TIMESERIES Procedure

OUTSPECTRA= Data Set

The OUTSPECTRA= data set contains the variables that are specified in the BY statement in addition to the variables in the following list. 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 pi

PERIOD

period or wavelength

COS

cosine transform

SIN

sine transform

P

periodogram

S

spectral density estimates

Last updated: June 19, 2025