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Author

*Unverified author*

R Software Module

rwasp_spectrum.wasp

Title produced by software

Spectral Analysis

Date of computation

Tue, 02 Dec 2008 06:40:41 -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/02/t1228225293gh1oq3z4u1uaes3.htm/, Retrieved Tue, 28 May 2024 10:53:20 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27768, Retrieved Tue, 28 May 2024 10:53:20 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

237

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Spectral Analysis] [Non-stationary ti...] [2008-12-02 13:33:51] [74be16979710d4c4e7c6647856088456]
F   P       [Spectral Analysis] [Non-stat time ser...] [2008-12-02 13:40:41] [d41d8cd98f00b204e9800998ecf8427e] [Current]

Feedback Forum

2008-12-04 10:52:20 [Steven Vercammen] [reply] 
Deze vraag heb ik correct opgelost. We doen de analyse hier eerst zonder te differentiëren. 
Spectraal –analyse wordt gebruikt om willekeurige tijdreeksen te ontbinden in regelmatige golfbewegingen. Een lange termijntrend betekent dat er sprake is van een lange periode en een trage frequentie. In de tabel zien we dat op een periode van 144 maanden het spectrum (relatief) groot is. Het spectrum geeft de intensiteit van een golfperiode aan, maw hoe belangrijk is deze golfbeweging. Een (relatief) groot spectrum wijst op een (relatief) belangrijke golfbeweging. Aangezien de periode hier zeer groot is (144) en het spectrum ook is er sprake van een relatief belangrijke lange termijn trend. De seizoenaliteit valt op wanneer we naar de spectrums van periode 4, 6 en 12 kijken. Dit zijn ook zeer hoge sprectums. Op het raw periodogram kunnen we duidelijk zien dat dit het geval is. Er doet zich een langzaam dalend patroon voor. De spectrums zijn groter wanneer er een lage frequentie is (linkerhelft van de grafiek). De steeds wederkerende pieken in het raw periodogram wijzen op seizonaliteit. Het cumulative periodogram kunnen we beschouwen als een soort R^2: 80% (y-as) kan verklaard worden door een zeer lage frequentie. De zeer steile stijging wijst dus op een lange termijn trend. De trap-structuur in het cumulative periodogram wijst op seizonaliteit. 
2008-12-07 10:00:58 [Käthe Vanderheggen] [reply] 
Dit is juist opgelost. Op dit periodogram zien we dat ongeveer 70% van de reeks verklaard wordt door de lange termijn trend.  
De student zou dit stap per stap kunnen oplossen door voordat hij d en D allebei gelijkstelt aan 1, enkel d=1 toe te passen en te kijken of dit al resultaat heeft. Wanneer we dit toen merken we dat de langzaam dalende trend verwijderd is en er slechts seizoenale pieken overblijven. We nemen nog steeds trappen gewaar op het cumulatieve periodogram, hoewel de lange termijn trend verdwenen is. Om de seizoenaliteit eruit te halen stellen we D = 1. Wat de student hierna ook correct gedaan heeft.
2008-12-08 18:40:02 [Koen Van Baelen] [reply] 
Hier kan ik niets meer aan toevoegen. Alles wordt al zeer goed uitgelegd in de verbeteringen hierboven.Misschien was het wel aangewezen om eerst enkel d gelijk te stellen aan 1 zodat je goed kan waarnemen dat er sprake is van seizoenaliteit (getrapte bewegingen) en dus ook D gelijk gesteld moet wroden aan 1. 

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Dataseries X:

