How to calculate the gain in a bivariate fft in R?
I am/was shaky on the correct terminology. I have two signals, and I want to compare them to see how much the 2nd matches the first (coh), how much the 2nd lags behind the 1st (phase)


Normalized cross-correlations are good at that.  I don't know what the relevant command would be in Statistica, but in Matlab you would use the command xcorr.


  and the extent to which the 2nd is under/overshooting the peak amplitudes of the 1st.


To answer that in a useful way it would help a great deal to see the signals that you are talking about.  Are you just interested in the peaks, or the signal in general?  If you are talking about the signal in general then you could time-align the signals using the information from your cross-correlation, and then divide one of the signals by the other.  If you are just interested in the peaks you could do the same and then just extract the results at the peak locations.