wavetest_output.txt

经典小波分析程序

Sample output for "wavetest.f" (27 Nov 1999)
Compiling and running "wavetest":

> f77 cfftpack.f chisqr.f wavelet.f wavetest.f -o wavetest
> wavetest

Sample output:
NOTE: your output may differ slightly (<1%)
due to different compilers or floating-point representation.

sst(1)= -0.15  sst(n) =  -0.06

  n= 504
  dt=  0.25
  mother= 0
  param=  6.
  s0=  0.25
  dj=  0.25
  jtot= 44
  npad= 1024

Let w = wave(n/2,j)

   j     Scale    Period  ABS(w)^2  phase(w)  5%signif    Global  GWS5%sig
   1     0.250     0.258     0.000   116.357     7.230     0.000     2.689
   2     0.297     0.307     0.000   116.564     0.813     0.000     0.305
   3     0.354     0.365     0.000   118.295     0.371     0.001     0.141
   4     0.420     0.434     0.003   122.777     0.277     0.007     0.106
   5     0.500     0.517     0.012   132.364     0.263     0.029     0.102
   6     0.595     0.614     0.022   143.603     0.286     0.043     0.112
   7     0.707     0.730     0.023   141.647     0.337     0.058     0.134
   8     0.841     0.869     0.050   135.089     0.418     0.096     0.169
   9     1.000     1.033     0.259   148.135     0.537     0.177     0.221
  10     1.189     1.229     0.335   172.986     0.704     0.269     0.295
  11     1.414     1.461     0.456  -125.342     0.931     0.396     0.398
  12     1.682     1.737     0.983  -117.802     1.236     0.548     0.539
  13     2.000     2.066     0.445  -159.262     1.635     0.785     0.729
  14     2.378     2.457     0.201   153.529     2.140     1.276     0.977
  15     2.828     2.922     0.022    13.591     2.758     1.954     1.292
  16     3.364     3.475     0.016    58.034     3.481     2.569     1.676
  17     4.000     4.132     0.944  -165.529     4.285     2.270     2.125
  18     4.757     4.914     2.964  -146.529     5.130     2.109     2.625
  19     5.657     5.844     0.734  -140.449     5.968     2.357     3.157
  20     6.727     6.949     0.206    66.755     6.750     1.703     3.700
  21     8.000     8.264     0.309   120.272     7.442     1.368     4.236
  22     9.514     9.828     1.300   131.020     8.025     1.318     4.753
  23    11.314    11.688     2.055   137.350     8.496     1.605     5.246
  24    13.454    13.899     2.273   129.854     8.865     1.823     5.716
  25    16.000    16.529     0.237   119.806     9.146     1.311     6.167
  26    19.027    19.656     0.361  -116.176     9.355     1.424     6.603
  27    22.627    23.375     0.130   -50.341     9.509     1.154     7.027
  28    26.909    27.798     1.415    12.274     9.621     1.295     7.440
  29    32.000    33.057     0.850    14.676     9.702     0.643     7.838
  30    38.055    39.312     0.559   -34.619     9.760     0.587     8.214
  31    45.255    46.750     1.005   -42.794     9.802     1.008     8.560
  32    53.817    55.596     0.285     2.065     9.831     0.539     8.867
  33    64.000    66.115     0.700    91.352     9.852     0.728     9.128
  34    76.109    78.624     1.477   117.662     9.867     1.363     9.341
  35    90.510    93.500     1.247   133.609     9.878     1.169     9.508
  36   107.635   111.191     0.666   173.291     9.885     0.621     9.634
  37   128.000   132.230     0.921  -172.955     9.891     0.914     9.726
  38   152.219   157.248     0.171  -162.954     9.894     0.161     9.790
  39   181.019   187.001     0.143  -114.740     9.897     0.140     9.834
  40   215.269   222.383     1.092  -112.308     9.899     1.092     9.863
  41   256.000   264.459     2.003  -112.306     9.900     2.003     9.881
  42   304.437   314.497     0.296  -112.306     9.901     0.296     9.893
  43   362.039   374.002     0.001  -112.306     9.902     0.001     9.899
  44   430.539   444.766     0.000  -112.306     9.902     0.000     9.902

 Scale-average degrees of freedom =      6.441
 Scale-avg 5% significance level  =      0.439

 Reconstructed variance=       0.51547
 Original variance   =       0.53817
 Ratio =        0.95783 (this is low due to padding with zeroes)

 Reconstructed mean=      0.000000
 Original mean   =     -0.000020
 Root-mean-square difference of time series=      0.002309