PeriodogramPlot STATBEAN®

 

Purpose: Plots a periodogram or integrated periodogram for a time series for visual periodogram analysis.

DataSource: any. 

periodogram


Read/Write Properties For Periodogram Analysis
Name Type Description Possible Values Default Value
integrated boolean Whether to plot a cumulative periodogram. true,false false
probabilityLimitsColor Color The color of the probability limits. Any valid Color. Color.red
removeMean boolean Whether to subtract mean from time series before calculating periodogram. true,false true
seasonalLength int The number of time periods comprising a season. 1+ 1
showProbabilityLimits boolean Whether to display 95% and 99% Kolmogorov-Smirnov limits on an integrated plot. true,false true
taper double Amount of tapering to apply at each end of time series (as a percentage). 0.0-50.0 0.0
timeSeriesVariableName String The name of the column with data values to be plotted. Any string. ""

Other Public Methods
Name Description Arguments Return Value
double getCumulativeSum(int i) Returns the sum of the first i+1 ordinates. Index. Cumulative sum.
double getFrequency(int i) Returns the i-th Fourier frequency. Index. Frequency.
int getNumberOfMissingValuesReplaced() Returns the number of missing values replaced with estimates. None. Number replaced.
int getNumberOfOrdinates() Returns the number of ordinates (or frequencies). None. Number.
double getOrdinate(int i) Returns the periodogram ordinate at the i-th frequency. Index. Ordinate.
double getSum() Returns the sum all the ordinates. None. Sum.
int getSampleSize() Returns the number of data values used to obtain estimates. None. Sample size.

Periodogram Analysis Code Sample

//create a datasource bean 
FileDataSource fileDataSource1 = new STATBEANS.FileDataSource(); 

//set the file name to be read 
fileDataSource1.setFileName("c:\\statbeans\\samples\\stocks.txt"); 
//create a plot bean 

PeriodogramPlot plot1 = new STATBEANS.PeriodogramPlot(); 
//set the variable names for plotting 

plot1.setTimeSeriesVariableName("price"); 

//add the plot to the application frame 
add(plot1); 

//make the plot bean a listener for changes in the FileDataSource bean 
fileDataSource1.addDataChangeListener(plot1.listenerForDataChange); 

//instruct the fileDataSource bean to read the file 
fileDataSource1.readData();