294
Chapter 15: Multivariate Statistical ModeIing:
Figure 15.2: a) Autospectra of two complexPOP coeflicients whose corresponding patterns are shown in Figure 15.1.
b) Squared coherence spectrum between these two POP coeflicients.
(For all spectra, the POP rotation, that is from imaginary part to real part,
is defined by a negative frequency.)
10 1 ~---------------r---------------,
10
1.0 -.-----------,,..------------,
>g 0.8
e
0 .6
Q)
.r:
o
(,)
'0 0.4
e
~ 0.2
CI
CI)
-0.4
-0.2
0
0.2
0.4
Frequency (1/monthl
99%
95%
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