IRIS Toolbox Reference Manual

xsf

Power spectrum and spectral density functions for VAR variables

Syntax

[S,D] = xsf(V,Freq,...)

Input arguments

Output arguments

Options

Description

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.

Example