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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_spectrum.wasp
Title produced by softwareSpectral Analysis
Date of computationMon, 08 Dec 2008 16:11:23 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/09/t1228777935i0mvy19nnv03b4m.htm/, Retrieved Sun, 19 May 2024 12:02:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31116, Retrieved Sun, 19 May 2024 12:02:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact220

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMPD  [Variance Reduction Matrix] [VRM] [2008-12-08 22:53:48] [8d78428855b119373cac369316c08983]
F RMP       [Spectral Analysis] [cum per] [2008-12-08 23:11:23] [d6e9f26c3644bfc30f06303d9993b878] [Current]
F   P         [Spectral Analysis] [stationair maken] [2008-12-08 23:23:12] [8d78428855b119373cac369316c08983]
-   P         [Spectral Analysis] [feedback op blog] [2008-12-12 19:47:32] [b635de6fc42b001d22cbe6e730fec936]
-   P         [Spectral Analysis] [verbetering] [2008-12-15 22:27:15] [8d78428855b119373cac369316c08983]
-   P           [Spectral Analysis] [verbetering] [2008-12-15 22:38:26] [8d78428855b119373cac369316c08983]
Feedback Forum
2008-12-12 19:53:24 [Bas van Keken] [reply] 
Onjuist uitgevoerd. Ik kom met uw datareeks en eenmaal seizoenale differentiatie op een stationare reeks uit. Zie volgende link waar ik uw datareeks heb gebruikt:
http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/12/t1229111301h3kynu8ueksynsw.htm

Te zien is dat de lijn binnen de significante marges van het spectrum (cumulatieve periodogram) loopt. In het periodogram is ook geen trend of seizoenaliteit meer waar te nemen.
  2008-12-12 19:57:44 [Bas van Keken] [reply] 
Ik zie dat u in part 3 dit al heeft gedaan. Prima!
2008-12-15 22:43:30 [df2ed12c9b09685cd516719b004050c5] [reply] 
http://www.freestatistics.org/blog/date/2008/Dec/15/t1229380352fq2ripf4xiyfeew.htm
We zien in het cumulative periodogram geen lange termijn trend, er zijn namelijk niet veel lage frequenties. Daarom moeten we ook niet niet-seizoenaal differentiëren. Maar we zien wel een trapbeweging, die wijst op seizoenaliteit, we moeten dus seizoenaal differentiëren.
http://www.freestatistics.org/blog/date/2008/Dec/15/t1229380760k95cz91vgrrb8i5.htm
Dit is het resultaat wanneer we de tijdreeks stationair maken.
We zien dat de grafiek nu binnen het betrouwbaarheidsinterval valt, en dat de trapbeweging verminderd is. De seizoenaliteit is afgenomen.

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11703.7
16283.6
16726.5
14968.9
14861.0
14583.3
15305.8
17903.9
16379.4
15420.3
17870.5
15912.8
13866.5
17823.2
17872.0
17420.4
16704.4
15991.2
16583.6
19123.5
17838.7
17209.4
18586.5
16258.1
15141.6
19202.1
17746.5
19090.1
18040.3
17515.5
17751.8
21072.4
17170.0
19439.5
19795.4
17574.9
16165.4
19464.6
19932.1
19961.2
17343.4
18924.2
18574.1
21350.6
18594.6
19823.1
20844.4
19640.2
17735.4
19813.6
22160.0
20664.3
17877.4
21211.2
21423.1
21688.7
23243.2
21490.2
22925.8
23184.8
18562.2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31116&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31116&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31116&T=0

