Follow this link if you're looking for the site of the 4th edition

Some of the Matlab programs below use FDR.m and
fprob.m so
you might as well get them... they're small.

## §7.3 - Spectral ANOVA [Matlab]

## §7.4 - Deterministic Inputs [Matlab]

## §7.5 - Random Regression [Matlab]

## §7.6 - Designed Experiments [Matlab]

## §7.7 - Discrimation & Cluster Analysis [Matlab]

## §7.9 - The Spectral Envelope [R]

`fxx`. For example, if
x contains a *p*-variate time series (i.e., the *p* columns of x are time series), and you issue
the command `spec = mvspec(x, spans=3)`, then `spec$fxx` is an array with dimensions
`dim=c(p,p,nfreq)`, where `nfreq` is the number of frequencies used. If you print spec$fxx
you'll see `nfreq
`*p* × *p* spectral matrix estimates.

- Figures 7.3 and 7.5: stoch_regr.m
- Figure 7.4: regr_test.m
- The corresponding data file: clim_hyd.dat

- Example 7.5: random_signal.m
- The corresponding data file: nuke.dat

- Figure 7.9: meanstest.m
- Figure 7.10: anova.m
- Figure 7.11: contrast.m
- The corresponding data file: brainm.dat

- Cluster Analysis: cluster_input.m
- Discriminant Analysis: mv_discrim.m
- Discriminant Analysis: t_discrim.m
- The corresponding data file: eqexp.dat

First, download and source mvspec.R, which
is `spec.pgram` with a few changes in the defaults:

function(x, spans = NULL, kernel = NULL, taper = 0, pad = 0, fast = TRUE, demean = TRUE, detrend = FALSE, plot = FALSE, na.action = na.fail,...)and written so you can extract the estimate of the multivariate spectral matrix as

- Code to do the analysis in Example 7.18 is given in specenv.txt; the corresponding data set can be found here: bnrf1ebv.dat.
- Code to do the analysis in Example 7.19 is given in specenvcont.txt; the data are the residuals from the MA(2) fit to the GNP returns in Example 3.35 and can be downloaded here: gnpres.dat.