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Time series

R Software Module: rwasp_spectrum.wasp (opens new window with default values)
Title produced by software: Spectral Analysis
Date of computation: Fri, 14 Dec 2007 03:29:11 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Dec/14/t11976272867ryv6nfwi6nm215.htm/, Retrieved Fri, 14 Dec 2007 11:14:48 +0100
 
User-defined keywords:
s0650550 s0650062
 
Dataseries X:
» Textbox « » Textfile « » CSV «
263418000000 262752000000 266433000000 267722000000 266003000000 262971000000 265521000000 264676000000 270223000000 269508000000 268457000000 265814000000 266680000000 263018000000 269285000000 269829000000 270911000000 266844000000 271244000000 269907000000 271296000000 270157000000 271322000000 267179000000 264101000000 265518000000 269419000000 268714000000 272482000000 268351000000 268175000000 270674000000 272764000000 272599000000 270333000000 270846000000 270491000000 269160000000 274027000000 273784000000 276663000000 274525000000 271344000000 271115000000 270798000000 273911000000 273985000000 271917000000 273338000000 270601000000 273547000000 275363000000 281229000000 277793000000 279913000000 282500000000 280041000000 282166000000 290304000000 283519000000
 
Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


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)12
Frequency (Period)Spectrum
0.0167 (60)45401539764285145088
0.0333 (30)1.025483352546e+18
0.05 (20)27019663968139280384
0.0667 (15)4072972301344728576
0.0833 (12)27034425452962336768
0.1 (10)4731835403865708544
0.1167 (8.5714)2275670071695108864
0.1333 (7.5)8422946963446760448
0.15 (6.6667)10511475231171446784
0.1667 (6)40039374976593371136
0.1833 (5.4545)1236050109596857088
0.2 (5)332739673048928064
0.2167 (4.6154)2277307797395766016
0.2333 (4.2857)801024781280353664
0.25 (4)2845937906899729408
0.2667 (3.75)1675016824189553920
0.2833 (3.5294)478513431506132352
0.3 (3.3333)8502532571946564608
0.3167 (3.1579)282751513973295392
0.3333 (3)530021280583968896
0.35 (2.8571)3464112158545502208
0.3667 (2.7273)1652375900394635776
0.3833 (2.6087)106758531937505904
0.4 (2.5)3330525795597602304
0.4167 (2.4)4775403387517319168
0.4333 (2.3077)885155808568176384
0.45 (2.2222)1090112532756221184
0.4667 (2.1429)1585208665804837376
0.4833 (2.069)2141837200608446976
0.5 (2)21725449193290301440
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t11976272867ryv6nfwi6nm215/1vs511197628149.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t11976272867ryv6nfwi6nm215/1vs511197628149.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t11976272867ryv6nfwi6nm215/2zcjz1197628149.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Dec/14/t11976272867ryv6nfwi6nm215/2zcjz1197628149.ps (open in new window)


 
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')
 





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Software written by Ed van Stee & Patrick Wessa


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