Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_spectrum.wasp
Title produced by softwareSpectral Analysis
Date of computationWed, 10 Dec 2008 00:43:41 -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/10/t1228895045spaw4idmz59gc70.htm/, Retrieved Sun, 19 May 2024 07:18:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31869, Retrieved Sun, 19 May 2024 07:18:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact207
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Spectral Analysis] [] [2008-12-10 07:43:41] [76e580e81b2082744334eb1f6d9ccc3e] [Current]
Feedback Forum
2008-12-10 16:50:22 [Sam De Cuyper] [reply
OK, correct berekend en goede interpretatie.
2008-12-11 12:59:30 [72e979bcc364082694890d2eccc1a66f] [reply
Het cumulatief periodogram ligt binnen het betrouwbaarheidsinterval.
Hier gaat de student dan wel trendmatig EN seizoenaal differentiëren. De student geeft dus verschillende oplossingen. Het is dus het beste om eenmaal trendmatig en eenmaal seizoenaal te differentiëren.
2008-12-13 11:09:59 [Sandra Hofmans] [reply
Je zag bij de vorige grafiek dat deze snel steeg aan de linkerkant. Dit wijst op een lange termijn trend. Ook was hier een trapfunctie te zien wat wijst op seizoenaliteit. Hiervoor heb je inderdaad de juiste parameters ingesteld. Het is de bedoeling om een diagonaal te bekomen die volledig in het betrouwbaarheidsinterval ligt.

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Dataseries X:
105.3
103
103.8
103.4
105.8
101.4
97
94.3
96.6
97.1
95.7
96.9
97.4
95.3
93.6
91.5
93.1
91.7
94.3
93.9
90.9
88.3
91.3
91.7
92.4
92
95.6
95.8
96.4
99
107
109.7
116.2
115.9
113.8
112.6
113.7
115.9
110.3
111.3
113.4
108.2
104.8
106
110.9
115
118.4
121.4
128.8
131.7
141.7
142.9
139.4
134.7
125
113.6
111.5
108.5
112.3
116.6
115.5
120.1
132.9
128.1
129.3
132.5
131
124.9
120.8
122
122.1
127.4
135.2
137.3
135
136
138.4
134.7
138.4
133.9
133.6
141.2
151.8
155.4
156.6
161.6
160.7
156
159.5
168.7
169.9
169.9
185.9
190.8
195.8
211.9




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 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=31869&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]3 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=31869&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31869&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)-1.5
Degree of non-seasonal differencing (d)1
Degree of seasonal differencing (D)1
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0111 (90)0
0.0222 (45)0
0.0333 (30)0
0.0444 (22.5)0
0.0556 (18)0
0.0667 (15)0
0.0778 (12.8571)0
0.0889 (11.25)0
0.1 (10)0
0.1111 (9)0
0.1222 (8.1818)0
0.1333 (7.5)0
0.1444 (6.9231)0
0.1556 (6.4286)0
0.1667 (6)0
0.1778 (5.625)0
0.1889 (5.2941)0
0.2 (5)0
0.2111 (4.7368)0
0.2222 (4.5)0
0.2333 (4.2857)0
0.2444 (4.0909)0