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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=27768&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=27768&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27768&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)	0
Degree of seasonal differencing (D)	0
Seasonal Period (s)	12
Frequency (Period)	Spectrum
0.0069 (144)	3792.028873
0.0139 (72)	1238.009494
0.0208 (48)	1826.626686
0.0278 (36)	201.90456
0.0347 (28.8)	331.907846
0.0417 (24)	695.956872
0.0486 (20.5714)	189.838038
0.0556 (18)	632.668292
0.0625 (16)	287.593613
0.0694 (14.4)	1791.509224
0.0764 (13.0909)	9958.986159
0.0833 (12)	68001.700911
0.0903 (11.0769)	6339.30519
0.0972 (10.2857)	1529.925619
0.1042 (9.6)	854.106417
0.1111 (9)	454.283437
0.1181 (8.4706)	125.530203
0.125 (8)	30.347246
0.1319 (7.5789)	70.029431
0.1389 (7.2)	204.158401
0.1458 (6.8571)	203.994506
0.1528 (6.5455)	348.864801
0.1597 (6.2609)	1597.138661
0.1667 (6)	18608.352793
0.1736 (5.76)	2154.647278
0.1806 (5.5385)	608.650096
0.1875 (5.3333)	615.202265
0.1944 (5.1429)	120.078527
0.2014 (4.9655)	130.147126
0.2083 (4.8)	121.85189
0.2153 (4.6452)	40.141534
0.2222 (4.5)	217.826943
0.2292 (4.3636)	68.288003
0.2361 (4.2353)	214.055484
0.2431 (4.1143)	331.595519
0.25 (4)	3179.724197
0.2569 (3.8919)	203.863339
0.2639 (3.7895)	64.50686
0.2708 (3.6923)	3.43721
0.2778 (3.6)	31.782121
0.2847 (3.5122)	6.688219
0.2917 (3.4286)	16.986738
0.2986 (3.3488)	42.173804
0.3056 (3.2727)	29.803217
0.3125 (3.2)	33.804933
0.3194 (3.1304)	60.212446
0.3264 (3.0638)	379.911387
0.3333 (3)	2005.72132
0.3403 (2.9388)	75.434588
0.3472 (2.88)	140.072127
0.3542 (2.8235)	9.294066
0.3611 (2.7692)	15.430795
0.3681 (2.717)	10.698128
0.375 (2.6667)	4.21834
0.3819 (2.6182)	35.411804
0.3889 (2.5714)	16.11576
0.3958 (2.5263)	11.881808
0.4028 (2.4828)	183.988521
0.4097 (2.4407)	159.788028
0.4167 (2.4)	1276.34537
0.4236 (2.3607)	113.356981
0.4306 (2.3226)	208.3604
0.4375 (2.2857)	105.674799
0.4444 (2.25)	48.09594
0.4514 (2.2154)	10.461349
0.4583 (2.1818)	50.391079
0.4653 (2.1493)	26.292831
0.4722 (2.1176)	29.647284
0.4792 (2.087)	24.120557
0.4861 (2.0571)	8.778387
0.4931 (2.0282)	8.689016
0.5 (2)	25.907638

