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Spectrum_3

*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: Tue, 29 Dec 2009 08:46:55 -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/29/t1262101656z00nvwlg8r9izlh.htm/, Retrieved Tue, 29 Dec 2009 16:47:38 +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/29/t1262101656z00nvwlg8r9izlh.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:
Paper
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1178 2141 2238 2685 4341 5376 4478 6404 4617 3024 1897 2075 1351 2211 2453 3042 4765 4992 4601 6266 4812 3159 1916 2237 1595 2453 2226 3597 4706 4974 5756 5493 5004 3225 2006 2291 1588 2105 2191 3591 4668 4885 5822 5599 5340 3082 2010 2301 1514 1979 2480 3499 4676 5585 5610 5796 6199 3030 1930 2552
 
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)1
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0208 (48)463.385516
0.0417 (24)5224.601768
0.0625 (16)13182.783831
0.0833 (12)4183.058591
0.1042 (9.6)11798.227105
0.125 (8)4574.129082
0.1458 (6.8571)60151.087629
0.1667 (6)15331.227095
0.1875 (5.3333)47359.126622
0.2083 (4.8)133764.734094
0.2292 (4.3636)91707.570836
0.25 (4)16178.596284
0.2708 (3.6923)177015.083307
0.2917 (3.4286)246850.105942
0.3125 (3.2)550727.523341
0.3333 (3)464108.746014
0.3542 (2.8235)1619663.943057
0.375 (2.6667)334248.07735
0.3958 (2.5263)636795.806465
0.4167 (2.4)702007.63371
0.4375 (2.2857)872194.852855
0.4583 (2.1818)173985.497426
0.4792 (2.087)155802.244706
0.5 (2)817766.709117
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262101656z00nvwlg8r9izlh/11q301262101613.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262101656z00nvwlg8r9izlh/11q301262101613.ps (open in new window)


http://www.freestatistics.org/blog/date/2009/Dec/29/t1262101656z00nvwlg8r9izlh/2e8hx1262101613.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/29/t1262101656z00nvwlg8r9izlh/2e8hx1262101613.ps (open in new window)


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