[S,D] = xsf(V,Freq,...)
V [ VAR ] - VAR object.
Freq [ numeric ] - Vector of Frequencies at which the XSFs will be evaluated.
S [ numeric ] - Power spectrum matrices.
D [ numeric ] - Spectral density matrices.
'applyTo=' [ cellstr | char | @all ] - List of variables to which the 'filter=' will be applied; @all means all variables.
'filter=' [ char | empty ] - Linear filter that is applied to variables specified by 'applyto'.
'nFreq=' [ numeric | 256 ] - Number of equally spaced frequencies over which the 'filter' is numerically integrated.
'progress=' [ true | false ] - Display progress bar in the command window.
The output matrices, S and D, are N-by-N-by-K, where N is the number of VAR variables and K is the number of frequencies (i.e. the length of the vector freq).
The k-th page is the S matrix, i.e. S(:,:,k), is the cross-spectrum matrix for the VAR variables at the k-th frequency. Similarly, the k-th page in D, i.e. D(:,:,k), is the cross-density matrix.