\begin{tabular}{lllllllll}
\hline
Raw Periodogram \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) & 1 \tabularnewline
Degree of non-seasonal differencing (d) & 0 \tabularnewline
Degree of seasonal differencing (D) & 0 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Frequency (Period) & Spectrum \tabularnewline
0.0069 (144) & 3792.028873 \tabularnewline
0.0139 (72) & 1238.009494 \tabularnewline
0.0208 (48) & 1826.626686 \tabularnewline
0.0278 (36) & 201.90456 \tabularnewline
0.0347 (28.8) & 331.907846 \tabularnewline
0.0417 (24) & 695.956872 \tabularnewline
0.0486 (20.5714) & 189.838038 \tabularnewline
0.0556 (18) & 632.668292 \tabularnewline
0.0625 (16) & 287.593613 \tabularnewline
0.0694 (14.4) & 1791.509224 \tabularnewline
0.0764 (13.0909) & 9958.986159 \tabularnewline
0.0833 (12) & 68001.700911 \tabularnewline
0.0903 (11.0769) & 6339.30519 \tabularnewline
0.0972 (10.2857) & 1529.925619 \tabularnewline
0.1042 (9.6) & 854.106417 \tabularnewline
0.1111 (9) & 454.283437 \tabularnewline
0.1181 (8.4706) & 125.530203 \tabularnewline
0.125 (8) & 30.347246 \tabularnewline
0.1319 (7.5789) & 70.029431 \tabularnewline
0.1389 (7.2) & 204.158401 \tabularnewline
0.1458 (6.8571) & 203.994506 \tabularnewline
0.1528 (6.5455) & 348.864801 \tabularnewline
0.1597 (6.2609) & 1597.138661 \tabularnewline
0.1667 (6) & 18608.352793 \tabularnewline
0.1736 (5.76) & 2154.647278 \tabularnewline
0.1806 (5.5385) & 608.650096 \tabularnewline
0.1875 (5.3333) & 615.202265 \tabularnewline
0.1944 (5.1429) & 120.078527 \tabularnewline
0.2014 (4.9655) & 130.147126 \tabularnewline
0.2083 (4.8) & 121.85189 \tabularnewline
0.2153 (4.6452) & 40.141534 \tabularnewline
0.2222 (4.5) & 217.826943 \tabularnewline
0.2292 (4.3636) & 68.288003 \tabularnewline
0.2361 (4.2353) & 214.055484 \tabularnewline
0.2431 (4.1143) & 331.595519 \tabularnewline
0.25 (4) & 3179.724197 \tabularnewline
0.2569 (3.8919) & 203.863339 \tabularnewline
0.2639 (3.7895) & 64.50686 \tabularnewline
0.2708 (3.6923) & 3.43721 \tabularnewline
0.2778 (3.6) & 31.782121 \tabularnewline
0.2847 (3.5122) & 6.688219 \tabularnewline
0.2917 (3.4286) & 16.986738 \tabularnewline
0.2986 (3.3488) & 42.173804 \tabularnewline
0.3056 (3.2727) & 29.803217 \tabularnewline
0.3125 (3.2) & 33.804933 \tabularnewline
0.3194 (3.1304) & 60.212446 \tabularnewline
0.3264 (3.0638) & 379.911387 \tabularnewline
0.3333 (3) & 2005.72132 \tabularnewline
0.3403 (2.9388) & 75.434588 \tabularnewline
0.3472 (2.88) & 140.072127 \tabularnewline
0.3542 (2.8235) & 9.294066 \tabularnewline
0.3611 (2.7692) & 15.430795 \tabularnewline
0.3681 (2.717) & 10.698128 \tabularnewline
0.375 (2.6667) & 4.21834 \tabularnewline
0.3819 (2.6182) & 35.411804 \tabularnewline
0.3889 (2.5714) & 16.11576 \tabularnewline
0.3958 (2.5263) & 11.881808 \tabularnewline
0.4028 (2.4828) & 183.988521 \tabularnewline
0.4097 (2.4407) & 159.788028 \tabularnewline
0.4167 (2.4) & 1276.34537 \tabularnewline
0.4236 (2.3607) & 113.356981 \tabularnewline
0.4306 (2.3226) & 208.3604 \tabularnewline
0.4375 (2.2857) & 105.674799 \tabularnewline
0.4444 (2.25) & 48.09594 \tabularnewline
