SPECTRAN, a set of Matlab programs for spectral analysis

Marczak, Martyna; Gómez, Víctor

SPECTRAN, a set of Matlab programs for spectral analysis

dc.contributor.author	Marczak, Martyna	de
dc.contributor.author	Gómez, Víctor	de
dc.date.accessioned	2024-04-08T08:47:40Z
dc.date.available	2024-04-08T08:47:40Z
dc.date.created	2012-11-22
dc.date.issued	2012
dc.description.abstract	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.	en
dc.identifier.swb	375642684
dc.identifier.uri	https://hohpublica.uni-hohenheim.de/handle/123456789/5644
dc.identifier.urn	urn:nbn:de:bsz:100-opus-7813
dc.language.iso	eng
dc.relation.ispartofseries	FZID discussion papers; 60
dc.rights.license	publ-mit-pod	en
dc.rights.license	publ-mit-pod	de
dc.rights.uri	http://opus.uni-hohenheim.de/doku/lic_mit_pod.php
dc.subject	Univariate spectral analysis	en
dc.subject	Multivariate spectral analysis	en
dc.subject	Matlab	en
dc.subject.ddc	330
dc.subject.gnd	MATLAB	de
dc.subject.gnd	Zeitreihenanalyse	de
dc.title	SPECTRAN, a set of Matlab programs for spectral analysis	de
dc.type.dcmi	Text	de
dc.type.dini	WorkingPaper	de
local.access	uneingeschränkter Zugriff	en
local.access	uneingeschränkter Zugriff	de
local.bibliographicCitation.publisherPlace	Universität Hohenheim	de
local.export.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}, }
local.export.bibtexAuthor	Marczak, Martyna and Gómez, Víctor
local.export.bibtexKey	Marczak2012
local.export.bibtexType	@techreport
local.faculty.number	3	de
local.faculty.number	7	de
local.institute.number	520	de
local.institute.number	795	de
local.opus.number	781
local.series.issueNumber	60
local.series.title	FZID discussion papers
local.university	Universität Hohenheim	de
local.university.faculty	Faculty of Business, Economics and Social Sciences	en
local.university.faculty	Fakultät Wirtschafts- und Sozialwissenschaften	de
local.university.faculty	Landesanstalten	de
local.university.institute	Institute for Economics	en
local.university.institute	Institut für Volkswirtschaftslehre	de
local.university.institute	Forschungszentrum Innovation und Dienstleistung	de

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