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Author's title

Author

*Unverified author*

R Software Module

rwasp_spectrum.wasp

Title produced by software

Spectral Analysis

Date of computation

Mon, 01 Dec 2008 08:46:23 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/01/t1228146410ruhj4dow3bm4jof.htm/, Retrieved Sun, 05 May 2024 17:18:16 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26954, Retrieved Sun, 05 May 2024 17:18:16 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

245

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:40:39] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [Random Walk Simul...] [2008-11-27 19:45:04] [58bf45a666dc5198906262e8815a9722]
F RMPD    [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-11-27 22:08:29] [58bf45a666dc5198906262e8815a9722]
- RMPD      [Spectral Analysis] [Spectral Analysis...] [2008-11-27 23:04:22] [58bf45a666dc5198906262e8815a9722]
F R P           [Spectral Analysis] [Q4] [2008-12-01 15:46:23] [461be1b9ba57453336a7ea3097b7d5b5] [Current]

Feedback Forum

2008-12-08 15:13:20 [Mehmet Yilmaz] [reply] 
De student heeft een foute berekening gemaakt. 
Hij heeft een 'Spectral analysis' uitgevoerd terwijl het een 'Law of Averages' reproductie moest zijn. 
 
Conclusie: 
Bij het 1ste grafiek (cum. periodgram) zien we een zeer steile stijging langs de linkerkant wat wijst op een lange termijntrend. 
Als er een lijn tussen de stippellijnen ging, dan zou er geen sprake zijn van een patroon.  
 
Ook bij de Raw Periodgram wijst het grote aantal van lage frequenties, steeds wederkerend, op een lange termijn effect.  
 
Op de X-as kunnen we de frequentie aflezen. Op de linker helft gaat het snel op en neer en op de rechterhelft traag. Links komen de golfbewegingen het sterkst voor, wat erop wijst dat het dominant is in de tijd. Waar het traag op en neer gaat, kunnen we spreken van trendmatigheid.
2008-12-08 15:15:04 [Mehmet Yilmaz] [reply] 
De juiste berekening: 
 
http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/08/t1228749282t0ey26k6m4u50x5.htm
2008-12-08 19:49:01 [David Buelens] [reply] 
Hier is inderdaad een foutieve module gebruikt. Ook valt me op dat de blog niet correct is gedaan, omdat de auteur niet bekend is. 
 
http://www.freestatistics.org/blog/date/2008/Nov/29/t1227963571eayuhltk6pp63bl.htm 
  
grafiek, law of averages: 
 
Excess of heads: Op elk moment is er een 50% kans dat kop gegooid wordt. Dit geeft het stijgende en dalende verloop van de eerste grafiek die het aantal gegooid aantal kop volgt. Het patroon komt hier vooral omdat enkel aantal kop gevolgd wordt en het niet gooien van kop de grafiek zal doen dalen. 
Proportion of heads: Op deze grafiek kan men aflezen dat het aantal gegooid aantal kop en munt aan elkaar gelijk zijn na een aantal worpen, en deze grafiek duidelijk vlakker verloopt. 

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26954&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26954&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26954&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Raw Periodogram
Parameter	Value
Box-Cox transformation parameter (lambda)	1
Degree of non-seasonal differencing (d)	1
Degree of seasonal differencing (D)	0
Seasonal Period (s)	12
Frequency (Period)	Spectrum
0.0167 (60)	6.082551
0.0333 (30)	1.941143
0.05 (20)	1.226396
0.0667 (15)	3.919919
0.0833 (12)	32.602553
0.1 (10)	5.970416
0.1167 (8.5714)	0.358131
0.1333 (7.5)	12.544647
0.15 (6.6667)	12.157077
0.1667 (6)	204.748373
0.1833 (5.4545)	30.555585
0.2 (5)	6.064001
0.2167 (4.6154)	15.27164
0.2333 (4.2857)	30.700182
0.25 (4)	340.142319
0.2667 (3.75)	56.630993
0.2833 (3.5294)	152.753931
0.3 (3.3333)	144.004398
0.3167 (3.1579)	206.112155
0.3333 (3)	919.831219
0.35 (2.8571)	866.842121
0.3667 (2.7273)	63.740289
0.3833 (2.6087)	62.33013
0.4 (2.5)	50.016858
0.4167 (2.4)	307.692014
0.4333 (2.3077)	73.627839
0.45 (2.2222)	15.078035
0.4667 (2.1429)	2.573648
0.4833 (2.069)	254.401028
0.5 (2)	103.952847

\begin{tabular}{lllllllll}
\hline
Raw Periodogram \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) & 1 \tabularnewline
Degree of non-seasonal differencing (d) & 1 \tabularnewline
Degree of seasonal differencing (D) & 0 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Frequency (Period) & Spectrum \tabularnewline
0.0167 (60) & 6.082551 \tabularnewline
0.0333 (30) & 1.941143 \tabularnewline
0.05 (20) & 1.226396 \tabularnewline
0.0667 (15) & 3.919919 \tabularnewline
0.0833 (12) & 32.602553 \tabularnewline
0.1 (10) & 5.970416 \tabularnewline
0.1167 (8.5714) & 0.358131 \tabularnewline
0.1333 (7.5) & 12.544647 \tabularnewline
0.15 (6.6667) & 12.157077 \tabularnewline
0.1667 (6) & 204.748373 \tabularnewline
0.1833 (5.4545) & 30.555585 \tabularnewline
0.2 (5) & 6.064001 \tabularnewline
0.2167 (4.6154) & 15.27164 \tabularnewline
0.2333 (4.2857) & 30.700182 \tabularnewline
0.25 (4) & 340.142319 \tabularnewline
0.2667 (3.75) & 56.630993 \tabularnewline
0.2833 (3.5294) & 152.753931 \tabularnewline
0.3 (3.3333) & 144.004398 \tabularnewline
0.3167 (3.1579) & 206.112155 \tabularnewline
0.3333 (3) & 919.831219 \tabularnewline
0.35 (2.8571) & 866.842121 \tabularnewline
0.3667 (2.7273) & 63.740289 \tabularnewline
0.3833 (2.6087) & 62.33013 \tabularnewline
0.4 (2.5) & 50.016858 \tabularnewline
0.4167 (2.4) & 307.692014 \tabularnewline
0.4333 (2.3077) & 73.627839 \tabularnewline
0.45 (2.2222) & 15.078035 \tabularnewline
0.4667 (2.1429) & 2.573648 \tabularnewline
0.4833 (2.069) & 254.401028 \tabularnewline
0.5 (2) & 103.952847 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26954&T=1

