Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_spectrum.wasp
Title produced by softwareSpectral Analysis
Date of computationTue, 02 Dec 2008 07:20:40 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/02/t1228227667gttrwvly6h01rg4.htm/, Retrieved Fri, 24 May 2024 22:47:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27837, Retrieved Fri, 24 May 2024 22:47:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact175
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Spectral Analysis] [] [2008-12-02 14:20:40] [76e580e81b2082744334eb1f6d9ccc3e] [Current]
Feedback Forum
2008-12-06 14:44:31 [Maarten Van Gucht] [reply
de student is de 2e methode vergeten te maken (de Variance reduction matrix)
de student heeft hier een duidelijke conclusie geschreven, maar deze kon nog vervolledigd worden.
Aan de hand van een spectraalanalyse wordt de tijdsreeks ontbonden in regelmatige golfbewegingen. Uit bovenstaande tabel kunnen we aan de hand van de frequentie en bijhorende spectrumwaarden afleiden of er sprake is van een lange termijn trend of seizonaliteit.
*Spectrum= de intensiteit waarmee de golfbeweging voorkomt in de tijdsreeks. Dit geeft een indicatie over wat wel en niet sterk voorkomt.
* Ook moet vermeld worden dat de meest dominante frequentie gekenmerkt wordt door de langste periode.
* Bovendien kan gesteld worden dat indien de eerste waarde, deze met de meest dominante frequentie(0.0069), ook een zeer hoge spectrumwaarde heeft, dan is er duidelijk sprake van een lange termijn trend. Dit is ook duidelijk af te lezen uit de tabel. De eerste frequentie 0.0069(144) heeft een spectrumwaarde van 3792, wat opmerkelijk hoger is dan de andere waarden uit de kolom.
* Seizonaliteit kan vastgesteld worden wanneer de spectrumwaarde bij de periodes 4,6 en 12 het hoogst zijn. Dit is hier eveneens overduidelijk het geval.

Raw Periodogram
Op dit periodogram is duidelijk een dalende lange termijn trend en seizonaliteit vast te stellen.
Cumulative Periodogram
Een cumulatief periodogram dat steil stijgt duidt op een lange termijn trend. Daarbovenop zien we dat er zich een trapverloop/trapfunctie voordoet. Zo’n trapverloop wijst dan weer op seizonaliteit. Ook zien we duidelijk dat de functie buiten het betrouwbaarheidsinterval van 95% valt, wat betekent dat er nog steeds sprake is van voorspelbaarheid.
2008-12-06 14:46:32 [Maarten Van Gucht] [reply
als we dan de lange termijntrend en de seizoenaliteit willen wegwerken gaan we d en D gelijk stellen aan 1.
dan zien we in de tabel dat de meest dominante frequentie niet meer gepaard gaat met de hoogste spectrumwaarde en dat bij periodes 4,6 en 12 geen hoge spectrumwaarden meer waar te nemen zijn. Dit duidt erop dat de lange termijn trend en de seizonaliteit voor het grootste deel verdwenen zijn. Ook op het ‘ raw periodogram’ blijken deze verdwenen te zijn. Het cumulative periodogram toont mooi aan dat de trapfunctie, welke wees op seizonaliteit’ niet meer voorkomt. Eveneens is er een geleidelijkere stijging en dus geen lange termijn trend meer. Tot slot zien we dat de lijn goed tussen het 95% betrouwbaarheidsinterval ligt. Er is echter nog wel een bepaalde mate van voorspelbaarheid, gezien de curve nog voor een klein stukje buiten het betrouwbaarheidsinterval ligt.

