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Data:
31.58 27.88 27.32 28.89 28.05 28.73 32.00 34.53 33.47 34.09 35.47 34.59 34.32 32.78 28.38 29.18 28.62 28.20 29.33 29.72 26.29 26.82 27.64 27.10 27.05 26.02 25.76 25.94 24.97 21.74 18.16 16.95 16.46 16.44 18.20 16.44 15.70 13.94 12.23 14.75 14.62 15.04 15.50 16.10 15.44 15.14 15.42 15.69 17.57 18.42 17.96 18.39 17.63 17.95 17.79 17.73 18.99 19.83 20.23 20.24 21.12 21.25 21.80 21.84 22.21 22.64 23.54 23.78 23.65 23.93 24.77 26.26 27.69 29.54 29.31 29.26 28.69 26.16 27.12 29.40 30.99 32.96 32.20 31.67 32.49 33.66 32.44 34.38 32.36 30.73 30.31 27.26 25.05 22.33 18.26 18.30 16.00 14.36 14.98 16.88 16.56 13.31 9.61 9.34 7.89 1.71 0.81 0.79
Seasonal Period
12
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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