SAS/Ets User's Guide 173. 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 | 1712 F Chapter 25 The SPECTRA Procedure Output Plot of Cross-Spectrum Amplitude by Frequency The plot of the cross-spectrum amplitude against period for periods less than 25 observations is shown in Output . proc sgplot data b where period 25 series x period y a_01_02 markers markerattrs symbol circlefilled xaxis values 0 to 30 by 5 run References F 1713 Output Plot of Cross-Spectrum Amplitude by Period References Anderson T. W. 1971 The Statistical Analysis of Time Series New York John Wiley Sons. Andrews D. W. K. 1991 Heteroscedasticity and Autocorrelation Consistent Covariance Matrix Estimation Econometrica 59 3 817-858. Bartlett M. S. 1966 An Introduction to Stochastic Processes Second Edition Cambridge Cambridge University Press. Brillinger D. R. 1975 Time Series Data Analysis and Theory New York Holt Rinehart and Winston Inc. Davis H. T. 1941 The Analysis of Economic Time Series Bloomington IN Principia Press. Durbin J. 1967 Tests of Serial Independence Based on the Cumulated Periodogram Bulletin of Int. Stat. Inst. 42 1039-1049. 1714 F Chapter 25 The SPECTRA Procedure Fuller W. A. 1976 Introduction to Statistical Time Series New York John Wiley Sons. Gentleman W. M. and Sande G. 1966 Fast Fourier Transforms-for Fun and Profit AFIPS Proceedings of the Fall Joint Computer Conference 19 563-578. Jenkins G. M. and Watts D. G. 1968 Spectral Analysis and Its Applications San Francisco Holden-Day. Miller L. H. 1956 Tables of Percentage Points of Kolmogorov Statistics Journal of American Statistical Association 51 111. Monro D. M. and Branch J. L. 1976 Algorithm AS 117. The Chirp Discrete Fourier Transform of General Length Applied Statistics 26 351-361. Nussbaumer H. J. 1982 Fast Fourier Transform and Convolution Algorithms Second Edition New York Springer-Verlag. Owen D. B. 1962 Handbook of Statistical Tables Addison Wesley. Parzen E. 1957 On Consistent Estimates of the Spectrum of a Stationary Time Series Annals of Mathematical Statistics 28 .
