A new version of this entry is available:
Loading...
ResearchPaper
2012
SPECTRAN, a set of Matlab programs for spectral analysis
SPECTRAN, a set of Matlab programs for spectral analysis
Abstract (English)
Spectral analysis is one of the most important areas of time series econometrics. The use of spectral measures is widespread in different science fields such as economics, physics, engineering, geology. The SPECTRAN toolbox has been developed to facilitate the application of spectral concepts to univariate as well as to multivariate series. It offers a variety of frequency-domain techniques and supports the statistical inference. It also provides convenient tools for the examination of the results, e.g.functions for writing the output to a file or functions specially designed for plotting the estimated spectral measures. The key feature of SPECTRAN is the user-friendliness embodied in, e.g., the central function spectran which performs the whole analysis with default settings, but also gives the user the possibility to adjust them. This document sets out the most relevant spectral concepts and their implementation in SPECTRAN. Finally, three examples shall illustrate the application of different toolbox function to macroeconomic data.
File is subject to an embargo until
This is a correction to:
A correction to this entry is available:
This is a new version of:
Notes
Publication license
Publication series
FZID discussion papers; 60
Published in
Faculty
Faculty of Business, Economics and Social Sciences
State Institutes
State Institutes
Institute
Institute of Economics
Forschungszentrum Innovation und Dienstleistung
Forschungszentrum Innovation und Dienstleistung
Examination date
Supervisor
Edition / version
Citation
Identification
DOI
ISSN
ISBN
Language
English
Publisher
Publisher place
Classification (DDC)
330 Economics
Original object
Free keywords
Standardized keywords (GND)
Sustainable Development Goals
BibTeX
@techreport{Marczak2012,
url = {https://hohpublica.uni-hohenheim.de/handle/123456789/5644},
author = {Marczak, Martyna and Gómez, Víctor},
title = {SPECTRAN, a set of Matlab programs for spectral analysis},
year = {2012},
school = {Universität Hohenheim},
series = {FZID discussion papers},
}