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Data:
9769 9321 9939 9336 10195 9464 10010 10213 9563 9890 9305 9391 9928 8686 9843 9627 10074 9503 10119 10000 9313 9866 9172 9241 9659 8904 9755 9080 9435 8971 10063 9793 9454 9759 8820 9403 9676 8642 9402 9610 9294 9448 10319 9548 9801 9596 8923 9746 9829 9125 9782 9441 9162 9915 10444 10209 9985 9842 9429 10132 9849 9172 10313 9819 9955 10048 10082 10541 10208 10233 9439 9963 10158 9225 10474 9757 10490 10281 10444 10640 10695 10786 9832 9747 10411 9511 10402 9701 10540 10112 10915 11183 10384 10834 9886 10216 10943 9867 10203 10837 10573 10647 11502 10656 10866 10835 9945 10331 10718 9462 10579 10633 10346 10757 11207 11013 11015 10765 10042 10661
Box-Cox transformation parameter
-0.3
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
1
0
1
2
Degree (D) of seasonal differencing
1
0
1
2
Seasonal Period
12
1
2
3
4
12
Chart options
R Code
par4 <- '1' par3 <- '0' par2 <- '0' par1 <- '-0.3' 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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