SAS/Ets User's Guide 172. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 1702 F Chapter 25 The SPECTRA Procedure Printed Output By default PROC SPECTRA produces no printed output. When the WHITETEST option is specified the SPECTRA procedure prints the following statistics for each variable in the VAR statement 1. the name of the variable 2. M-1 the number of two-degree-of-freedom periodogram ordinates used in the test 3. MAX P the maximum periodogram ordinate 4. SUM P the sum of the periodogram ordinates 5. Fisher s Kappa statistic 6. Bartlett s Kolmogorov-Smirnov test statistic 7. Approximate p-value for Bartlett s Kolmogorov-Smirnov test statistic See the section White Noise Test on page 1699 for details. ODS Table Names SPECTRA procedure PROC SPECTRA assigns a name to each table it creates. You can use these names to reference the table when you use the Output Delivery System ODS to select tables and create output data sets. These names are listed in the following table. Table ODS Tables Produced in PROC SPECTRA ODS Table Name Description Option WhiteNoiseTest white noise test WHITETEST Kappa Fishers Kappa statistic WHITETEST Bartlett Bartletts Kolmogorov-Smirnov statistic WHITETEST Examples SPECTRA Procedure F 1703 Examples SPECTRA Procedure Example Spectral Analysis of Sunspot Activity This example analyzes Wolfer s sunspot data Anderson 1971 . The following statements read and plot the data. title Wolfer s Sunspot Data data sunspot input year wolfer @@ datalines . more lines . proc sgplot data sunspot series x year y wolfer markers markerattrs symbol circlefilled xaxis values 1740 to 1930 by 10 yaxis values 0 to 1600 by 200 run The plot of the sunspot series is shown in Output . 1704 F Chapter 25 The SPECTRA Procedure Output Plot of Original Sunspot Data The spectral analysis of the sunspot series is performed by the following statements proc spectra data sunspot out b p s adjmean whitetest var wolfer weights 1234321 run proc print data b obs 12 run The PROC SPECTRA statement specifies the P and S options to
