| Loonkost Index - SPECTRAAL | *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: Tue, 25 Jan 2011 15:33:12 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2011/Jan/25/t12959696058thwp5bmvntyx8x.htm/, Retrieved Tue, 25 Jan 2011 16:33:27 +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/2011/Jan/25/t12959696058thwp5bmvntyx8x.htm/},
year = {2011},
}
@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 = {2011},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 81.71
87.703
90.09
100.639
83.042
89.956
89.561
105.38
86.554
93.131
92.812
102.195
88.925
94.184
94.196
108.932
91.134
97.149
96.415
112.432
92.47
98.61410515
97.80117197
111.8560178
95.63981455
104.1120262
104.0148224
118.1743476
102.033431
109.3138852
108.1523649
121.30381
103.8725146
112.7185207
109.0381253
122.4434864
106.6325686
113.8153852
111.1071252
130.039536
109.6121057
116.8592117
113.8982545
128.9375926
111.8120023
119.9689463
117.018539
132.4743387
116.3369106
124.6405636
121.025249
137.2054829
120.0187687
127.0443429
124.349043
143.6114438 | | Output produced by software: |
Raw Periodogram | Parameter | Value | Box-Cox transformation parameter (lambda) | 1 | Degree of non-seasonal differencing (d) | 0 | Degree of seasonal differencing (D) | 0 | Seasonal Period (s) | 4 | Frequency (Period) | Spectrum | 0.0167 (60) | 5.852254 | 0.0333 (30) | 15.518101 | 0.05 (20) | 5.805349 | 0.0667 (15) | 1.046251 | 0.0833 (12) | 9.304812 | 0.1 (10) | 4.483948 | 0.1167 (8.5714) | 0.586431 | 0.1333 (7.5) | 0.76307 | 0.15 (6.6667) | 0.568305 | 0.1667 (6) | 6.736905 | 0.1833 (5.4545) | 7.260284 | 0.2 (5) | 2.83872 | 0.2167 (4.6154) | 16.15869 | 0.2333 (4.2857) | 19.578557 | 0.25 (4) | 506.165687 | 0.2667 (3.75) | 9.527145 | 0.2833 (3.5294) | 9.150432 | 0.3 (3.3333) | 6.192709 | 0.3167 (3.1579) | 5.301266 | 0.3333 (3) | 7.797172 | 0.35 (2.8571) | 1.673783 | 0.3667 (2.7273) | 0.20544 | 0.3833 (2.6087) | 1.869775 | 0.4 (2.5) | 0.11931 | 0.4167 (2.4) | 7.561547 | 0.4333 (2.3077) | 18.620025 | 0.45 (2.2222) | 14.260311 | 0.4667 (2.1429) | 32.06438 | 0.4833 (2.069) | 43.821037 | 0.5 (2) | 1364.356774 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2011/Jan/25/t12959696058thwp5bmvntyx8x/1ycej1295969591.png (open in new window) | http://www.freestatistics.org/blog/date/2011/Jan/25/t12959696058thwp5bmvntyx8x/1ycej1295969591.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2011/Jan/25/t12959696058thwp5bmvntyx8x/2vws71295969591.png (open in new window) | http://www.freestatistics.org/blog/date/2011/Jan/25/t12959696058thwp5bmvntyx8x/2vws71295969591.ps (open in new window) |
| | Parameters (Session): | par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 4 ; | | Parameters (R input): | par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 4 ; | | 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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