0.2556 (3.913)0
0.2667 (3.75)0
0.2778 (3.6)0
0.2889 (3.4615)0
0.3 (3.3333)0
0.3111 (3.2143)0
0.3222 (3.1034)0
0.3333 (3)0
0.3444 (2.9032)0
0.3556 (2.8125)0
0.3667 (2.7273)0
0.3778 (2.6471)0
0.3889 (2.5714)0
0.4 (2.5)0
0.4111 (2.4324)0
0.4222 (2.3684)0
0.4333 (2.3077)0
0.4444 (2.25)0
0.4556 (2.1951)0
0.4667 (2.1429)0
0.4778 (2.093)0
0.4889 (2.0455)0
0.5 (2)0

\begin{tabular}{lllllllll}
\hline
Raw Periodogram \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) & -1.5 \tabularnewline
Degree of non-seasonal differencing (d) & 1 \tabularnewline
Degree of seasonal differencing (D) & 1 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Frequency (Period) & Spectrum \tabularnewline
0.0111 (90) & 0 \tabularnewline
0.0222 (45) & 0 \tabularnewline
0.0333 (30) & 0 \tabularnewline
0.0444 (22.5) & 0 \tabularnewline
0.0556 (18) & 0 \tabularnewline
0.0667 (15) & 0 \tabularnewline
0.0778 (12.8571) & 0 \tabularnewline
0.0889 (11.25) & 0 \tabularnewline
0.1 (10) & 0 \tabularnewline
0.1111 (9) & 0 \tabularnewline
0.1222 (8.1818) & 0 \tabularnewline
0.1333 (7.5) & 0 \tabularnewline
0.1444 (6.9231) & 0 \tabularnewline
0.1556 (6.4286) & 0 \tabularnewline
0.1667 (6) & 0 \tabularnewline
0.1778 (5.625) & 0 \tabularnewline
0.1889 (5.2941) & 0 \tabularnewline
0.2 (5) & 0 \tabularnewline
0.2111 (4.7368) & 0 \tabularnewline
0.2222 (4.5) & 0 \tabularnewline
0.2333 (4.2857) & 0 \tabularnewline
0.2444 (4.0909) & 0 \tabularnewline
0.2556 (3.913) & 0 \tabularnewline
0.2667 (3.75) & 0 \tabularnewline
0.2778 (3.6) & 0 \tabularnewline
0.2889 (3.4615) & 0 \tabularnewline
0.3 (3.3333) & 0 \tabularnewline
0.3111 (3.2143) & 0 \tabularnewline
0.3222 (3.1034) & 0 \tabularnewline
0.3333 (3) & 0 \tabularnewline
0.3444 (2.9032) & 0 \tabularnewline
0.3556 (2.8125) & 0 \tabularnewline
0.3667 (2.7273) & 0 \tabularnewline
0.3778 (2.6471) & 0 \tabularnewline
0.3889 (2.5714) & 0 \tabularnewline
0.4 (2.5) & 0 \tabularnewline
0.4111 (2.4324) & 0 \tabularnewline
0.4222 (2.3684) & 0 \tabularnewline
0.4333 (2.3077) & 0 \tabularnewline
0.4444 (2.25) & 0 \tabularnewline
0.4556 (2.1951) & 0 \tabularnewline
0.4667 (2.1429) & 0 \tabularnewline
0.4778 (2.093) & 0 \tabularnewline
0.4889 (2.0455) & 0 \tabularnewline
0.5 (2) & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31869&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]-1.5[/C][/ROW]
[ROW][C]Degree of non-seasonal differencing (d)[/C][C]1[/C][/ROW]
[ROW][C]Degree of seasonal differencing (D)[/C][C]1[/C][/ROW]
[ROW][C]Seasonal Period (s)[/C][C]12[/C][/ROW]
[ROW][C]Frequency (Period)[/C][C]Spectrum[/C][/ROW]
[ROW][C]0.0111 (90)[/C][C]0[/C][/ROW]
[ROW][C]0.0222 (45)[/C][C]0[/C][/ROW]
[ROW][C]0.0333 (30)[/C][C]0[/C][/ROW]
[ROW][C]0.0444 (22.5)[/C][C]0[/C][/ROW]
[ROW][C]0.0556 (18)[/C][C]0[/C][/ROW]
[ROW][C]0.0667 (15)[/C][C]0[/C][/ROW]
