EDN

Spectral analysis and modulation, part 2: Power spectrum analysis

This series is excerpted from “Digital Signal Processingand Applications, 2nd Edition.” Order this book today at www.newnespress.comor by calling 1-800-545-2522 and receive a 20% discount! Use ...
JSTOR Daily

Nonparametric Spectral Density Estimation Using Penalized Whittle Likelihood

The penalized likelihood approach is not well developed in time series analysis, even though it has been applied successfully in a number of nonparametric function estimation problems. Chow and ...
JSTOR Daily

Spectral Density Based Goodness-of-Fit Tests for Time Series Models

A new goodness-of-fit test for time series models is proposed. The test statistic is based on the distance between a kernel estimator of the ratio between the true and the hypothesized spectral ...
Simon Fraser University

WEIGHTS Statement

The WEIGHTS statement specifies the relative weights used in the moving average applied to the periodogram ordinates to form the spectral density estimates. A WEIGHTS statement must be used to produce ...
Simon Fraser University

Getting Started

To use the SPECTRA procedure, specify the input and output data sets and options for the analysis you want on the PROC SPECTRA statement, and list the variables to analyze in the VAR statement. For ...