting Started
-
Syntax
-
DetailsAccumulationMissing Value InterpretationTime Series TransformationTime Series DifferencingDescriptive StatisticsSeasonal DecompositionCorrelation AnalysisCross-Correlation AnalysisSpectral Density AnalysisSingular Spectrum AnalysisData Set OutputOUT= Data SetOUTCORR= Data SetOUTCROSSCORR= Data SetOUTDECOMP= Data SetOUTFREQ= Data SetOUTPROCINFO= Data SetOUTSEASON= Data SetOUTSPECTRA= Data SetOUTSSA= Data SetOUTSUM= Data SetOUTTREND= Data Set_STATUS_ Variable ValuesPrinted OutputODS Table NamesODS Graphics Names
-
Examples
- References
OUTSPECTRA= Data Set
The OUTSPECTRA= data set contains the variables that are specified in the BY statement in addition to the variables listed below. The OUTSPECTRA= data set records the frequency domain analysis for each variable specified in a VAR statement (not the CROSSVAR statement).
The following variable names are related to correlation statistics specified in the SPECTRA statement options.
- _NAME_
-
variable name
- FREQ
-
frequency in radians from 0 to
- PERIOD
-
period or wavelength
- COS
-
cosine transform
- SIN
-
sine transform
- P
-
periodogram
- S
-
spectral density estimates