Single Series Fourier (Spectral) Analysis Results - Review and Plot Tab
Select the Review & plot tab of the Single Series Fourier (Spectral) Analysis Results dialog box to access the options described here.
Element Name | Description |
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Examine subset of periodogram | When reviewing the results for long time series, it is often useful to examine particular frequency ranges. This can be accomplished by selecting the Examine subset of periodogram check box, and then specifying the range of observations to review in the From, and To) boxes below. Note that the numbers specified here pertain to the numbers of rows in the Summary spreadsheet, so for example, if you specify 100 and 200, then rows 100 to 200 of the spreadsheet will be displayed (or plotted). In addition to the Summary spreadsheet option, the range selected here will also apply to all plots available on this dialog. |
Periodogram and spectral density plots | Use the options in the Periodogram and spectral density plots group box to produce line plots of the respective statistics. Note that all plots are produced either for the entire range of frequencies, or only for the range specified via the Examine subset of periodogram option. |
Periodogram | Click the Periodogram button to display a line graph of the periodogram values, plotted either by frequency, period, or the log-period, depending on the selection of option buttons in the Plot by group box (see below). |
Log periodog. (1). | Click the Log periodog. (1) button to display a line graph of the log-periodogram values, plotted either by frequency, period, or the log-period, depending on the selection of option buttons in the Plot by group box (see below). |
Spectral density | Click the Spectral density button to display a line graph of the spectral density values, plotted either by frequency, period, or the log-period, depending on the selection of option buttons in the Plot by group box (see below). |
Log sp. density (2). | Click the Log sp. density (2) button to display a line graph of the log-spectral density values, plotted either by frequency, period, or the log-period, depending on the selection of option buttons in the Plot by group box (see below). |
Cosine coeffs | Click the Cosine coeffs. button to display a line graph of the cosine coefficient values, plotted either by frequency, period, or the log-period, depending on the selection of option buttons in the Plot by group box (see below). |
Sine coeffs | Click the Sine coeffs. button to display a line graph of the sine coefficient values, plotted either by frequency, period, or the log-period, depending on the selection of option buttons in the Plot by group box (see below). |
Plot by | The Plot by group box contains three options: Frequency, Period, and Log (Period). Your selection of the option buttons determines how the X (horizontal) axis in the line plots; the periodogram, spectral density, or sine/cosine coefficient values will be plotted. |
Histogram of periodogram | Click the Histogram of periodogram button to produce a histogram of the periodogram values and fit the exponential distribution to the histogram. If the observations in the time series are independent of each other (i.e., there is no periodicity), and they follow the normal distribution, such a time series is also referred to as a white noise series (like the white noise one hears on the radio when tuned in-between stations). A white noise input series will result in periodogram values that follow an exponential distribution. Thus, by testing the distribution of periodogram values against the exponential distribution, you can test whether the input series is different from a white noise series. |
Kolmogorov-Smirnov d | Select the Kolmogorov-Smirnov d (exponential fit) check box to compute the Kolmogorov-Smirnov d statistic (see also Distribution Fitting for more details) for the Histogram of periodogram (see above). Note that, as with the line graphs, the histogram will be produced either for all frequencies, or for the range selected after selecting the Examine subset of periodogram check box. In this manner you can test whether the series is a white noise series over selected frequency ranges. |
Histogram of spectral densities | Click the Histogram of spectral densities to display a histogram of the spectral density values. |
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