[TABLE]
[ROW][C]Raw Periodogram[/C][/ROW]
[ROW][C]Parameter[/C][C]Value[/C][/ROW]
[ROW][C]Box-Cox transformation parameter (lambda)[/C][C]1[/C][/ROW]
[ROW][C]Degree of non-seasonal differencing (d)[/C][C]1[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D)[/C][C]0[/C][/ROW]
[ROW][C]Seasonal Period (s)[/C][C]12[/C][/ROW]
[ROW][C]Frequency (Period)[/C][C]Spectrum[/C][/ROW]
[ROW][C]0.0167 (60)[/C][C]6.082551[/C][/ROW]
[ROW][C]0.0333 (30)[/C][C]1.941143[/C][/ROW]
[ROW][C]0.05 (20)[/C][C]1.226396[/C][/ROW]
[ROW][C]0.0667 (15)[/C][C]3.919919[/C][/ROW]
[ROW][C]0.0833 (12)[/C][C]32.602553[/C][/ROW]
[ROW][C]0.1 (10)[/C][C]5.970416[/C][/ROW]
[ROW][C]0.1167 (8.5714)[/C][C]0.358131[/C][/ROW]
[ROW][C]0.1333 (7.5)[/C][C]12.544647[/C][/ROW]
[ROW][C]0.15 (6.6667)[/C][C]12.157077[/C][/ROW]
[ROW][C]0.1667 (6)[/C][C]204.748373[/C][/ROW]
[ROW][C]0.1833 (5.4545)[/C][C]30.555585[/C][/ROW]
[ROW][C]0.2 (5)[/C][C]6.064001[/C][/ROW]
[ROW][C]0.2167 (4.6154)[/C][C]15.27164[/C][/ROW]
[ROW][C]0.2333 (4.2857)[/C][C]30.700182[/C][/ROW]
[ROW][C]0.25 (4)[/C][C]340.142319[/C][/ROW]
[ROW][C]0.2667 (3.75)[/C][C]56.630993[/C][/ROW]
[ROW][C]0.2833 (3.5294)[/C][C]152.753931[/C][/ROW]
[ROW][C]0.3 (3.3333)[/C][C]144.004398[/C][/ROW]
[ROW][C]0.3167 (3.1579)[/C][C]206.112155[/C][/ROW]
[ROW][C]0.3333 (3)[/C][C]919.831219[/C][/ROW]
[ROW][C]0.35 (2.8571)[/C][C]866.842121[/C][/ROW]
[ROW][C]0.3667 (2.7273)[/C][C]63.740289[/C][/ROW]
[ROW][C]0.3833 (2.6087)[/C][C]62.33013[/C][/ROW]
[ROW][C]0.4 (2.5)[/C][C]50.016858[/C][/ROW]
[ROW][C]0.4167 (2.4)[/C][C]307.692014[/C][/ROW]
[ROW][C]0.4333 (2.3077)[/C][C]73.627839[/C][/ROW]
[ROW][C]0.45 (2.2222)[/C][C]15.078035[/C][/ROW]
[ROW][C]0.4667 (2.1429)[/C][C]2.573648[/C][/ROW]
[ROW][C]0.4833 (2.069)[/C][C]254.401028[/C][/ROW]
[ROW][C]0.5 (2)[/C][C]103.952847[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26954&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26954&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Raw Periodogram
Parameter	Value
Box-Cox transformation parameter (lambda)	1
Degree of non-seasonal differencing (d)	1
Degree of seasonal differencing (D)	0
Seasonal Period (s)	12
Frequency (Period)	Spectrum
0.0167 (60)	6.082551
0.0333 (30)	1.941143
0.05 (20)	1.226396
0.0667 (15)	3.919919
0.0833 (12)	32.602553
0.1 (10)	5.970416
0.1167 (8.5714)	0.358131
0.1333 (7.5)	12.544647
0.15 (6.6667)	12.157077
0.1667 (6)	204.748373
0.1833 (5.4545)	30.555585
0.2 (5)	6.064001
0.2167 (4.6154)	15.27164
0.2333 (4.2857)	30.700182
0.25 (4)	340.142319
0.2667 (3.75)	56.630993
0.2833 (3.5294)	152.753931
0.3 (3.3333)	144.004398
0.3167 (3.1579)	206.112155
0.3333 (3)	919.831219
0.35 (2.8571)	866.842121
0.3667 (2.7273)	63.740289
0.3833 (2.6087)	62.33013
0.4 (2.5)	50.016858
0.4167 (2.4)	307.692014
0.4333 (2.3077)	73.627839
0.45 (2.2222)	15.078035
0.4667 (2.1429)	2.573648
0.4833 (2.069)	254.401028
0.5 (2)	103.952847

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 12 ;

Parameters (R input):

par1 = 1 ; par2 = 1 ; 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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code