CROSS Subcommand (SPECTRA command)
CROSS is
used to specify bivariate spectral analysis.
- When
CROSSis specified, the first series named on theVARIABLESsubcommand is the independent variable. All remaining variables are dependent. - Each series after the first series is analyzed with the first series independently of other series that is named.
- Univariate analysis of each specified series is still performed.
- You can specify
CROSS NOto turn off bivariate analysis when applying a previous model withAPPLY.
Example
SPECTRA VARIABLES = VARX VARY VARZ
/CROSS.
- In this example, bivariate spectral analyses of series VARX with VARY and VARX with VARZ are requested in addition to the usual univariate analyses of VARX, VARY, and VARZ.