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Data:
13.5 16.2 17.6 15.8 17.6 15.2 15.9 12.0 13.3 14.8 16.1 16.9 17.6 13.9 10.0 7.6 7.1 8.1 8.1 7.7 4.0 1.4 0.3 -1.0 -1.9 -1.5 -0.2 3.4 3.0 4.1 3.4 3.2 6.1 5.8 6.2 5.8 5.9 6.7 5.9 3.8 1.7 1.4 1.8 3.0 3.6 4.8 4.3 4.2 2.9 4.9 7.2 8.7 9.1 8.9 9.0 11.6 9.6 9.1 9.2 10.8 11.0 8.5 6.5 7.2 7.8 8.7 7.8 7.5 7.7 7.5 8.3 7.9 10.4 11.5 14.0 11.9 11.9 10.3 11.3 9.9 8.9 9.2 8.8 6.7 7.1 6.6 7.2 5.0 5.3 6.3
Seasonal Period
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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