The SPECTRA Procedure

Table 1 summarizes the statements and options that control the SPECTRA procedure.

Table 1: 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

Last updated: January 07, 2025