CROSSPEC Procedure

@CROSSPEC computes and optionally graphs the estimated coherence and phase of a pair or series. series1 is treated as the "output" for the purposes of interpreting the phase, and series2 as the "input", so a positive value means 2 is that fraction of a cycle ahead of 1. You can use @SPECTRUM to compute and graph the spectral density for a single series. @GAIN is a related procedure which computes the gain and phase rather than coherence and phase.

@CROSSPEC( options ) series1 series2 start end

Parameters

series1	This is treated as the "output" for the purpose of interpreting the phase.
series2	This is treated as the "input"
start, end	estimation range. By default, the maximum common range of the two series

Options

ORDINATES=Number of ordinates [depends upon length,seasonal]

WINDOW=[FLAT]/TENT/QUADRATIC

WIDTH=Window width [depends upon ordinates]

These control the smoothing of the cross spectral statistics.

[GRAPH]/NOGRAPH

HEADER="Header for graph"

FOOTER="Footer for graph"

PHASE=(output) series for \([0,\pi]\) phase lead (0 frequency at entry 1)

COHERENCE=(output) series for \([0,\pi]\) coherence (0 frequency at entry 1)