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Data:
123.28 133.52 153.20 163.63 168.45 166.26 162.31 161.56 156.59 157.97 158.68 163.55 162.89 164.95 159.82 159.05 166.76 164.55 163.22 160.68 155.24 157.60 156.56 154.82 151.11 149.65 148.99 148.53 146.70 145.11 142.70 143.59 140.96 140.77 139.81 140.58 139.59 138.05 136.06 135.98 134.75 132.22 135.37 138.84 138.83 136.55 135.63 139.14 136.09 135.97 134.51 134.54 134.08 132.86 134.48 129.08 133.13 134.78 134.13 132.43 127.84 128.12 128.94 132.38 134.99 138.05 135.83 130.12 128.16 128.60 126.12 124.20 121.65 121.57 118.38 116.31 117.11 117.80 115.86 115.81 114.75 116.23 117.12 113.38 108.68 109.86 108.20 109.34 107.21 104.30 106.50 110.36 110.33 107.08 109.57 100.61 93.26 92.74 93.11 97.76 101.39 100.71 98.09 99.92 102.59 107.64 106.53 103.72 108.25 113.52 112.39 120.10 123.71 125.32 129.71 128.16 130.20 130.78 131.35
Seasonal Period
12
12
1
2
3
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6
12
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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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