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Data:
4210 4220 3850 4000 4060 3940 4210 3910 3960 4030 3870 3730 3880 3900 3780 3900 3870 3980 4200 4340 4280 4330 4410 4260 4120 4330 4540 4520 4070 4290 4380 4520 4450 4180 4080 3820 3700 3820 3670 3610 3700
Box-Cox transformation parameter
12
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
Double
0
1
2
Degree (D) of seasonal differencing
additive
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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Big Analytics Cloud Computing Center
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