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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_spectrum.wasp
Title produced by softwareSpectral Analysis
Date of computationWed, 03 Dec 2008 01:03:02 -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/03/t1228291443rdiasn82yzv4l5z.htm/, Retrieved Thu, 28 May 2026 02:41:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28565, Retrieved Thu, 28 May 2026 02:41:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact549

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Spectral Analysis] [] [2008-12-03 08:03:02] [e02910eed3830f1815f587e12f46cbdb] [Current]
-   PD    [Spectral Analysis] [] [2008-12-06 12:11:56] [996314793dac993597edc1ca2281ff39]
Feedback Forum
2008-12-06 12:17:10 [Angelique Van de Vijver] [reply] 
Student heeft verkeerde berekening(verkeerde parameters ingevuld) gemaakt.
Ik heb de juiste berekening aangepast in deze link:
http://www.freestatistics.org/blog/date/2008/Dec/06/t1228565559ndhfvxrkmy1jwxk.htm
Als lambda waarde heb ik -0.2 genomen (zie standard deviation-mean plot)
Ik heb d=1 en D=1 omdat dit tot de beste differentiatie leidt.
We zien dat het langzaam dalend patroon verdwenen is in het raw periodogram en dat de steil stijgende lijn in het cumulatief periodogram ook verdwenen is.
De tijdreeks is dus stationair gemaakt.
De lijn bij het cumulatief periodogram loopt nu volgens de diagonaal en ligt binnen het betrouwbaarheidsinterval.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
104,0
107,9
113,8
113,8
123,1
125,1
137,6
134,0
140,3
152,1
150,6
167,3
153,2
142,0
154,4
158,5
180,9
181,3
172,4
192,0
199,3
215,4
214,3
201,5
190,5
196,0
215,7
209,4
214,1
237,8
239,0
237,8
251,5
248,8
215,4
201,2
203,1
214,2
188,9
203,0
213,3
228,5
228,2
240,9
258,8
248,5
269,2
289,6
323,4
317,2
322,8
340,9
368,2
388,5
441,2
474,3
483,9
417,9
365,9
263,0

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=28565&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=28565&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28565&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)2
Degree of seasonal differencing (D)0
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0167 (60)287.725247
0.0333 (30)100.63177
0.05 (20)23.016577
0.0667 (15)41.326408
0.0833 (12)337.433083
0.1 (10)9.998856
0.1167 (8.5714)235.074609
0.1333 (7.5)227.400212
0.15 (6.6667)240.414991
0.1667 (6)30.451644
0.1833 (5.4545)661.450914
0.2 (5)342.491217
0.2167 (4.6154)36.256138
0.2333 (4.2857)39.192813
0.25 (4)425.811331
0.2667 (3.75)1736.979405
0.2833 (3.5294)1244.718015
0.3 (3.3333)162.994578
0.3167 (3.1579)213.390156
0.3333 (3)105.656515
0.35 (2.8571)231.260487
0.3667 (2.7273)137.108959
0.3833 (2.6087)410.303755
0.4 (2.5)1777.343045
0.4167 (2.4)30.603671
0.4333 (2.3077)488.961517
0.45 (2.2222)624.335141
0.4667 (2.1429)804.550942
0.4833 (2.069)913.414564
0.5 (2)86.282568

