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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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1528 <strong>Syntax</strong> <strong>Reference</strong><br />

TUKEY Tukey-Hanning window. The weights are<br />

where k=0, ... p.<br />

where k=0, ... p.<br />

BARTLETT Bartlett window. The weights are Wk =<br />

Fp( 2πfk ) where k=0, ... p.<br />

UNIT Equal-weight window. The weights are wk = 1 where k=0, ... p. DANIELL is<br />

an alias for UNIT.<br />

NONE No smoothing. If NONE is specified, the spectral density estimate is the same<br />

as the periodogram.<br />

w -p ,...w 0 ,...,w p<br />

PLOT Subcommand<br />

W k<br />

= 0.5Dp ( 2πfk ) + 0.25D ⎛<br />

p 2πf π<br />

k + -- ⎞<br />

⎝ p<br />

+ 0.25D ⎛<br />

⎠ p 2πf π<br />

k – -- ⎞<br />

⎝ p⎠<br />

PARZEN Parzen window. The weights are<br />

Wk 1<br />

p<br />

--( 2+ cos(<br />

2πfk) ) ( Fp ⁄ 2 ( 2πfk ) ) 2<br />

=<br />

User-specified weights. W 0 is applied to the periodogram value being<br />

smoothed, and the weights on either side are applied to preceding and following<br />

values. If the number of weights is even, it is assumed that w p is not<br />

supplied. The weight after the middle one is applied to the periodogram<br />

value being smoothed. W 0 must be positive.<br />

Example<br />

SPECTRA VAR01<br />

/WINDOW=TUKEY(3)<br />

/PLOT=P S.<br />

• In this example, the Tukey window weights with a span of three are used.<br />

• The PLOT subcommand plots both the periodogram and the spectral density estimate,<br />

both by frequency and period.<br />

PLOT specifies which plots are displayed.<br />

• If PLOT is not specified, only the periodogram is plotted for each series specified. Each<br />

periodogram is shown both by frequency and by period.<br />

• You can specify more than one plot keyword.<br />

• Keywords can be specified in any order.<br />

• The plot keywords K, CS, QS, PH, A, and G apply only to bivariate analyses. If the subcommand<br />

CROSS is not specified, these keywords are ignored.<br />

• The period (horizontal) axis on a plot BY PERIOD is scaled in natural logarithms from 0.69<br />

to ln(n), where n is the number of cases.

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