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Data:
1.894 1.757 3.582 5.321 5.561 5.907 4.944 4.966 3.258 1.964 1.743 1.262 2.086 1.793 3.548 5.672 6.084 4.914 4.990 5.139 3.218 2.179 2.238 1.442 2.205 2.025 3.531 4.977 7.998 4.880 5.231 5.202 3.303 2.683 2.202 1.376 2.422 1.997 3.163 5.964 5.657 6.415 6.208 4.500 2.939 2.702 2.090 1.504 2.549 1.931 3.013 6.204 5.788 5.611 5.594 4.647 3.490 2.487 1.992 1.507 2.306 2.002 3.075 5.331 5.589 5.813 4.876 4.665 3.601 2.192 2.111 1.580 2.288 1.993 3.228 5.000 5.480 5.770 4.962 4.685 3.607 2.222 2.467 1.594 2.228 1.910 3.157 4.809 6.249 4.607 4.975 4.784 3.028 2.461 2.218 1.351 2.070 1.887 3.024 4.596 6.398 4.459 5.382 4.359 2.687 2.249 2.154 1.169 2.429 1.762 2.846 5.627 5.749 4.502 5.720 4.403 2.867 2.635 2.059 1.511 2.359 1.741 2.917 6.249 5.760 6.250 5.134 4.831 3.695 2.462 2.146 1.579
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
1
0
1
2
Seasonal Period
1
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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Big Analytics Cloud Computing Center
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