Post a new message
Dataseries X:
112
118
132
129
121
135
148
148
136
119
104
118
115
126
141
135
125
149
170
170
158
133
114
140
145
150
178
163
172
178
199
199
184
162
146
166
171
180
193
181
183
218
230
242
209
191
172
194
196
196
236
235
229
243
264
272
237
211
180
201
204
188
235
227
234
264
302
293
259
229
203
229
242
233
267
269
270
315
364
347
312
274
237
278
284
277
317
313
318
374
413
405
355
306
271
306
315
301
356
348
355
422
465
467
404
347
305
336
340
318
362
348
363
435
491
505
404
359
310
337
360
342
406
396
420
472
548
559
463
407
362
405
417
391
419
461
472
535
622
606
508
461
390
432




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27837&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27837&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27837&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)1
Degree of non-seasonal differencing (d)0
Degree of seasonal differencing (D)0
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0069 (144)3792.028873
0.0139 (72)1238.009494
0.0208 (48)1826.626686
0.0278 (36)201.90456
0.0347 (28.8)331.907846
0.0417 (24)695.956872
0.0486 (20.5714)189.838038
0.0556 (18)632.668292
0.0625 (16)287.593613
0.0694 (14.4)1791.509224
0.0764 (13.0909)9958.986159
0.0833 (12)68001.700911
0.0903 (11.0769)6339.30519
0.0972 (10.2857)1529.925619
0.1042 (9.6)854.106417
0.1111 (9)454.283437
0.1181 (8.4706)125.530203
0.125 (8)30.347246
0.1319 (7.5789)70.029431
0.1389 (7.2)204.158401
0.1458 (6.8571)203.994506
0.1528 (6.5455)348.864801
0.1597 (6.2609)1597.138661
0.1667 (6)18608.352793
0.1736 (5.76)2154.647278
0.1806 (5.5385)608.650096
0.1875 (5.3333)615.202265
0.1944 (5.1429)120.078527
0.2014 (4.9655)130.147126
0.2083 (4.8)121.85189
0.2153 (4.6452)40.141534
0.2222 (4.5)217.826943
0.2292 (4.3636)68.288003
0.2361 (4.2353)214.055484
0.2431 (4.1143)331.595519
0.25 (4)3179.724197
0.2569 (3.8919)203.863339
0.2639 (3.7895)64.50686
0.2708 (3.6923)3.43721
0.2778 (3.6)31.782121
0.2847 (3.5122)6.688219
0.2917 (3.4286)16.986738
0.2986 (3.3488)42.173804
0.3056 (3.2727)29.803217
0.3125 (3.2)33.804933
0.3194 (3.1304)60.212446
0.3264 (3.0638)379.911387
0.3333 (3)2005.72132
0.3403 (2.9388)75.434588
0.3472 (2.88)140.072127
0.3542 (2.8235)9.294066
0.3611 (2.7692)15.430795
0.3681 (2.717)10.698128
0.375 (2.6667)4.21834
0.3819 (2.6182)35.411804
0.3889 (2.5714)16.11576
0.3958 (2.5263)11.881808
0.4028 (2.4828)183.988521
0.4097 (2.4407)159.788028
0.4167 (2.4)1276.34537
0.4236 (2.3607)113.356981
0.4306 (2.3226)208.3604
0.4375 (2.2857)105.674799
0.4444 (2.25)48.09594
0.4514 (2.2154)10.461349
0.4583 (2.1818)50.391079
0.4653 (2.1493)26.292831
0.4722 (2.1176)29.647284
0.4792 (2.087)24.120557
0.4861 (2.0571)8.778387
0.4931 (2.0282)8.689016
0.5 (2)25.907638

\begin{tabular}{lllllllll}
\hline
