************************************************************************* ************* SPECTRAN TOOLBOX ******************** ************************************************************************* This Matlab toolbox performs spectral analysis of time series. In particular, the toolbox provides functions for: 1. spectrum estimation 2. estimation of bivariate spectral measures: - coherency, - coherence, - phase angle, - gain 3. estimation of multiple coherency and multiple coherence and partial spectral measures: - partial coherency, - partial coherence, - partial phase angle, - partial gain 4. calculation of the mean (partial) phase angle 5. lead-lag analysis 6. writing the results to a text file 7. plotting univariate and multivariate spectral measures along with their confidence bands Contents: The directory where the toolbox is located has the subdirectories 'data', 'results' (with the subsubdirectory plots) and 'manual'. The folder 'manual' contains the manual of the toolbox. The toolbox consists of 27 function files. The files 'exGER.m' and 'exUS1.m' and 'exUS2.m' are demo files. The data for the demos are stored in the subdirectory data. ************************************************************************* Martyna Marczak Victor Gomez Department of Economics (520G) Ministerio de Hacienda University of Hohenheim Direccion Gral. de Presupuestos Schloss, Museumsfluegel Subdireccion Gral. de Analisis y P.E. 70593 Stuttgart Alberto Alcocer 2, 1-P, D-34 GERMANY 8046 Madrid SPAIN Phone: + 49 711 459 23823 Phone : +34 915835439 E-mail: marczak@uni-hohenheim.de E-mail: vgomez@sepg.minhac.es Recent release: 2012 Copyright (c) 2012 This software may be used, copied, or redistributed as long as it is not sold. Usage of the functions and/or alterations of them should be referenced. **************************************************************************