RainbowStats™ · Command reference
SPECTRAL_TRANSFER_FUNCTION_WELCH
Display Welch spectral transfer-function analysis.
Syntax
SPECTRAL_TRANSFER_FUNCTION_WELCH(y,x)
SPECTRAL_TRANSFER_FUNCTION_WELCH(y,x,windowSize,overlap,windowType)Example
SPECTRAL_TRANSFER_FUNCTION_WELCH(LOGDIFF(INDPRO),LOGDIFF(PAYEMS))Notes
The five-argument form passes windowSize, overlap and the raw WindowType enum name to the existing analysis.