Raw Periodogram \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) & 1 \tabularnewline
Degree of non-seasonal differencing (d) & 0 \tabularnewline
Degree of seasonal differencing (D) & 0 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Frequency (Period) & Spectrum \tabularnewline
0.0069 (144) & 3792.028873 \tabularnewline
0.0139 (72) & 1238.009494 \tabularnewline
0.0208 (48) & 1826.626686 \tabularnewline
0.0278 (36) & 201.90456 \tabularnewline
0.0347 (28.8) & 331.907846 \tabularnewline
0.0417 (24) & 695.956872 \tabularnewline
0.0486 (20.5714) & 189.838038 \tabularnewline
0.0556 (18) & 632.668292 \tabularnewline
0.0625 (16) & 287.593613 \tabularnewline
0.0694 (14.4) & 1791.509224 \tabularnewline
0.0764 (13.0909) & 9958.986159 \tabularnewline
0.0833 (12) & 68001.700911 \tabularnewline
0.0903 (11.0769) & 6339.30519 \tabularnewline
0.0972 (10.2857) & 1529.925619 \tabularnewline
0.1042 (9.6) & 854.106417 \tabularnewline
0.1111 (9) & 454.283437 \tabularnewline
0.1181 (8.4706) & 125.530203 \tabularnewline
0.125 (8) & 30.347246 \tabularnewline
0.1319 (7.5789) & 70.029431 \tabularnewline
0.1389 (7.2) & 204.158401 \tabularnewline
0.1458 (6.8571) & 203.994506 \tabularnewline
0.1528 (6.5455) & 348.864801 \tabularnewline
0.1597 (6.2609) & 1597.138661 \tabularnewline
0.1667 (6) & 18608.352793 \tabularnewline
0.1736 (5.76) & 2154.647278 \tabularnewline
0.1806 (5.5385) & 608.650096 \tabularnewline
0.1875 (5.3333) & 615.202265 \tabularnewline
0.1944 (5.1429) & 120.078527 \tabularnewline
0.2014 (4.9655) & 130.147126 \tabularnewline
0.2083 (4.8) & 121.85189 \tabularnewline
0.2153 (4.6452) & 40.141534 \tabularnewline
0.2222 (4.5) & 217.826943 \tabularnewline
0.2292 (4.3636) & 68.288003 \tabularnewline
0.2361 (4.2353) & 214.055484 \tabularnewline
0.2431 (4.1143) & 331.595519 \tabularnewline
0.25 (4) & 3179.724197 \tabularnewline
0.2569 (3.8919) & 203.863339 \tabularnewline
0.2639 (3.7895) & 64.50686 \tabularnewline
0.2708 (3.6923) & 3.43721 \tabularnewline
0.2778 (3.6) & 31.782121 \tabularnewline
0.2847 (3.5122) & 6.688219 \tabularnewline
0.2917 (3.4286) & 16.986738 \tabularnewline
0.2986 (3.3488) & 42.173804 \tabularnewline
0.3056 (3.2727) & 29.803217 \tabularnewline
0.3125 (3.2) & 33.804933 \tabularnewline
0.3194 (3.1304) & 60.212446 \tabularnewline
0.3264 (3.0638) & 379.911387 \tabularnewline
0.3333 (3) & 2005.72132 \tabularnewline
0.3403 (2.9388) & 75.434588 \tabularnewline
0.3472 (2.88) & 140.072127 \tabularnewline
0.3542 (2.8235) & 9.294066 \tabularnewline
0.3611 (2.7692) & 15.430795 \tabularnewline
0.3681 (2.717) & 10.698128 \tabularnewline
0.375 (2.6667) & 4.21834 \tabularnewline
0.3819 (2.6182) & 35.411804 \tabularnewline
0.3889 (2.5714) & 16.11576 \tabularnewline
0.3958 (2.5263) & 11.881808 \tabularnewline
