TIMESERIES Procedure

(View the complete code for this example.)

This example illustrates the use of spectral analysis.

The following statements perform a spectral analysis on the SUNSPOT data set. The periodogram is displayed as a function of the period and frequency in Output 38.4.1. The estimated spectral density together with its 50% confidence limits is displayed in Output 38.4.2.

title "Wolfer's Sunspot Data";

proc timeseries data=sunspot plot=(series periodogram spectrum);
   var wolfer;
   id year interval=year;
   spectra freq period p s / adjmean bart c=1.5 expon=0.2;
run;

Output 38.4.1: Periodogram

Output 38.4.2: Spectral Density Plot