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Data:
101.17 101.93 102.05 102.08 102.14 102.15 95.42 95.43 95.43 95.43 95.43 95.57 95.71 94.58 94.6 94.61 94.62 94.66 94.66 94.69 94.79 94.79 94.79 94.79 94.8 95.46 95.49 95.74 95.74 95.74 95.75 95.83 95.83 95.84 95.81 95.81 95.8 97.06 97.15 97.14 97.48 97.48 97.48 97.5 97.63 97.86 97.87 97.87 97.84 98.72 100.49 100.54 100.54 100.54 100.55 100.59 100.60 100.62 100.68 100.68
Seasonal Period
Default
12
1
2
3
4
6
12
Chart options
R Code
par1 <- as.numeric(par1) n <- length(x) sx <- sort(x) load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Variance Reduction Matrix',6,TRUE) a<-table.row.end(a) for (bigd in 0:2) { for (smalld in 0:3) { mylabel <- 'V(Y[t],d=' mylabel <- paste(mylabel,as.character(smalld),sep='') mylabel <- paste(mylabel,',D=',sep='') mylabel <- paste(mylabel,as.character(bigd),sep='') mylabel <- paste(mylabel,')',sep='') a<-table.row.start(a) a<-table.element(a,mylabel,header=TRUE) myx <- x if (smalld > 0) myx <- diff(x,lag=1,differences=smalld) if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd) a<-table.element(a,var(myx)) a<-table.element(a,'Range',header=TRUE) a<-table.element(a,max(myx)-min(myx)) a<-table.element(a,'Trim Var.',header=TRUE) smyx <- sort(myx) sn <- length(smyx) a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyx<quantile(smyx,0.95)])) a<-table.row.end(a) } } a<-table.end(a) table.save(a,file='mytable.tab')
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Big Analytics Cloud Computing Center
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