0.4028 (2.4828) & 183.988521 \tabularnewline
0.4097 (2.4407) & 159.788028 \tabularnewline
0.4167 (2.4) & 1276.34537 \tabularnewline
0.4236 (2.3607) & 113.356981 \tabularnewline
0.4306 (2.3226) & 208.3604 \tabularnewline
0.4375 (2.2857) & 105.674799 \tabularnewline
0.4444 (2.25) & 48.09594 \tabularnewline
0.4514 (2.2154) & 10.461349 \tabularnewline
0.4583 (2.1818) & 50.391079 \tabularnewline
0.4653 (2.1493) & 26.292831 \tabularnewline
0.4722 (2.1176) & 29.647284 \tabularnewline
0.4792 (2.087) & 24.120557 \tabularnewline
0.4861 (2.0571) & 8.778387 \tabularnewline
0.4931 (2.0282) & 8.689016 \tabularnewline
0.5 (2) & 25.907638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27837&T=1

[TABLE]
[ROW][C]Raw Periodogram[/C][/ROW]
[ROW][C]Parameter[/C][C]Value[/C][/ROW]
[ROW][C]Box-Cox transformation parameter (lambda)[/C][C]1[/C][/ROW]
[ROW][C]Degree of non-seasonal differencing (d)[/C][C]0[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D)[/C][C]0[/C][/ROW]
[ROW][C]Seasonal Period (s)[/C][C]12[/C][/ROW]
[ROW][C]Frequency (Period)[/C][C]Spectrum[/C][/ROW]
[ROW][C]0.0069 (144)[/C][C]3792.028873[/C][/ROW]
[ROW][C]0.0139 (72)[/C][C]1238.009494[/C][/ROW]
[ROW][C]0.0208 (48)[/C][C]1826.626686[/C][/ROW]
[ROW][C]0.0278 (36)[/C][C]201.90456[/C][/ROW]
[ROW][C]0.0347 (28.8)[/C][C]331.907846[/C][/ROW]
[ROW][C]0.0417 (24)[/C][C]695.956872[/C][/ROW]
[ROW][C]0.0486 (20.5714)[/C][C]189.838038[/C][/ROW]
[ROW][C]0.0556 (18)[/C][C]632.668292[/C][/ROW]
[ROW][C]0.0625 (16)[/C][C]287.593613[/C][/ROW]
[ROW][C]0.0694 (14.4)[/C][C]1791.509224[/C][/ROW]
[ROW][C]0.0764 (13.0909)[/C][C]9958.986159[/C][/ROW]
[ROW][C]0.0833 (12)[/C][C]68001.700911[/C][/ROW]
[ROW][C]0.0903 (11.0769)[/C][C]6339.30519[/C][/ROW]
[ROW][C]0.0972 (10.2857)[/C][C]1529.925619[/C][/ROW]
[ROW][C]0.1042 (9.6)[/C][C]854.106417[/C][/ROW]
[ROW][C]0.1111 (9)[/C][C]454.283437[/C][/ROW]
[ROW][C]0.1181 (8.4706)[/C][C]125.530203[/C][/ROW]
[ROW][C]0.125 (8)[/C][C]30.347246[/C][/ROW]
[ROW][C]0.1319 (7.5789)[/C][C]70.029431[/C][/ROW]
[ROW][C]0.1389 (7.2)[/C][C]204.158401[/C][/ROW]
[ROW][C]0.1458 (6.8571)[/C][C]203.994506[/C][/ROW]
[ROW][C]0.1528 (6.5455)[/C][C]348.864801[/C][/ROW]
[ROW][C]0.1597 (6.2609)[/C][C]1597.138661[/C][/ROW]
[ROW][C]0.1667 (6)[/C][C]18608.352793[/C][/ROW]
[ROW][C]0.1736 (5.76)[/C][C]2154.647278[/C][/ROW]
[ROW][C]0.1806 (5.5385)[/C][C]608.650096[/C][/ROW]
[ROW][C]0.1875 (5.3333)[/C][C]615.202265[/C][/ROW]
[ROW][C]0.1944 (5.1429)[/C][C]120.078527[/C][/ROW]
[ROW][C]0.2014 (4.9655)[/C][C]130.147126[/C][/ROW]
[ROW][C]0.2083 (4.8)[/C][C]121.85189[/C][/ROW]
[ROW][C]0.2153 (4.6452)[/C][C]40.141534[/C][/ROW]
[ROW][C]0.2222 (4.5)[/C][C]217.826943[/C][/ROW]
[ROW][C]0.2292 (4.3636)[/C][C]68.288003[/C][/ROW]
[ROW][C]0.2361 (4.2353)[/C][C]214.055484[/C][/ROW]
