CROSS Subcommand (SPECTRA command)

CROSS is used to specify bivariate spectral analysis.

  • When CROSS is specified, the first series named on the VARIABLES subcommand 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 NO to turn off bivariate analysis when applying a previous model with APPLY.

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.