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Data:
127.84 132.43 134.13 134.78 133.13 129.08 134.48 132.86 134.08 134.54 134.51 135.97 136.09 139.14 135.63 136.55 138.83 138.84 135.37 132.22 134.75 135.98 136.06 138.05 139.59 140.58 139.81 140.77 140.96 143.59 142.7 145.11 146.7 148.53 148.99 149.65 151.11 154.82 156.56 157.6 155.24 160.68 163.22 164.55 166.76 159.05 159.82 164.95 162.89 163.55 158.68 157.97 156.59 161.56 162.31 166.26 168.45 163.63 153.2 133.52 123.28
Seasonal Period
60
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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