As an alternative you can also use a QR Code:  
QR Code


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

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)1
Degree of non-seasonal differencing (d)0
Degree of seasonal differencing (D)0
Seasonal Period (s)1
Frequency (Period)Spectrum
0.0156 (64)1047155.913888
0.0312 (32)528168.992589
0.0469 (21.3333)681655.937488
0.0625 (16)271169.505988
0.0781 (12.8)1609970.52967
0.0938 (10.6667)164598.311114
0.1094 (9.1429)563123.835586
0.125 (8)335236.094064
0.1406 (7.1111)634852.004773
0.1562 (6.4)3519254.311755
0.1719 (5.8182)8118167.91927
0.1875 (5.3333)195706.997155
0.2031 (4.9231)238114.893512
0.2188 (4.5714)665862.580012
0.2344 (4.2667)581688.314684
0.25 (4)11340087.170917
0.2656 (3.7647)1039799.202319
0.2812 (3.5556)1572801.602526
0.2969 (3.3684)1042998.910695
0.3125 (3.2)497797.328373
0.3281 (3.0476)7872923.160024
0.3438 (2.9091)4203361.557517
0.3594 (2.7826)1043423.70759
0.375 (2.6667)146093.414021
0.3906 (2.56)1422838.294916
0.4062 (2.4615)293631.280364
0.4219 (2.3704)805910.361018
0.4375 (2.2857)194516.363337
0.4531 (2.2069)83271.75878
0.4688 (2.1333)172130.52461
0.4844 (2.0645)2231639.593311
0.5 (2)5106748.609204

\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) & 1 \tabularnewline
Frequency (Period) & Spectrum \tabularnewline
0.0156 (64) & 1047155.913888 \tabularnewline
0.0312 (32) & 528168.992589 \tabularnewline
0.0469 (21.3333) & 681655.937488 \tabularnewline
0.0625 (16) & 271169.505988 \tabularnewline
0.0781 (12.8) & 1609970.52967 \tabularnewline
0.0938 (10.6667) & 164598.311114 \tabularnewline
0.1094 (9.1429) & 563123.835586 \tabularnewline
0.125 (8) & 335236.094064 \tabularnewline
0.1406 (7.1111) & 634852.004773 \tabularnewline
0.1562 (6.4) & 3519254.311755 \tabularnewline
0.1719 (5.8182) & 8118167.91927 \tabularnewline
0.1875 (5.3333) & 195706.997155 \tabularnewline
0.2031 (4.9231) & 238114.893512 \tabularnewline
0.2188 (4.5714) & 665862.580012 \tabularnewline
0.2344 (4.2667) & 581688.314684 \tabularnewline
0.25 (4) & 11340087.170917 \tabularnewline
0.2656 (3.7647) & 1039799.202319 \tabularnewline
0.2812 (3.5556) & 1572801.602526 \tabularnewline
0.2969 (3.3684) & 1042998.910695 \tabularnewline
0.3125 (3.2) & 497797.328373 \tabularnewline
0.3281 (3.0476) & 7872923.160024 \tabularnewline
0.3438 (2.9091) & 4203361.557517 \tabularnewline
0.3594 (2.7826) & 1043423.70759 \tabularnewline
0.375 (2.6667) & 146093.414021 \tabularnewline
0.3906 (2.56) & 1422838.294916 \tabularnewline
0.4062 (2.4615) & 293631.280364 \tabularnewline
0.4219 (2.3704) & 805910.361018 \tabularnewline
0.4375 (2.2857) & 194516.363337 \tabularnewline
0.4531 (2.2069) & 83271.75878 \tabularnewline
0.4688 (2.1333) & 172130.52461 \tabularnewline
0.4844 (2.0645) & 2231639.593311 \tabularnewline
0.5 (2) & 5106748.609204 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31116&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]1[/C][/ROW]
[ROW][C]Frequency (Period)[/C][C]Spectrum[/C][/ROW]
[ROW][C]0.0156 (64)[/C][C]1047155.913888[/C][/ROW]
[ROW][C]0.0312 (32)[/C][C]528168.992589[/C][/ROW]
[ROW][C]0.0469 (21.3333)[/C][C]681655.937488[/C][/ROW]
[ROW][C]0.0625 (16)[/C][C]271169.505988[/C][/ROW]
[ROW][C]0.0781 (12.8)[/C][C]1609970.52967[/C][/ROW]
[ROW][C]0.0938 (10.6667)[/C][C]164598.311114[/C][/ROW]
[ROW][C]0.1094 (9.1429)[/C][C]563123.835586[/C][/ROW]
[ROW][C]0.125 (8)[/C][C]335236.094064[/C][/ROW]
[ROW][C]0.1406 (7.1111)[/C][C]634852.004773[/C][/ROW]
[ROW][C]0.1562 (6.4)[/C][C]3519254.311755[/C][/ROW]
[ROW][C]0.1719 (5.8182)[/C][C]8118167.91927[/C][/ROW]
[ROW][C]0.1875 (5.3333)[/C][C]195706.997155[/C][/ROW]
[ROW][C]0.2031 (4.9231)[/C][C]238114.893512[/C][/ROW]
[ROW][C]0.2188 (4.5714)[/C][C]665862.580012[/C][/ROW]
[ROW][C]0.2344 (4.2667)[/C][C]581688.314684[/C][/ROW]
[ROW][C]0.25 (4)[/C][C]11340087.170917[/C][/ROW]
[ROW][C]0.2656 (3.7647)[/C][C]1039799.202319[/C][/ROW]
[ROW][C]0.2812 (3.5556)[/C][C]1572801.602526[/C][/ROW]
[ROW][C]0.2969 (3.3684)[/C][C]1042998.910695[/C][/ROW]
[ROW][C]0.3125 (3.2)[/C][C]497797.328373[/C][/ROW]
[ROW][C]0.3281 (3.0476)[/C][C]7872923.160024[/C][/ROW]
[ROW][C]0.3438 (2.9091)[/C][C]4203361.557517[/C][/ROW]
[ROW][C]0.3594 (2.7826)[/C][C]1043423.70759[/C][/ROW]
[ROW][C]0.375 (2.6667)[/C][C]146093.414021[/C][/ROW]
[ROW][C]0.3906 (2.56)[/C][C]1422838.294916[/C][/ROW]
[ROW][C]0.4062 (2.4615)[/C][C]293631.280364[/C][/ROW]
[ROW][C]0.4219 (2.3704)[/C][C]805910.361018[/C][/ROW]
[ROW][C]0.4375 (2.2857)[/C][C]194516.363337[/C][/ROW]
[ROW][C]0.4531 (2.2069)[/C][C]83271.75878[/C][/ROW]
[ROW][C]0.4688 (2.1333)[/C][C]172130.52461[/C][/ROW]
[ROW][C]0.4844 (2.0645)[/C][C]2231639.593311[/C][/ROW]
[ROW][C]0.5 (2)[/C][C]5106748.609204[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31116&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31116&T=1

