CROSSPEC: RATS procedure to compute and graph phase and coherence

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes and optionally graphs the estimated coherence, phase and gain of a pair of series.

Language: RATS
Requires: RATS 7.00
Keywords: Spectral; analysis (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/crosspec.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00042

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