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Spectrale analyse Brussel (d=1 en D=1)

*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: Wed, 29 Dec 2010 22:58:08 +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/29/t12936633479df02mammv9csgl.htm/, Retrieved Wed, 29 Dec 2010 23:55:49 +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/29/t12936633479df02mammv9csgl.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 «
45990 42904 49968 42831 42110 45002 42091 39457 44448 48208 49603 48093 43130 45599 52287 49732 49571 48933 49203 45018 49405 56007 61858 55740 48827 52043 60348 55615 56852 55630 56457 50013 56291 52477 59846 55732 49114 55382 61102 61219 55785 57941 58844 51479 59968 60747 61532 61292 55164 56292 66015 60829 57571 57619 55304 54181 61033 63886 67365 63707 53473 52531 62703 61004 60438 65272 64463 62449 67373 70307 75544 71966 66263 69550 75388 57716 55779 52927 45655 46487 48683 50010 48944 41341 32411 34763 39106 34472 32642 34248 32280 29990 29656 34071 34105 33717
 
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'Herman Ole Andreas Wold' @ www.yougetit.org


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
0.0111 (90)2333791.543836
0.0222 (45)22190157.087854
0.0333 (30)26988640.107552
0.0444 (22.5)57054446.066557
0.0556 (18)16836223.771381
0.0667 (15)14695975.891005
0.0778 (12.8571)189804.573129
0.0889 (11.25)3506105.349627
0.1 (10)3701983.912941
0.1111 (9)28693794.514078
0.1222 (8.1818)58642466.985903
0.1333 (7.5)65933404.751145
0.1444 (6.9231)25775463.516301
0.1556 (6.4286)715228.886152
0.1667 (6)325771.035753
0.1778 (5.625)810538.676817
0.1889 (5.2941)6948688.775478
0.2 (5)1916164.09806
0.2111 (4.7368)8041892.53418
0.2222 (4.5)3220624.664277
0.2333 (4.2857)7362118.76605
0.2444 (4.0909)1177269.367947
0.2556 (3.913)2406760.435892
0.2667 (3.75)3742466.418552
0.2778 (3.6)28559537.205179
0.2889 (3.4615)44349423.390308
0.3 (3.3333)2833153.498668
0.3111 (3.2143)41950294.496027
0.3222 (3.1034)2203712.933326
0.3333 (3)1099848.415811
0.3444 (2.9032)24868282.390849
0.3556 (2.8125)19569586.146655
0.3667 (2.7273)6157293.986075
0.3778 (2.6471)98513889.575078
0.3889 (2.5714)18742849.660463
0.4 (2.5)21189201.781504
0.4111 (2.4324)2597907.379858
0.4222 (2.3684)4715796.188419
0.4333 (2.3077)30740051.219308
0.4444 (2.25)5789815.132876
0.4556 (2.1951)57430759.494078
0.4667 (2.1429)1251389.292392
0.4778 (2.093)32913804.161474
0.4889 (2.0455)4283017.104267
0.5 (2)774664.402798
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936633479df02mammv9csgl/1emiw1293663487.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936633479df02mammv9csgl/1emiw1293663487.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t12936633479df02mammv9csgl/2emiw1293663487.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t12936633479df02mammv9csgl/2emiw1293663487.ps (open in new window)


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