\begin{tabular}{lllllllll}
\hline
Raw Periodogram \tabularnewline
Parameter & Value \tabularnewline
Box-Cox transformation parameter (lambda) & 1 \tabularnewline
Degree of non-seasonal differencing (d) & 2 \tabularnewline
Degree of seasonal differencing (D) & 0 \tabularnewline
Seasonal Period (s) & 12 \tabularnewline
Frequency (Period) & Spectrum \tabularnewline
0.0167 (60) & 287.725247 \tabularnewline
0.0333 (30) & 100.63177 \tabularnewline
0.05 (20) & 23.016577 \tabularnewline
0.0667 (15) & 41.326408 \tabularnewline
0.0833 (12) & 337.433083 \tabularnewline
0.1 (10) & 9.998856 \tabularnewline
0.1167 (8.5714) & 235.074609 \tabularnewline
0.1333 (7.5) & 227.400212 \tabularnewline
0.15 (6.6667) & 240.414991 \tabularnewline
0.1667 (6) & 30.451644 \tabularnewline
0.1833 (5.4545) & 661.450914 \tabularnewline
0.2 (5) & 342.491217 \tabularnewline
0.2167 (4.6154) & 36.256138 \tabularnewline
0.2333 (4.2857) & 39.192813 \tabularnewline
0.25 (4) & 425.811331 \tabularnewline
0.2667 (3.75) & 1736.979405 \tabularnewline
0.2833 (3.5294) & 1244.718015 \tabularnewline
0.3 (3.3333) & 162.994578 \tabularnewline
0.3167 (3.1579) & 213.390156 \tabularnewline
0.3333 (3) & 105.656515 \tabularnewline
0.35 (2.8571) & 231.260487 \tabularnewline
0.3667 (2.7273) & 137.108959 \tabularnewline
0.3833 (2.6087) & 410.303755 \tabularnewline
0.4 (2.5) & 1777.343045 \tabularnewline
0.4167 (2.4) & 30.603671 \tabularnewline
0.4333 (2.3077) & 488.961517 \tabularnewline
0.45 (2.2222) & 624.335141 \tabularnewline
0.4667 (2.1429) & 804.550942 \tabularnewline
0.4833 (2.069) & 913.414564 \tabularnewline
0.5 (2) & 86.282568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28565&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]2[/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]0.0167 (60)[/C][C]287.725247[/C][/ROW]
[ROW][C]0.0333 (30)[/C][C]100.63177[/C][/ROW]
[ROW][C]0.05 (20)[/C][C]23.016577[/C][/ROW]
[ROW][C]0.0667 (15)[/C][C]41.326408[/C][/ROW]
[ROW][C]0.0833 (12)[/C][C]337.433083[/C][/ROW]
[ROW][C]0.1 (10)[/C][C]9.998856[/C][/ROW]
[ROW][C]0.1167 (8.5714)[/C][C]235.074609[/C][/ROW]
[ROW][C]0.1333 (7.5)[/C][C]227.400212[/C][/ROW]
[ROW][C]0.15 (6.6667)[/C][C]240.414991[/C][/ROW]
[ROW][C]0.1667 (6)[/C][C]30.451644[/C][/ROW]
[ROW][C]0.1833 (5.4545)[/C][C]661.450914[/C][/ROW]
[ROW][C]0.2 (5)[/C][C]342.491217[/C][/ROW]
[ROW][C]0.2167 (4.6154)[/C][C]36.256138[/C][/ROW]
[ROW][C]0.2333 (4.2857)[/C][C]39.192813[/C][/ROW]
[ROW][C]0.25 (4)[/C][C]425.811331[/C][/ROW]
[ROW][C]0.2667 (3.75)[/C][C]1736.979405[/C][/ROW]
[ROW][C]0.2833 (3.5294)[/C][C]1244.718015[/C][/ROW]
[ROW][C]0.3 (3.3333)[/C][C]162.994578[/C][/ROW]
[ROW][C]0.3167 (3.1579)[/C][C]213.390156[/C][/ROW]
[ROW][C]0.3333 (3)[/C][C]105.656515[/C][/ROW]
[ROW][C]0.35 (2.8571)[/C][C]231.260487[/C][/ROW]
[ROW][C]0.3667 (2.7273)[/C][C]137.108959[/C][/ROW]
[ROW][C]0.3833 (2.6087)[/C][C]410.303755[/C][/ROW]
[ROW][C]0.4 (2.5)[/C][C]1777.343045[/C][/ROW]
[ROW][C]0.4167 (2.4)[/C][C]30.603671[/C][/ROW]
[ROW][C]0.4333 (2.3077)[/C][C]488.961517[/C][/ROW]
[ROW][C]0.45 (2.2222)[/C][C]624.335141[/C][/ROW]
[ROW][C]0.4667 (2.1429)[/C][C]804.550942[/C][/ROW]
[ROW][C]0.4833 (2.069)[/C][C]913.414564[/C][/ROW]
[ROW][C]0.5 (2)[/C][C]86.282568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28565&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28565&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)2
Degree of seasonal differencing (D)0
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0167 (60)287.725247
0.0333 (30)100.63177
0.05 (20)23.016577
0.0667 (15)41.326408
0.0833 (12)337.433083
0.1 (10)9.998856
0.1167 (8.5714)235.074609
0.1333 (7.5)227.400212
0.15 (6.6667)240.414991
0.1667 (6)30.451644
0.1833 (5.4545)661.450914
0.2 (5)342.491217
0.2167 (4.6154)36.256138
0.2333 (4.2857)39.192813
0.25 (4)425.811331
0.2667 (3.75)1736.979405
0.2833 (3.5294)1244.718015
0.3 (3.3333)162.994578
0.3167 (3.1579)213.390156
0.3333 (3)105.656515
0.35 (2.8571)231.260487
0.3667 (2.7273)137.108959
0.3833 (2.6087)410.303755
0.4 (2.5)1777.343045
0.4167 (2.4)30.603671
0.4333 (2.3077)488.961517
0.45 (2.2222)624.335141
0.4667 (2.1429)804.550942
0.4833 (2.069)913.414564
0.5 (2)86.282568


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 2 ; par3 = 0 ; par4 = 12 ;
Parameters (R input):
par1 = 1 ; par2 = 2 ; 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')