[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.