Get the Cross-Spectral coherence

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Miguel Moura
Miguel Moura on 21 Jan 2014
Hello,
I have two time series: money growth and inflation.
I need to get the Cross-Spectral coherence between two time series.
How do I estimate the coherence and 90%-coverage percentiles of the bootstrapped distribution and fraction of the mass of the distribution beyond 0.99 in Matlab?
Thank You

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