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Data:
6258.5 6191 5939.5 5517.5 5382.5 5785 5353.5 5205.5 4915 4691.5 4564.5 4496 4877.5 4703.5 4528.5 4262.5 4077 4291 4357 4191 4025.5 3994.5 3934.5 3989 4565.5 4451 4312.5 4075 4005.5 4376.5 4341 4025.5 3992 3958.5 3907.5 3858.5 4236 4520.5 4333.5 4057.5 4079 4387.5 4235.5 3977.5 4007.5 3921 3936 3730.5 4310 4251.5 4062 3653 3659 3827.5 3726.5 3544 3428.5 3422.5 3401 3263 3801.5 3741 3545 3179.5 3276.5 3409.5 3411.5 3329.5 3184 3091 3162.5 3071 3654.5 3441.5 3189 3114.5 3078 3425 3368 3176 3165 3111 3247.5 3150 3628 3567 3348.5 3228.5 3181.5 3351 3472.5 3418.5 3409 3361 3605.5 3671.5 4297.5 4459.5 4402 4024.5 4116.5 4387 4288 4118.5 4035 4006.5 4143 4279.5 4974.5 5080.5 4845.5 4472.5 4584.5 5047.5 4922.5 4695 4545
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
0
1
2
Degree (D) of seasonal differencing
0
1
2
Seasonal Period
1
2
3
4
12
Chart options
R Code
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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