0.4514 (2.2154) & 10.461349 \tabularnewline
0.4583 (2.1818) & 50.391079 \tabularnewline
0.4653 (2.1493) & 26.292831 \tabularnewline
0.4722 (2.1176) & 29.647284 \tabularnewline
0.4792 (2.087) & 24.120557 \tabularnewline
0.4861 (2.0571) & 8.778387 \tabularnewline
0.4931 (2.0282) & 8.689016 \tabularnewline
0.5 (2) & 25.907638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27768&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]0[/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]0.0069 (144)[/C][C]3792.028873[/C][/ROW]
[ROW][C]0.0139 (72)[/C][C]1238.009494[/C][/ROW]
[ROW][C]0.0208 (48)[/C][C]1826.626686[/C][/ROW]
[ROW][C]0.0278 (36)[/C][C]201.90456[/C][/ROW]
[ROW][C]0.0347 (28.8)[/C][C]331.907846[/C][/ROW]
[ROW][C]0.0417 (24)[/C][C]695.956872[/C][/ROW]
[ROW][C]0.0486 (20.5714)[/C][C]189.838038[/C][/ROW]
[ROW][C]0.0556 (18)[/C][C]632.668292[/C][/ROW]
[ROW][C]0.0625 (16)[/C][C]287.593613[/C][/ROW]
[ROW][C]0.0694 (14.4)[/C][C]1791.509224[/C][/ROW]
[ROW][C]0.0764 (13.0909)[/C][C]9958.986159[/C][/ROW]
[ROW][C]0.0833 (12)[/C][C]68001.700911[/C][/ROW]
[ROW][C]0.0903 (11.0769)[/C][C]6339.30519[/C][/ROW]
[ROW][C]0.0972 (10.2857)[/C][C]1529.925619[/C][/ROW]
[ROW][C]0.1042 (9.6)[/C][C]854.106417[/C][/ROW]
[ROW][C]0.1111 (9)[/C][C]454.283437[/C][/ROW]
[ROW][C]0.1181 (8.4706)[/C][C]125.530203[/C][/ROW]
[ROW][C]0.125 (8)[/C][C]30.347246[/C][/ROW]
[ROW][C]0.1319 (7.5789)[/C][C]70.029431[/C][/ROW]
[ROW][C]0.1389 (7.2)[/C][C]204.158401[/C][/ROW]
[ROW][C]0.1458 (6.8571)[/C][C]203.994506[/C][/ROW]
[ROW][C]0.1528 (6.5455)[/C][C]348.864801[/C][/ROW]
[ROW][C]0.1597 (6.2609)[/C][C]1597.138661[/C][/ROW]
[ROW][C]0.1667 (6)[/C][C]18608.352793[/C][/ROW]
[ROW][C]0.1736 (5.76)[/C][C]2154.647278[/C][/ROW]
[ROW][C]0.1806 (5.5385)[/C][C]608.650096[/C][/ROW]
[ROW][C]0.1875 (5.3333)[/C][C]615.202265[/C][/ROW]
[ROW][C]0.1944 (5.1429)[/C][C]120.078527[/C][/ROW]
[ROW][C]0.2014 (4.9655)[/C][C]130.147126[/C][/ROW]
[ROW][C]0.2083 (4.8)[/C][C]121.85189[/C][/ROW]
[ROW][C]0.2153 (4.6452)[/C][C]40.141534[/C][/ROW]
[ROW][C]0.2222 (4.5)[/C][C]217.826943[/C][/ROW]
[ROW][C]0.2292 (4.3636)[/C][C]68.288003[/C][/ROW]
[ROW][C]0.2361 (4.2353)[/C][C]214.055484[/C][/ROW]
[ROW][C]0.2431 (4.1143)[/C][C]331.595519[/C][/ROW]
[ROW][C]0.25 (4)[/C][C]3179.724197[/C][/ROW]
[ROW][C]0.2569 (3.8919)[/C][C]203.863339[/C][/ROW]
[ROW][C]0.2639 (3.7895)[/C][C]64.50686[/C][/ROW]
[ROW][C]0.2708 (3.6923)[/C][C]3.43721[/C][/ROW]
[ROW][C]0.2778 (3.6)[/C][C]31.782121[/C][/ROW]
[ROW][C]0.2847 (3.5122)[/C][C]6.688219[/C][/ROW]
[ROW][C]0.2917 (3.4286)[/C][C]16.986738[/C][/ROW]
[ROW][C]0.2986 (3.3488)[/C][C]42.173804[/C][/ROW]
[ROW][C]0.3056 (3.2727)[/C][C]29.803217[/C][/ROW]
[ROW][C]0.3125 (3.2)[/C][C]33.804933[/C][/ROW]
[ROW][C]0.3194 (3.1304)[/C][C]60.212446[/C][/ROW]
[ROW][C]0.3264 (3.0638)[/C][C]379.911387[/C][/ROW]
[ROW][C]0.3333 (3)[/C][C]2005.72132[/C][/ROW]
[ROW][C]0.3403 (2.9388)[/C][C]75.434588[/C][/ROW]
[ROW][C]0.3472 (2.88)[/C][C]140.072127[/C][/ROW]
[ROW][C]0.3542 (2.8235)[/C][C]9.294066[/C][/ROW]
[ROW][C]0.3611 (2.7692)[/C][C]15.430795[/C][/ROW]
[ROW][C]0.3681 (2.717)[/C][C]10.698128[/C][/ROW]