[ROW][C]0.2431 (4.1143)[/C][C]331.595519[/C][/ROW]
[ROW][C]0.25 (4)[/C][C]3179.724197[/C][/ROW]
[ROW][C]0.2569 (3.8919)[/C][C]203.863339[/C][/ROW]
[ROW][C]0.2639 (3.7895)[/C][C]64.50686[/C][/ROW]
[ROW][C]0.2708 (3.6923)[/C][C]3.43721[/C][/ROW]
[ROW][C]0.2778 (3.6)[/C][C]31.782121[/C][/ROW]
[ROW][C]0.2847 (3.5122)[/C][C]6.688219[/C][/ROW]
[ROW][C]0.2917 (3.4286)[/C][C]16.986738[/C][/ROW]
[ROW][C]0.2986 (3.3488)[/C][C]42.173804[/C][/ROW]
[ROW][C]0.3056 (3.2727)[/C][C]29.803217[/C][/ROW]
[ROW][C]0.3125 (3.2)[/C][C]33.804933[/C][/ROW]
[ROW][C]0.3194 (3.1304)[/C][C]60.212446[/C][/ROW]
[ROW][C]0.3264 (3.0638)[/C][C]379.911387[/C][/ROW]
[ROW][C]0.3333 (3)[/C][C]2005.72132[/C][/ROW]
[ROW][C]0.3403 (2.9388)[/C][C]75.434588[/C][/ROW]
[ROW][C]0.3472 (2.88)[/C][C]140.072127[/C][/ROW]
[ROW][C]0.3542 (2.8235)[/C][C]9.294066[/C][/ROW]
[ROW][C]0.3611 (2.7692)[/C][C]15.430795[/C][/ROW]
[ROW][C]0.3681 (2.717)[/C][C]10.698128[/C][/ROW]
[ROW][C]0.375 (2.6667)[/C][C]4.21834[/C][/ROW]
[ROW][C]0.3819 (2.6182)[/C][C]35.411804[/C][/ROW]
[ROW][C]0.3889 (2.5714)[/C][C]16.11576[/C][/ROW]
[ROW][C]0.3958 (2.5263)[/C][C]11.881808[/C][/ROW]
[ROW][C]0.4028 (2.4828)[/C][C]183.988521[/C][/ROW]
[ROW][C]0.4097 (2.4407)[/C][C]159.788028[/C][/ROW]
[ROW][C]0.4167 (2.4)[/C][C]1276.34537[/C][/ROW]
[ROW][C]0.4236 (2.3607)[/C][C]113.356981[/C][/ROW]
[ROW][C]0.4306 (2.3226)[/C][C]208.3604[/C][/ROW]
[ROW][C]0.4375 (2.2857)[/C][C]105.674799[/C][/ROW]
[ROW][C]0.4444 (2.25)[/C][C]48.09594[/C][/ROW]
[ROW][C]0.4514 (2.2154)[/C][C]10.461349[/C][/ROW]
[ROW][C]0.4583 (2.1818)[/C][C]50.391079[/C][/ROW]
[ROW][C]0.4653 (2.1493)[/C][C]26.292831[/C][/ROW]
[ROW][C]0.4722 (2.1176)[/C][C]29.647284[/C][/ROW]
[ROW][C]0.4792 (2.087)[/C][C]24.120557[/C][/ROW]
[ROW][C]0.4861 (2.0571)[/C][C]8.778387[/C][/ROW]
[ROW][C]0.4931 (2.0282)[/C][C]8.689016[/C][/ROW]
[ROW][C]0.5 (2)[/C][C]25.907638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27837&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27837&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)1
Degree of non-seasonal differencing (d)0
Degree of seasonal differencing (D)0
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0069 (144)3792.028873
0.0139 (72)1238.009494
0.0208 (48)1826.626686
0.0278 (36)201.90456
0.0347 (28.8)331.907846
0.0417 (24)695.956872
0.0486 (20.5714)189.838038
0.0556 (18)632.668292
0.0625 (16)287.593613
0.0694 (14.4)1791.509224
0.0764 (13.0909)9958.986159
0.0833 (12)68001.700911
0.0903 (11.0769)6339.30519
0.0972 (10.2857)1529.925619
0.1042 (9.6)854.106417
0.1111 (9)454.283437
0.1181 (8.4706)125.530203
0.125 (8)30.347246
0.1319 (7.5789)70.029431
0.1389 (7.2)204.158401
0.1458 (6.8571)203.994506
0.1528 (6.5455)348.864801
0.1597 (6.2609)1597.138661
0.1667 (6)18608.352793
