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Data:
-2.0 2.6 0.2 0.1 -0.1 0.1 -1.6 2.3 -0.3 0.0 0.1 0.4 -1.9 2.4 0.0 0.4 0.1 0.2 -1.3 2.1 -0.1 0.3 0.3 0.2 -1.9 2.7 0.0 -0.2 0.2 0.1 -1.5 2.1 -0.3 -0.2 0.2 0.3 -2.0 2.6 0.0 0.5 -0.1 0.2 -1.6 2.1 -0.2 0.0 0.2 0.2 -2.2 2.7 -0.3 0.4 -0.1 0.0 -1.6 2.2 -0.3 0.0 0.1 0.1 -1.9 2.5 0.1 -0.1 0.3 0.1 -1.9 2.5 -0.3 0.2 0.2 0.1 -2.4 3.1 -0.3 0.2 0.1 0.2 -1.8 2.4 -0.4 0.0 0.0 0.2 -2.4 3.2 0.0 0.1 0.1 0.1 -1.8 2.5 -0.6 0.0 0.0 0.4 -2.5 3.1 0.2 -0.3 0.3 0.4 -1.8 2.6 -0.3 0.3 0.0 0.4 -2.9 3.6 -0.1 0.3 0.0 0.3 -2.1 2.6 -0.2 0.0 -0.2 0.3 -3.1 3.4 -0.1 0.1 0.3 0.1 -2.5 3.1 -0.1 0.1 0.0
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(myx,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') bitmap(file='pic0.png') op <- par(mfrow=c(2,2)) plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0') plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0') plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1') plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1') par(op) dev.off()
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