As an alternative you can also use a QR Code:  
QR Code


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

Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)1
Degree of non-seasonal differencing (d)0
Degree of seasonal differencing (D)0
Seasonal Period (s)1
Frequency (Period)Spectrum
0.0156 (64)1047155.913888
0.0312 (32)528168.992589
0.0469 (21.3333)681655.937488
0.0625 (16)271169.505988
0.0781 (12.8)1609970.52967
0.0938 (10.6667)164598.311114
0.1094 (9.1429)563123.835586
0.125 (8)335236.094064
0.1406 (7.1111)634852.004773
0.1562 (6.4)3519254.311755
0.1719 (5.8182)8118167.91927
0.1875 (5.3333)195706.997155
0.2031 (4.9231)238114.893512
0.2188 (4.5714)665862.580012
0.2344 (4.2667)581688.314684
0.25 (4)11340087.170917
0.2656 (3.7647)1039799.202319
0.2812 (3.5556)1572801.602526
0.2969 (3.3684)1042998.910695
0.3125 (3.2)497797.328373
0.3281 (3.0476)7872923.160024
0.3438 (2.9091)4203361.557517
0.3594 (2.7826)1043423.70759
0.375 (2.6667)146093.414021
0.3906 (2.56)1422838.294916
0.4062 (2.4615)293631.280364
0.4219 (2.3704)805910.361018
0.4375 (2.2857)194516.363337
0.4531 (2.2069)83271.75878
0.4688 (2.1333)172130.52461
0.4844 (2.0645)2231639.593311
0.5 (2)5106748.609204


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ;
Parameters (R input):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 1 ;
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')