Achtung: hohPublica wurde am 18.11.2024 aktualisiert. Falls Sie auf Darstellungsfehler stoßen, löschen Sie bitte Ihren Browser-Cache (Strg + Umschalt + Entf). *** Attention: hohPublica was last updated on November 18, 2024. If you encounter display errors, please delete your browser cache (Ctrl + Shift + Del).
 

A new version of this entry is available:

Loading...
Thumbnail Image
ResearchPaper
2012

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
Institute
Institute of Economics
Forschungszentrum Innovation und Dienstleistung

Examination date

Supervisor

Edition / version

Citation

DOI

ISSN

ISBN

Language
English

Publisher

Publisher place

Classification (DDC)
330 Economics

Original object

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}, }
Share this publication