PROC SPECTRA

The SPECTRA procedure performs spectral and cross-spectral analysis of time series. You can use spectral analysis techniques to look for periodicities or cyclical patterns in data. The SPECTRA procedure produces estimates of the spectral and cross-spectral densities of a multivariate time series. Estimates of the spectral and cross-spectral densities of a multivariate time series are produced using a finite Fourier transform to obtain periodograms and cross-periodograms. The periodogram ordinates are smoothed by a moving average to produce estimated spectral and cross-spectral densities. PROC SPECTRA can also test whether or not the data are white noise. PROC SPECTRA uses the finite Fourier transform to decompose data series into a sum of sine and cosine waves of different amplitudes and wavelengths. ..

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  1. Brocklebank, John C.; Dickey, David A.: SAS for forecasting time series. (2003)