Single Series Fourier (Spectral) Analysis Results - Advanced Tab
Select the Advanced tab of the Single Series Fourier (Spectral) Analysis Results dialog box to access the options described here.
Element Name | Description |
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Summary | Click the Summary button to produce a summary spreadsheet with the frequencies, periods, cosine and sine coefficients, periodogram values, spectral density estimates (computed according to the selection in the Data windows group box), and the weights used to produce the spectral density estimates. If the Highlight values larger than check box is selected, then all values in the periodogram and spectral density columns that are larger than the specified value will be highlighted. Note that as the default graph for this spreadsheet, you may select to plot the sine/cosine coefficients, the periodogram values (or log-periodogram), or the spectral density estimates (or the log-densities) against the frequencies or period. For more details about this spreadsheet, see Single Series Fourier (Spectral) Analysis Summary Spreadsheet. |
Highlight values larger than | Select the Highlight values larger than check box and specify a value in the adjacent box to highlight large values in the Summary spreadsheet. When the spreadsheet is calculated, all values in the periodogram and spectral density columns that are larger than the specified value will be highlighted. |
N largest values | Click the N largest values button to display a spreadsheet with the same statistics as those computed by the Summary option (see above); however, the results will only be shown for the N (as specified by the value you enter in the adjacent N= box) largest Periodogram or spectral Density estimates values (as specified by your selection of option buttons). |
N= | Enter a value in the N= box to specify the analysis results to be displayed (see N largest values, above). |
Periodogram | Select the Periodogram option button to specify the analysis results to be displayed (see N largest values, above). |
Density estimates | Select the Density estimates option button to specify the analysis results to be displayed (see N largest values, above). |
Data windows for spectral density estimates | Use the Data windows for spectral density estimates group box to select the type of moving average smoothing you wish to use. As described in greater detail in
Single Spectrum (Fourier) Analysis, the periodogram values themselves are subject to substantial random fluctuation. A clearer picture of underlying periodicities often only emerges when examining the spectral densities, that is, the frequency regions, consisting of many adjacent frequencies, that contribute most to the overall periodic behavior of the series. The spectral density estimates are computed by smoothing the periodogram values with a weighted moving average. For more information on each window listed below, click on the name.
Daniell (or equal weight) window Tukey window Hamming window Parzen window Bartlett window |
User-defined | Select the User-defined option button and click the adjacent button to display the Specify the smoothing weights dialog box, in which you enter the weights used for smoothing directly.
Note: in all cases the
Time Series module will standardize the weights so that they always sum to 1. For example, if you entered 1 2 3 2 1 as the user-defined weights, they will be converted to: 1/9 2/9 3/9 2/9 1/9 (so that they add up to 1). In many cases, all of the standard data windows will produce very similar results; but it is often useful to experiment with different windows of different widths, and to examine resulting density plots.
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Width of data window | Enter a value in the Width of data window box (or adjust the value using the microscrolls) to specify the width for the data window. |
Append to work area on Exit | Use the options in the Append to work area on Exit group box to determine which of the results statistics will be appended to the active work area when exiting from this dialog. The different statistics are described under the note on the Summary spreadsheet. If the currently available (unused and unlocked) number of backups in the active work area is less than the number of series that is to be appended, then the Number of backups per variable parameter (see also the Fourier (Spectral) Analysis dialog box) will be increased by as much as possible. |
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