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Data:
46 62 66 59 58 61 41 27 58 70 49 59 44 36 72 45 56 54 53 35 61 52 47 51 52 63 74 45 51 64 36 30 55 64 39 40 63 45 59 55 40 64 27 28 45 57 45 69 60 56 58 50 51 53 37 22 55 70 62 58 39 49 58 47 42 62 39 40 72 70 54 65
Box-Cox transformation parameter
1
1
-2.0
-1.9
-1.8
-1.7
-1.6
-1.5
-1.4
-1.3
-1.2
-1.1
-1.0
-0.9
-0.8
-0.7
-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
Degree (d) of non-seasonal differencing
0
0
1
2
Degree (D) of seasonal differencing
0
0
1
2
Seasonal Period
12
1
2
3
4
12
Chart options
R Code
par4 <- '1' par3 <- '0' par2 <- '0' par1 <- '1' 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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