Inducing Stationarity in Time Series
| Summary of compuational 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 |
| 0.0125 (80) | 121.978711 |
| 0.025 (40) | 12.162824 |
| 0.0375 (26.6667) | 54.433976 |
| 0.05 (20) | 191.409886 |
| 0.0625 (16) | 120.531987 |
| 0.075 (13.3333) | 583.686377 |
| 0.0875 (11.4286) | 2207.494028 |
| 0.1 (10) | 108.128448 |
| 0.1125 (8.8889) | 1.399774 |
| 0.125 (8) | 11.335287 |
| 0.1375 (7.2727) | 186.698609 |
| 0.15 (6.6667) | 100.295957 |
| 0.1625 (6.1538) | 3489.575046 |
| 0.175 (5.7143) | 1563.165663 |
| 0.1875 (5.3333) | 409.239013 |
| 0.2 (5) | 118.650183 |
| 0.2125 (4.7059) | 70.312584 |
| 0.225 (4.4444) | 35.278458 |
| 0.2375 (4.2105) | 46.254141 |
| 0.25 (4) | 768.116543 |
| 0.2625 (3.8095) | 54.66945 |
| 0.275 (3.6364) | 1.716089 |
| 0.2875 (3.4783) | 2.703164 |
| 0.3 (3.3333) | 8.154685 |
| 0.3125 (3.2) | 60.589648 |
| 0.325 (3.0769) | 294.823986 |
| 0.3375 (2.963) | 895.399738 |
| 0.35 (2.8571) | 109.35102 |
| 0.3625 (2.7586) | 3.500107 |
| 0.375 (2.6667) | 33.762308 |
| 0.3875 (2.5806) | 14.040777 |
| 0.4 (2.5) | 10.655916 |
| 0.4125 (2.4242) | 690.342652 |
| 0.425 (2.3529) | 505.103468 |
| 0.4375 (2.2857) | 182.165719 |
| 0.45 (2.2222) | 4.561274 |
| 0.4625 (2.1622) | 2.571281 |
| 0.475 (2.1053) | 44.770125 |
| 0.4875 (2.0513) | 0.782152 |
| 0.5 (2) | 497.599159 |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/25/t1196022372wkoom74vn6brka4/1qz4x1196022924.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/25/t1196022372wkoom74vn6brka4/1qz4x1196022924.ps (open in new window) |
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| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/25/t1196022372wkoom74vn6brka4/2zgmw1196022924.png (open in new window) |
| http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/25/t1196022372wkoom74vn6brka4/2zgmw1196022924.ps (open in new window) |
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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