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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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Example<br />

CENTER Subcommand<br />

SPECTRA VARX VARY.<br />

WINDOW Subcommand<br />

• This command produces the default display for two series, VARX and VARY.<br />

SPECTRA 1527<br />

CENTER adjusts the series to have a mean of 0. This reduces the range of values displayed in<br />

the plots.<br />

• If CENTER is not specified, the ordinate of the first periodogram value is 2n times the<br />

square of the mean of the series, where n is the number of cases.<br />

• You can specify CENTER NO to suppress centering when applying a previous model with<br />

APPLY.<br />

Example<br />

SPECTRA VARX VARY<br />

/CENTER.<br />

• This example produces the default display for VARX and VARY. The plots are based on the<br />

series after their means have been adjusted to 0.<br />

WINDOW specifies a spectral window to use when the periodogram is smoothed to obtain the<br />

spectral density estimate. If WINDOW is not specified, the Tukey-Hamming window with a<br />

span of 5 is used.<br />

• The specification on WINDOW is a window name and a span in parentheses, or a sequence<br />

of user-specified weights.<br />

• The window name can be any one of the keywords listed below.<br />

• Only one window keyword is accepted. If more than one is specified, the first is used.<br />

• The span is the number of periodogram values in the moving average and can be any integer.<br />

If an even number is specified, it is decreased by 1.<br />

• Smoothing near the end of series is accomplished via reflection. For example, if the span<br />

is 5, the second periodogram value is smoothed by averaging the first, third, and fourth<br />

values and twice the second value.<br />

The following data windows can be specified. Each formula defines the upper half of the<br />

window. The lower half is symmetric with the upper half. In all formulas, p is the integer part<br />

of the number of spans divided by 2, Dp is the Dirichlet kernel of order p, and Fp is the Fejer<br />

kernel of order p (Priestley, 1981).<br />

HAMMING Tukey-Hamming window. The weights are<br />

Wk =<br />

0.54Dp ( 2πfk ) + 0.23D ⎛<br />

p 2πf π<br />

k + -- ⎞<br />

⎝ p<br />

+ 0.23D ⎛<br />

⎠ p 2πf π<br />

k + -- ⎞<br />

⎝ p⎠<br />

where k=0, ... p. This is the default.

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