::Free Statistics and Forecasting Software::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

This free online software (calculator) computes the raw periodogram and the cumulative periodogram of a univariate time series (with the 95% Kolmogorov-Smirnov confidence intervals).

Enter (or paste) your data delimited by hard returns.

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Source code of R module

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")

Cite this software as:

Wessa P., (2017), Spectral Analysis (v1.0.9) in Free Statistics Software (v1.2.1), Office for Research Development and Education, URL https://www.wessa.net/rwasp_spectrum.wasp/

The R code is based on :

Borghers, E, and P. Wessa, Statistics - Econometrics - Forecasting, Office for Research Development and Education, http://www.xycoon.com/

To cite Wessa.net in publications use:
Wessa, P. (2024), Free Statistics Software, Office for Research Development and Education,
version 1.2.1, URL https://www.wessa.net/

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Software Version : 1.2.1
Algorithms & Software : Patrick Wessa, PhD
Server : supernova.wessa.net

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