PROC SPECTRA Statement
The following options can be used in the PROC SPECTRA statement.
- PROC SPECTRA options;
outputs the amplitude variables (A_nn_mm) of the
subtracts the series mean before performing the Fourier decomposition.
This sets the first periodogram ordinate to 0 rather than 2n times
the squared mean.
This option is commonly used when the periodograms are to be plotted
to prevent a large first periodogram ordinate from distorting the
scale of the plot.
the quadrature spectrum estimate is computed at the boundaries
in the same way as
the spectral density estimate and the cospectrum estimate are
outputs the Fourier cosine and sine coefficients of each series,
in addition to the periodogram.
is used with the P and S options to output cross-periodograms
and cross-spectral densities.
- DATA= SAS-data-set
names the SAS data set containing the input data.
If the DATA= option is omitted,
the most recently created SAS data set is used.
outputs the squared coherency variables (K_nn_mm) of the
The K_nn_mm variables are identically 1 unless weights
are given in the WEIGHTS statement and the S option is specified.
- OUT= SAS-data-set
names the output data set created by PROC SPECTRA to store the results.
If the OUT= option is omitted,
the output data set is named using the DATAn convention.
outputs the periodogram variables.
The variables are named P_nn, where nn is an index
of the original variable with which the periodogram variable
When both the P and CROSS options are specified,
the cross-periodogram variables
RP_nn_mm and IP_nn_mm are also output.
outputs the phase variables (PH_nn_mm) of the cross-spectrum.
outputs the spectral density estimates.
The variables are named S_nn, where nn is an
index of the original variable with which the estimate
variable is associated.
When both the S and CROSS options are specified,
the cross-spectral variables CS_nn_mm and
QS_nn_mm are also output.
prints a test of the hypothesis that the series are white noise.
See "White Noise Test" later in this chapter for details.
Note that the CROSS, A, K, and PH options are only meaningful if
more than one variable is listed in the VAR statement.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.