WEIGHTS Statement
 WEIGHTS constantspecification  kernelspecification;
The WEIGHTS statement specifies the relative weights used in the
moving average applied to the periodogram ordinates to form the
spectral density estimates.
A WEIGHTS statement must be used to produce smoothed spectral
density estimates.
If the WEIGHTS statement is not used, only the periodogram is produced.
Using Constant Specifications
Any number of weighting constants can be specified.
The constants should be positive and symmetric about the middle weight.
The middle constant, (or the constant to the right of the
middle if an even number of weight constants are specified),
is the relative weight of the current periodogram ordinate.
The constant immediately following the middle one is the
relative weight of the next periodogram ordinate, and so on.
The actual weights used in the smoothing process are the
weights specified in the WEIGHTS statement scaled so that they
sum to .
The moving average reflects at each end of the periodogram.
The first periodogram ordinate is not used;
the second periodogram ordinate is used in its place.
For example, a simple triangular weighting can be specified using the
following WEIGHTS statement:
weights 1 2 3 2 1;
Using Kernel Specifications
You can specify five different kernels in the
WEIGHTS statement. The syntax for the statement is
 WEIGHTS [PARZEN][BART][TUKEY][TRUNCAT][QS] [c e];
where c >= 0 and e >= 0 are used to compute the bandwidth parameter as

l(q) = c q^{e}
and q is the number of periodogram ordinates +1:

q = floor(n/2) + 1
To specify the bandwidth explicitly, set c = to the desired bandwidth
and e = 0.
For example, a Parzen kernel can be specified using the
following WEIGHTS statement:
weights parzen 0.5 0;
For details, see the "Kernels" section on this page,
later in this chapter.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.