IRIS Toolbox Reference Manual

## xsf

Power spectrum and spectral density functions for VAR variables

#### Syntax

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

#### Input arguments

- `V` [ VAR ] - VAR object.

- `Freq` [ numeric ] - Vector of Frequencies at which the XSFs will be evaluated.

#### Output arguments

- `S` [ numeric ] - Power spectrum matrices.

- `D` [ numeric ] - Spectral density matrices.

#### Options

- `'applyTo='` [ cellstr | char | `':'` ] - List of variables to which the `'filter='` will be applied; `':'` 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.

#### 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

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.