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spectral analysis

*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: Thu, 23 Dec 2010 08:25:58 +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/23/t1293092645vini0hvs7xk2dpl.htm/, Retrieved Thu, 23 Dec 2010 09:24:07 +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/23/t1293092645vini0hvs7xk2dpl.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 «
206010 198112 194519 185705 180173 176142 203401 221902 197378 185001 176356 180449 180144 173666 165688 161570 156145 153730 182698 200765 176512 166618 158644 159585 163095 159044 155511 153745 150569 150605 179612 194690 189917 184128 175335 179566 181140 177876 175041 169292 166070 166972 206348 215706 202108 195411 193111 195198 198770 194163 190420 189733 186029 191531 232571 243477 227247 217859 208679 213188 216234 213586 209465 204045 200237 203666 241476 260307 243324 244460 233575 237217 235243 230354 227184 221678 217142 219452 256446 265845 248624 241114 229245 231805 219277 219313 212610 214771 211142 211457 240048 240636 230580 208795 197922 194596 194581 185686 178106 172608 167302 168053 202300 202388 182516 173476 166444 171297 169701 164182 161914 159612 151001 158114 186530 187069 174330 169362 166827 178037 186413 189226 191563 188906 186005 195309 223532 226899 etc...
 
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'Gwilym Jenkins' @ 72.249.127.135


Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)1
Degree of non-seasonal differencing (d)0
Degree of seasonal differencing (D)1
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0074 (135)7812930772.23393
0.0148 (67.5)16918930637.6139
0.0222 (45)6188918911.15015
0.0296 (33.75)76451914.765503
0.037 (27)392583548.37653
0.0444 (22.5)667463788.257316
0.0519 (19.2857)1026411841.80717
0.0593 (16.875)248339263.048265
0.0667 (15)6834347.090985
0.0741 (13.5)5404925.035434
0.0815 (12.2727)5345476.621072
0.0889 (11.25)73290630.129158
0.0963 (10.3846)112233866.68839
0.1037 (9.6429)44182400.160728
0.1111 (9)69234006.468883
0.1185 (8.4375)74000615.900452
0.1259 (7.9412)6262878.584317
0.1333 (7.5)18612825.035696
0.1407 (7.1053)48172808.522665
0.1481 (6.75)66002513.994282
0.1556 (6.4286)3593711.700433
0.163 (6.1364)10133144.338836
0.1704 (5.8696)4335753.709327
0.1778 (5.625)734076.651384
0.1852 (5.4)13161034.315029
0.1926 (5.1923)3934787.92807
0.2 (5)52160477.675128
0.2074 (4.8214)14289610.846706
0.2148 (4.6552)64694901.107844
0.2222 (4.5)22782513.293038
0.2296 (4.3548)854477.497498
0.237 (4.2188)16992746.52752
0.2444 (4.0909)2017557.666119
0.2519 (3.9706)1504622.428356
0.2593 (3.8571)23938.797191
0.2667 (3.75)1026095.316567
0.2741 (3.6486)7651023.909805
0.2815 (3.5526)39689665.079248
0.2889 (3.4615)2859810.155117
0.2963 (3.375)12684363.943267
0.3037 (3.2927)7206964.473621
0.3111 (3.2143)5280859.317287
0.3185 (3.1395)7460382.431034
0.3259 (3.0682)1651502.094471
0.3333 (3)3817821.373215
0.3407 (2.9348)1014169.921588
0.3481 (2.8723)3612704.65104
0.3556 (2.8125)12763343.601209
0.363 (2.7551)1196495.499333
0.3704 (2.7)16167390.04971
0.3778 (2.6471)9197011.87397
0.3852 (2.5962)10213685.250268
0.3926 (2.5472)7818184.288144
0.4 (2.5)3955389.785697
0.4074 (2.4545)2269998.063588
0.4148 (2.4107)2292876.220978
0.4222 (2.3684)699678.72841
0.4296 (2.3276)6204967.017733
0.437 (2.2881)32490848.726886
0.4444 (2.25)17931432.139281
0.4519 (2.2131)17301380.910443
0.4593 (2.1774)26704157.846779
0.4667 (2.1429)10443716.913552
0.4741 (2.1094)2372279.632243
0.4815 (2.0769)19996082.215663
0.4889 (2.0455)4805022.413152
0.4963 (2.0149)2581075.099969
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/23/t1293092645vini0hvs7xk2dpl/1gx321293092756.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/23/t1293092645vini0hvs7xk2dpl/1gx321293092756.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/23/t1293092645vini0hvs7xk2dpl/2gx321293092756.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/23/t1293092645vini0hvs7xk2dpl/2gx321293092756.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 12 ;
 
Parameters (R input):
par1 = 1 ; par2 = 0 ; 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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Software written by Ed van Stee & Patrick Wessa


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