Can someone explain me this spec.pgram effect? Code: period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10 ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10) period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10 ,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0) par(mfrow=c(2,1)) spec.pgram(period.6, log="no") spec.pgram(period.5, log="no") The first series has period 6 and shows its periodicity in 1/6 and harmonics. In the second series I was expecting to see a signal occurring at frequency 1/5 but it does not. Can anybody explain me why? Thanks in advance, Nuno ______________________________________________ Centro de Oceanografia - IO-FCUL, Portugal Center for Quantitative Fisheries Ecology - ODU, USA email: nmprista*@fc.ul.pt ; nprista*@odu.edu [[alternative HTML version deleted]]
On Thu, 27 Mar 2008, Nuno Prista wrote:> Can someone explain me this spec.pgram effect? > > > > Code: > > > > period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10 > ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10) > > period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10 > ,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0) > > > > par(mfrow=c(2,1)) > > > > spec.pgram(period.6, log="no") > > spec.pgram(period.5, log="no") > > > > > > The first series has period 6 and shows its periodicity in 1/6 and > harmonics. In the second series I was expecting to see a signal occurring at > frequency 1/5 but it does not. Can anybody explain me why?Because it does not have period 5 but 12 .... With such short series tapering has some effect. Try x <- rep(c(0,0,0,0,0,10,0,0,0,0,10,0), 100) spec.pgram(x, log="no")> > > > Thanks in advance, > > > > Nuno > > > > ______________________________________________ > > Centro de Oceanografia - IO-FCUL, Portugal > > Center for Quantitative Fisheries Ecology - ODU, USA > > email: nmprista*@fc.ul.pt ; nprista*@odu.edu > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
Dear Prof Brian, I am new to spectral analysis. I dont know how to obtain period from spectral periodogram. If u could explain me about how to obtain the period from periodogram it will be very helpful. U can explain using the above two examples in the discussiion. Thanks in advance.. -- View this message in context: http://r.789695.n4.nabble.com/help-spectral-analysis-spec-pgram-tp851439p2195624.html Sent from the R help mailing list archive at Nabble.com.
On 12.05.2010 07:48, vikrant wrote:> > Dear Prof Brian,This is a mailinglist, and I do not know any Prof. Brian so far (or maybe I should expect to be called Prof. Uwe ?).> I am new to spectral analysis. I dont know how to obtain period from > spectral periodogram.Then you should really start to read textbooks about spectral analysis rather than asking a mailing list (or Prof. Brian unless he is your supervisor).> If u could explain me about how to obtain the period > from periodogram it will be very helpful. U can explain using the above two > examples in the discussiion.Which examples??> Thanks in advance..Uwe Ligges
series <-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10 ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10) Here ain this example after period 4 the pattern repeats. So we can say that the above series have a period of 4. Now my question is by using the function spec.pgram(series, log="no") we will get a graph of power vs frequency. Correct me if I am wrong. Now from this graph I want to determine the period of seasonality. How should I determine it?? -- View this message in context: http://r.789695.n4.nabble.com/help-spectral-analysis-spec-pgram-tp851439p2216079.html Sent from the R help mailing list archive at Nabble.com.
On 14.05.2010 06:03, vikrant wrote:> > series<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10 > ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10) > > > Here ain this example after period 4 the pattern repeats. So we can say that > the above series have a period of 4. > > Now my question is by using the function > spec.pgram(series, log="no") > > we will get a graph of power vs frequency. Correct me if I am wrong. > > > > Now from this graph I want to determine the period of seasonality. How > should I determine it?? > >You find that the first highest peak is at freq 0.1666667 hence 1/0.1666667 = 6 is your period (not 4). But as I said before, you need to read a textbook about Fourier analysis / the spectrum... Uwe Ligges
Really Thanks Uwe . I have started reading books about Fourier analysis. -- View this message in context: http://r.789695.n4.nabble.com/help-spectral-analysis-spec-pgram-tp851439p2216443.html Sent from the R help mailing list archive at Nabble.com.