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W9 VRM

*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: Fri, 03 Dec 2010 09:57:25 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/03/t1291371778tp6btcdfnwion7o.htm/, Retrieved Fri, 03 Dec 2010 11:23:01 +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/2010/Dec/03/t1291371778tp6btcdfnwion7o.htm/},
    year = {2010},
}
@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 = {2010},
    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 «
17848 19592 21092 20889 25890 24965 22225 20977 22897 22785 22769 19637 20203 20450 23083 21738 26766 25280 22574 22729 21378 22902 24989 21116 15169 15846 20927 18273 22538 15596 14034 11366 14861 15149 13577 13026 13190 13196 15826 14733 16307 15703 14589 12043 15057 14053 12698 10888 10045 11549 13767 12424 13116 14211 12266 12602 15714 13742 12745 10491 10057 10900 11771 11992 11993 14504 11727 11477 13578 11555 11846 11397 10066 10269 14279 13870 13695 14420 11424 9704 12464 14301 13464 9893 11572 12380 16692 16052 16459 14761 13654 13480 18068 16560 14530 10650 11651 13735 13360 17818 20613 16231 13862 12004 17734 15034 12609 12320 10833 11350 13648 14890 16325 18045 15616 11926 16855 15083 12520 12355
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time27 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
0.0093 (108)1137897.163308
0.0185 (54)195297.456608
0.0278 (36)2364486.614857
0.037 (27)1955547.594225
0.0463 (21.6)1638263.413911
0.0556 (18)2778910.156982
0.0648 (15.4286)2983692.778576
0.0741 (13.5)321492.916937
0.0833 (12)14369.301539
0.0926 (10.8)174498.842148
0.1019 (9.8182)1389245.411829
0.1111 (9)2970030.064122
0.1204 (8.3077)2458464.04356
0.1296 (7.7143)1857874.175698
0.1389 (7.2)9121386.901434
0.1481 (6.75)274001.585851
0.1574 (6.3529)2893599.480421
0.1667 (6)127224.332058
0.1759 (5.6842)811995.711736
0.1852 (5.4)15368310.752741
0.1944 (5.1429)435393.146944
0.2037 (4.9091)28751241.972981
0.213 (4.6957)3564185.509855
0.2222 (4.5)14659971.767021
0.2315 (4.32)8685572.590533
0.2407 (4.1538)207334.687674
0.25 (4)242280.513042
0.2593 (3.8571)2349166.576861
0.2685 (3.7241)11555472.312837
0.2778 (3.6)4710156.613775
0.287 (3.4839)12277262.277897
0.2963 (3.375)12894771.370455
0.3056 (3.2727)19859544.490065
0.3148 (3.1765)3715567.598863
0.3241 (3.0857)4558691.570222
0.3333 (3)1904467.506437
0.3426 (2.9189)914166.429738
0.3519 (2.8421)6374035.530224
0.3611 (2.7692)14176052.022049
0.3704 (2.7)1422908.766326
0.3796 (2.6341)11750840.59849
0.3889 (2.5714)11197317.261641
0.3981 (2.5116)841288.562696
0.4074 (2.4545)3130954.275822
0.4167 (2.4)1613103.468994
0.4259 (2.3478)4873971.340462
0.4352 (2.2979)19023005.956794
0.4444 (2.25)7025862.53291
0.4537 (2.2041)4349710.362179
0.463 (2.16)8360617.060728
0.4722 (2.1176)377820.324594
0.4815 (2.0769)7545573.253515
0.4907 (2.0377)1399186.306899
0.5 (2)446026.365379
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/03/t1291371778tp6btcdfnwion7o/1o3wn1291370217.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/03/t1291371778tp6btcdfnwion7o/1o3wn1291370217.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/03/t1291371778tp6btcdfnwion7o/2yudq1291370217.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/03/t1291371778tp6btcdfnwion7o/2yudq1291370217.ps (open in new window)


 
Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 1 ; par2 = 1 ; par3 = 1 ; par4 = 12 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
 
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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