0.1736 (5.76)2154.647278
0.1806 (5.5385)608.650096
0.1875 (5.3333)615.202265
0.1944 (5.1429)120.078527
0.2014 (4.9655)130.147126
0.2083 (4.8)121.85189
0.2153 (4.6452)40.141534
0.2222 (4.5)217.826943
0.2292 (4.3636)68.288003
0.2361 (4.2353)214.055484
0.2431 (4.1143)331.595519
0.25 (4)3179.724197
0.2569 (3.8919)203.863339
0.2639 (3.7895)64.50686
0.2708 (3.6923)3.43721
0.2778 (3.6)31.782121
0.2847 (3.5122)6.688219
0.2917 (3.4286)16.986738
0.2986 (3.3488)42.173804
0.3056 (3.2727)29.803217
0.3125 (3.2)33.804933
0.3194 (3.1304)60.212446
0.3264 (3.0638)379.911387
0.3333 (3)2005.72132
0.3403 (2.9388)75.434588
0.3472 (2.88)140.072127
0.3542 (2.8235)9.294066
0.3611 (2.7692)15.430795
0.3681 (2.717)10.698128
0.375 (2.6667)4.21834
0.3819 (2.6182)35.411804
0.3889 (2.5714)16.11576
0.3958 (2.5263)11.881808
0.4028 (2.4828)183.988521
0.4097 (2.4407)159.788028
0.4167 (2.4)1276.34537
0.4236 (2.3607)113.356981
0.4306 (2.3226)208.3604
0.4375 (2.2857)105.674799
0.4444 (2.25)48.09594
0.4514 (2.2154)10.461349
0.4583 (2.1818)50.391079
0.4653 (2.1493)26.292831
0.4722 (2.1176)29.647284
0.4792 (2.087)24.120557
0.4861 (2.0571)8.778387
0.4931 (2.0282)8.689016
0.5 (2)25.907638



Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;
Parameters (R input):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
if (par1 == 0) {
x <- log(x)
} else {
x <- (x ^ par1 - 1) / par1
}
if (par2 > 0) x <- diff(x,lag=1,difference=par2)
if (par3 > 0) x <- diff(x,lag=par4,difference=par3)
bitmap(file='test1.png')
r <- spectrum(x,main='Raw Periodogram')
dev.off()
bitmap(file='test2.png')
cpgram(x,main='Cumulative Periodogram')
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Raw Periodogram',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Parameter',header=TRUE)
a<-table.element(a,'Value',header=TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Box-Cox transformation parameter (lambda)',header=TRUE)
a<-table.element(a,par1)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Degree of non-seasonal differencing (d)',header=TRUE)
a<-table.element(a,par2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Degree of seasonal differencing (D)',header=TRUE)
a<-table.element(a,par3)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Seasonal Period (s)',header=TRUE)
a<-table.element(a,par4)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Frequency (Period)',header=TRUE)
a<-table.element(a,'Spectrum',header=TRUE)
a<-table.row.end(a)
for (i in 1:length(r$freq)) {
a<-table.row.start(a)
mylab <- round(r$freq[i],4)
mylab <- paste(mylab,' (',sep='')
mylab <- paste(mylab,round(1/r$freq[i],4),sep='')
mylab <- paste(mylab,')',sep='')
a<-table.element(a,mylab,header=TRUE)
a<-table.element(a,round(r$spec[i],6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')