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Paper - CP d=D=0

*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, 21 Dec 2010 16:47:22 +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/21/t129294992276tdpj8c0y9svnx.htm/, Retrieved Tue, 21 Dec 2010 17:45:22 +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/21/t129294992276tdpj8c0y9svnx.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 «
631 923 654 294 671 833 586 840 600 969 625 568 558 110 630 577 628 654 603 184 656 255 600 730 670 326 678 423 641 502 625 311 628 177 589 767 582 471 636 248 599 885 621 694 637 406 595 994 696 308 674 201 648 861 649 605 672 392 598 396 613 177 638 104 615 632 634 465 638 686 604 243 706 669 677 185 644 328 644 825 605 707 600 136 612 166 599 659 634 210 618 234 613 576 627 200 668 973 651 479 619 661 644 260 579 936 601 752 595 376 588 902 634 341 594 305 606 200 610 926 633 685 639 696 659 451 593 248 606 677 599 434 569 578 629 873 613 438 604 172 658 328 612 633 707 372 739 770 777 535 685 030 730 234 714 154 630 872 719 492 677 023 679 272 718 317 645 672
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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
0.0111 (90)6121657636.45906
0.0222 (45)8697814879.48214
0.0333 (30)3764169005.53426
0.0444 (22.5)4645759563.77454
0.0556 (18)964325393.201819
0.0667 (15)2872201306.271
0.0778 (12.8571)12270387725.6110
0.0889 (11.25)4097026075.97461
0.1 (10)660132470.757341
0.1111 (9)664987298.188732
0.1222 (8.1818)44220020.134069
0.1333 (7.5)317849745.261401
0.1444 (6.9231)271145848.888425
0.1556 (6.4286)400367680.903409
0.1667 (6)3874589385.83472
0.1778 (5.625)57444268.013024
0.1889 (5.2941)139246581.933955
0.2 (5)222829399.986
0.2111 (4.7368)46215971.457023
0.2222 (4.5)55156498.572972
0.2333 (4.2857)5706149.55205
0.2444 (4.0909)1244580161.66826
0.2556 (3.913)482308792.917886
0.2667 (3.75)427265619.954676
0.2778 (3.6)279426535.949103
0.2889 (3.4615)167977884.623651
0.3 (3.3333)133078368.649524
0.3111 (3.2143)528665420.265628
0.3222 (3.1034)356399470.362803
0.3333 (3)1688835148.28387
0.3444 (2.9032)4864934149.68693
0.3556 (2.8125)1787179214.06110
0.3667 (2.7273)370673360.068725
0.3778 (2.6471)85907068.055479
0.3889 (2.5714)1283495699.01045
0.4 (2.5)737700876.552025
0.4111 (2.4324)722766219.969833
0.4222 (2.3684)1549093284.59981
0.4333 (2.3077)2206575361.92584
0.4444 (2.25)39988303.101664
0.4556 (2.1951)45886418.074891
0.4667 (2.1429)203861660.98558
0.4778 (2.093)535409420.90299
0.4889 (2.0455)52737601.225989
0.5 (2)1163918030.96680
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/21/t129294992276tdpj8c0y9svnx/1v2ed1292950040.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129294992276tdpj8c0y9svnx/1v2ed1292950040.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t129294992276tdpj8c0y9svnx/2v2ed1292950040.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t129294992276tdpj8c0y9svnx/2v2ed1292950040.ps (open in new window)


 
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')
 





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