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Cumulative Periodogram

*The author of this computation has been verified*
R Software Module: /rwasp_spectrum.wasp (opens new window with default values)
Title produced by software: Spectral Analysis
Date of computation: Sun, 12 Dec 2010 18:06:55 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/12/t1292177128hynreaodt0b17l0.htm/, Retrieved Sun, 12 Dec 2010 19:05:29 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/12/t1292177128hynreaodt0b17l0.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
D=0 d=1
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
37 30 47 35 30 43 82 40 47 19 52 136 80 42 54 66 81 63 137 72 107 58 36 52 79 77 54 84 48 96 83 66 61 53 30 74 69 59 42 65 70 100 63 105 82 81 75 102 121 98 76 77 63 37 35 23 40 29 37 51 20 28 13 22 25 13 16 13 16 17 9 17 25 14 8 7 10 7 10 3
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132


Raw Periodogram
ParameterValue
Box-Cox transformation parameter (lambda)1
Degree of non-seasonal differencing (d)1
Degree of seasonal differencing (D)0
Seasonal Period (s)12
Frequency (Period)Spectrum
0.0125 (80)10.350481
0.025 (40)71.467359
0.0375 (26.6667)162.625353
0.05 (20)44.293338
0.0625 (16)133.707452
0.075 (13.3333)71.624488
0.0875 (11.4286)76.196143
0.1 (10)353.702092
0.1125 (8.8889)66.001194
0.125 (8)408.336911
0.1375 (7.2727)402.613847
0.15 (6.6667)536.249013
0.1625 (6.1538)1434.040328
0.175 (5.7143)861.738326
0.1875 (5.3333)94.413994
0.2 (5)364.504033
0.2125 (4.7059)1457.477758
0.225 (4.4444)593.496014
0.2375 (4.2105)844.575015
0.25 (4)1378.343833
0.2625 (3.8095)293.143694
0.275 (3.6364)805.69308
0.2875 (3.4783)44.178845
0.3 (3.3333)342.297029
0.3125 (3.2)730.086294
0.325 (3.0769)1372.974263
0.3375 (2.963)1523.043006
0.35 (2.8571)477.311992
0.3625 (2.7586)106.878306
0.375 (2.6667)1534.678472
0.3875 (2.5806)52.6805
0.4 (2.5)1181.465129
0.4125 (2.4242)1277.004471
0.425 (2.3529)1514.772479
0.4375 (2.2857)3667.422671
0.45 (2.2222)545.07888
0.4625 (2.1622)695.309878
0.475 (2.1053)1993.444423
0.4875 (2.0513)2128.551327
0.5 (2)102.71963
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292177128hynreaodt0b17l0/1cdes1292177213.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292177128hynreaodt0b17l0/1cdes1292177213.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t1292177128hynreaodt0b17l0/2cdes1292177213.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t1292177128hynreaodt0b17l0/2cdes1292177213.ps (open in new window)


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