[ROW][C]0.0778 (12.8571)[/C][C]0[/C][/ROW]
[ROW][C]0.0889 (11.25)[/C][C]0[/C][/ROW]
[ROW][C]0.1 (10)[/C][C]0[/C][/ROW]
[ROW][C]0.1111 (9)[/C][C]0[/C][/ROW]
[ROW][C]0.1222 (8.1818)[/C][C]0[/C][/ROW]
[ROW][C]0.1333 (7.5)[/C][C]0[/C][/ROW]
[ROW][C]0.1444 (6.9231)[/C][C]0[/C][/ROW]
[ROW][C]0.1556 (6.4286)[/C][C]0[/C][/ROW]
[ROW][C]0.1667 (6)[/C][C]0[/C][/ROW]
[ROW][C]0.1778 (5.625)[/C][C]0[/C][/ROW]
[ROW][C]0.1889 (5.2941)[/C][C]0[/C][/ROW]
[ROW][C]0.2 (5)[/C][C]0[/C][/ROW]
[ROW][C]0.2111 (4.7368)[/C][C]0[/C][/ROW]
[ROW][C]0.2222 (4.5)[/C][C]0[/C][/ROW]
[ROW][C]0.2333 (4.2857)[/C][C]0[/C][/ROW]
[ROW][C]0.2444 (4.0909)[/C][C]0[/C][/ROW]
[ROW][C]0.2556 (3.913)[/C][C]0[/C][/ROW]
[ROW][C]0.2667 (3.75)[/C][C]0[/C][/ROW]
[ROW][C]0.2778 (3.6)[/C][C]0[/C][/ROW]
[ROW][C]0.2889 (3.4615)[/C][C]0[/C][/ROW]
[ROW][C]0.3 (3.3333)[/C][C]0[/C][/ROW]
[ROW][C]0.3111 (3.2143)[/C][C]0[/C][/ROW]
[ROW][C]0.3222 (3.1034)[/C][C]0[/C][/ROW]
[ROW][C]0.3333 (3)[/C][C]0[/C][/ROW]
[ROW][C]0.3444 (2.9032)[/C][C]0[/C][/ROW]
[ROW][C]0.3556 (2.8125)[/C][C]0[/C][/ROW]
[ROW][C]0.3667 (2.7273)[/C][C]0[/C][/ROW]
[ROW][C]0.3778 (2.6471)[/C][C]0[/C][/ROW]
[ROW][C]0.3889 (2.5714)[/C][C]0[/C][/ROW]
[ROW][C]0.4 (2.5)[/C][C]0[/C][/ROW]
[ROW][C]0.4111 (2.4324)[/C][C]0[/C][/ROW]
[ROW][C]0.4222 (2.3684)[/C][C]0[/C][/ROW]
[ROW][C]0.4333 (2.3077)[/C][C]0[/C][/ROW]
[ROW][C]0.4444 (2.25)[/C][C]0[/C][/ROW]
[ROW][C]0.4556 (2.1951)[/C][C]0[/C][/ROW]
[ROW][C]0.4667 (2.1429)[/C][C]0[/C][/ROW]
[ROW][C]0.4778 (2.093)[/C][C]0[/C][/ROW]
[ROW][C]0.4889 (2.0455)[/C][C]0[/C][/ROW]
[ROW][C]0.5 (2)[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31869&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31869&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
ParameterValue
Box-Cox transformation parameter (lambda)-1.5
Degree of non-seasonal differencing (d)1
Degree of seasonal differencing (D)1
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0111 (90)0
0.0222 (45)0
0.0333 (30)0
0.0444 (22.5)0
0.0556 (18)0
0.0667 (15)0
0.0778 (12.8571)0
0.0889 (11.25)0
0.1 (10)0
0.1111 (9)0
0.1222 (8.1818)0
0.1333 (7.5)0
0.1444 (6.9231)0
0.1556 (6.4286)0
0.1667 (6)0
0.1778 (5.625)0
0.1889 (5.2941)0
0.2 (5)0
0.2111 (4.7368)0
0.2222 (4.5)0
0.2333 (4.2857)0
0.2444 (4.0909)0
0.2556 (3.913)0
0.2667 (3.75)0
0.2778 (3.6)0
0.2889 (3.4615)0
0.3 (3.3333)0
0.3111 (3.2143)0
0.3222 (3.1034)0
0.3333 (3)0
0.3444 (2.9032)0
0.3556 (2.8125)0
0.3667 (2.7273)0
0.3778 (2.6471)0
0.3889 (2.5714)0
0.4 (2.5)0
0.4111 (2.4324)0
0.4222 (2.3684)0
0.4333 (2.3077)0
0.4444 (2.25)0
0.4556 (2.1951)0
0.4667 (2.1429)0
0.4778 (2.093)0
0.4889 (2.0455)0
0.5 (2)0



Parameters (Session):
par1 = -1.5 ; par2 = 1 ; par3 = 1 ; par4 = 12 ;
Parameters (R input):
par1 = -1.5 ; 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')