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Data:
67.8 66.9 71.5 75.9 71.9 70.7 73.5 76.1 82.5 87.1 83.2 86.1 85.9 77.4 74.4 69.9 73.8 69.2 69.7 71.0 71.2 75.8 73.0 66.4 58.6 55.5 52.6 54.9 54.6 51.2 50.9 49.6 53.4 52.0 47.5 42.1 44.5 43.2 51.4 59.4 60.3 61.4 68.8 73.6 81.8 79.6 85.8 88.1 89.1 95.0 96.2 84.2 96.9 103.1 99.3 103.5 112.4 111.1 113.7 92.0 93.0 98.4 92.6 94.6 99.5 97.6 91.3 93.6 93.1 78.4 70.2 69.3 71.1 73.5 85.9 91.5 91.8 88.3 91.3 94.0 99.3 96.7 88.0 96.7 106.8 114.3 105.7 90.1 91.6 97.7 100.8 104.6 95.9 102.7 104.0 107.9 113.8 113.8 123.1 125.1 137.6 134.0 140.3 152.1 150.6 167.3 153.2 142.0 154.4 158.5 180.9 181.3 172.4 192.0 199.3 215.4 214.3 201.5 190.5 196.0 215.7 209.4 214.1 237.8 239.0 237.8 251.5 248.8 215.4 201.2 203.1 214.2 188.9 203.0 213.3 228.5 228.2 240.9 258.8 248.5 269.2 289.6 323.4 317.2 322.8 340.9 368.2 388.5 441.2 474.3 483.9 417.9 365.9 263.0 199.4
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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