Overview (SPECTRA command)

SPECTRA plots the periodogram and spectral density function estimates for one or more series. You can also request bivariate spectral analysis. Moving averages, termed windows, can be used for smoothing the periodogram values to produce spectral densities.

Options

Output. In addition to the periodogram, you can use the PLOT subcommand to produce a plot of the estimated spectral density. You can use the keyword BY on PLOT to suppress the display of the plot by frequency or the plot by period. To reduce the range of values that are displayed in the plots, you can center the data by using the CENTER subcommand.

Cross-Spectral Analysis. You can specify cross-spectral (bivariate) analysis with the CROSS subcommand and select which bivariate plots are produced by using PLOT.

New Variables. Variables that are computed by SPECTRA can be saved to the active dataset for use in subsequent analyses with the SAVE subcommand. TSET MXNEWVAR specifies the maximum number of new variables that can be generated by a procedure. The default is 60.

Spectral Windows. You can specify a spectral window and its span for calculation of the spectral density estimates.

Basic Specification

The basic specification is one or more series names.

  • By default, SPECTRA plots the periodogram for each specified series. The periodogram is shown first by frequency and then by period. No new variables are saved by default.

Subcommand Order

  • Subcommands can be specified in any order.

Syntax Rules

  • VARIABLES can be specified only once.
  • Other subcommands can be specified more than once, but only the last specification of each subcommand is executed.

Operations

  • SPECTRA cannot process series with missing observations. (You can use the RMV command to replace missing values, use TSET MISSING=INCLUDE to include user-missing values, and use USE to ignore missing observations at the beginning or end of a series. See RMV and USE for more information.)
  • If the number of observations in the series is odd, the first case is ignored.
  • If the SAVE subcommand is specified, new variables are created for each specified series. For bivariate analyses, new variables are created for each series pair.
  • SPECTRA requires memory both to compute variables and to build plots. Requesting fewer plots may enable you to analyze larger series.

Limitations

  • A maximum of one VARIABLES subcommand is allowed. There is no limit on the number of series named on the list.