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*The author of this computation has been verified*
R Software Module: /rwasp_spectrum.wasp (opens new window with default values)
Title produced by software: Spectral Analysis
Date of computation: Sun, 06 Dec 2009 09:56:43 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/06/t1260118650d4xq1ghytn5yrpd.htm/, Retrieved Sun, 06 Dec 2009 17:57:33 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Dec/06/t1260118650d4xq1ghytn5yrpd.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
9051 8823 8776 8255 7969 8758 8693 8271 7790 7769 8170 8209 9395 9260 9018 8501 8500 9649 9319 8830 8436 8169 8269 7945 9144 8770 8834 7837 7792 8616 8518 7940 7545 7531 7665 7599 8444 8549 7986 7335 7287 7870 7839 7327 7259 6964 7271 6956 7608 7692 7255 6804 6655 7341 7602 7086 6625 6272 6576 6491 7649 7400 6913 6532 6486 7295 7556 7088 6952 6773 6917 7371 8221 7953 8027 7287 8076 8933 9433 9479 9199 9469 10015 10999 13009 13699 13895 13248 13973 15095 15201 14823 14538 14547 14407
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)1
Degree of non-seasonal differencing (d)1
Degree of seasonal differencing (D)0
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0104 (96)482159.986546
0.0208 (48)92223.515107
0.0312 (32)191279.845752
0.0417 (24)239218.520877
0.0521 (19.2)86814.463709
0.0625 (16)16844.092866
0.0729 (13.7143)22605.802232
0.0833 (12)431855.142346
0.0938 (10.6667)11344.316576
0.1042 (9.6)36516.01243
0.1146 (8.7273)23918.341027
0.125 (8)212045.143246
0.1354 (7.3846)180744.720108
0.1458 (6.8571)229615.6163
0.1562 (6.4)42244.679891
0.1667 (6)5547097.538097
0.1771 (5.6471)59523.394472
0.1875 (5.3333)50537.658942
0.1979 (5.0526)40125.86984
0.2083 (4.8)134489.598471
0.2187 (4.5714)63596.070708
0.2292 (4.3636)68895.096784
0.2396 (4.1739)58727.614248
0.25 (4)2065622.620544
0.2604 (3.84)59674.372263
0.2708 (3.6923)39106.254222
0.2812 (3.5556)19191.065849
0.2917 (3.4286)105514.744952
0.3021 (3.3103)10373.7584
0.3125 (3.2)7367.514714
0.3229 (3.0968)27133.872689
0.3333 (3)135974.992768
0.3438 (2.9091)7560.661903
0.3542 (2.8235)143324.638484
0.3646 (2.7429)15893.884077
0.375 (2.6667)114094.126483
0.3854 (2.5946)71191.250616
0.3958 (2.5263)10919.445319
0.4062 (2.4615)352987.721217
0.4167 (2.4)1320190.237521
0.4271 (2.3415)24311.226134
0.4375 (2.2857)493396.46121
0.4479 (2.2326)61553.984182
0.4583 (2.1818)9331.271233
0.4688 (2.1333)36565.231
0.4792 (2.087)81437.092853
0.4896 (2.0426)26655.562251
0.5 (2)1088504.974037
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/06/t1260118650d4xq1ghytn5yrpd/1c7511260118601.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/06/t1260118650d4xq1ghytn5yrpd/1c7511260118601.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/06/t1260118650d4xq1ghytn5yrpd/2icji1260118601.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/06/t1260118650d4xq1ghytn5yrpd/2icji1260118601.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 12 ;
 
Parameters (R input):
par1 = 1 ; par2 = 1 ; 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')
 





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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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