[ROW][C]0.375 (2.6667)[/C][C]4.21834[/C][/ROW]
[ROW][C]0.3819 (2.6182)[/C][C]35.411804[/C][/ROW]
[ROW][C]0.3889 (2.5714)[/C][C]16.11576[/C][/ROW]
[ROW][C]0.3958 (2.5263)[/C][C]11.881808[/C][/ROW]
[ROW][C]0.4028 (2.4828)[/C][C]183.988521[/C][/ROW]
[ROW][C]0.4097 (2.4407)[/C][C]159.788028[/C][/ROW]
[ROW][C]0.4167 (2.4)[/C][C]1276.34537[/C][/ROW]
[ROW][C]0.4236 (2.3607)[/C][C]113.356981[/C][/ROW]
[ROW][C]0.4306 (2.3226)[/C][C]208.3604[/C][/ROW]
[ROW][C]0.4375 (2.2857)[/C][C]105.674799[/C][/ROW]
[ROW][C]0.4444 (2.25)[/C][C]48.09594[/C][/ROW]
[ROW][C]0.4514 (2.2154)[/C][C]10.461349[/C][/ROW]
[ROW][C]0.4583 (2.1818)[/C][C]50.391079[/C][/ROW]
[ROW][C]0.4653 (2.1493)[/C][C]26.292831[/C][/ROW]
[ROW][C]0.4722 (2.1176)[/C][C]29.647284[/C][/ROW]
[ROW][C]0.4792 (2.087)[/C][C]24.120557[/C][/ROW]
[ROW][C]0.4861 (2.0571)[/C][C]8.778387[/C][/ROW]
[ROW][C]0.4931 (2.0282)[/C][C]8.689016[/C][/ROW]
[ROW][C]0.5 (2)[/C][C]25.907638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27768&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27768&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)	0
Degree of seasonal differencing (D)	0
Seasonal Period (s)	12
Frequency (Period)	Spectrum
0.0069 (144)	3792.028873
0.0139 (72)	1238.009494
0.0208 (48)	1826.626686
0.0278 (36)	201.90456
0.0347 (28.8)	331.907846
0.0417 (24)	695.956872
0.0486 (20.5714)	189.838038
0.0556 (18)	632.668292
0.0625 (16)	287.593613
0.0694 (14.4)	1791.509224
0.0764 (13.0909)	9958.986159
0.0833 (12)	68001.700911
0.0903 (11.0769)	6339.30519
0.0972 (10.2857)	1529.925619
0.1042 (9.6)	854.106417
0.1111 (9)	454.283437
0.1181 (8.4706)	125.530203
0.125 (8)	30.347246
0.1319 (7.5789)	70.029431
0.1389 (7.2)	204.158401
0.1458 (6.8571)	203.994506
0.1528 (6.5455)	348.864801
0.1597 (6.2609)	1597.138661
0.1667 (6)	18608.352793
0.1736 (5.76)	2154.647278
0.1806 (5.5385)	608.650096
0.1875 (5.3333)	615.202265
0.1944 (5.1429)	120.078527
0.2014 (4.9655)	130.147126
0.2083 (4.8)	121.85189
0.2153 (4.6452)	40.141534
0.2222 (4.5)	217.826943
0.2292 (4.3636)	68.288003
0.2361 (4.2353)	214.055484
0.2431 (4.1143)	331.595519
0.25 (4)	3179.724197
0.2569 (3.8919)	203.863339
0.2639 (3.7895)	64.50686
0.2708 (3.6923)	3.43721
0.2778 (3.6)	31.782121
0.2847 (3.5122)	6.688219
0.2917 (3.4286)	16.986738
0.2986 (3.3488)	42.173804
0.3056 (3.2727)	29.803217
0.3125 (3.2)	33.804933
0.3194 (3.1304)	60.212446
0.3264 (3.0638)	379.911387
0.3333 (3)	2005.72132
0.3403 (2.9388)	75.434588
0.3472 (2.88)	140.072127
0.3542 (2.8235)	9.294066
0.3611 (2.7692)	15.430795
0.3681 (2.717)	10.698128
0.375 (2.6667)	4.21834
0.3819 (2.6182)	35.411804
0.3889 (2.5714)	16.11576
0.3958 (2.5263)	11.881808
0.4028 (2.4828)	183.988521
0.4097 (2.4407)	159.788028
0.4167 (2.4)	1276.34537
0.4236 (2.3607)	113.356981
0.4306 (2.3226)	208.3604
0.4375 (2.2857)	105.674799
0.4444 (2.25)	48.09594
0.4514 (2.2154)	10.461349
0.4583 (2.1818)	50.391079
0.4653 (2.1493)	26.292831
0.4722 (2.1176)	29.647284
0.4792 (2.087)	24.120557
0.4861 (2.0571)	8.778387
0.4931 (2.0282)	8.689016
0.5 (2)	25.907638

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code