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Data:
12.9 12.2 12.8 7.4 6.7 12.6 14.8 13.3 11.1 8.2 11.4 6.4 10.6 12.0 6.3 11.3 11.9 9.3 9.6 10.0 6.4 13.8 10.8 13.8 11.7 10.9 16.1 13.4 9.9 11.5 8.3 11.7 9.0 9.7 10.8 10.3 10.4 12.7 9.3 11.8 5.9 11.4 13.0 10.8 12.3 11.3 11.8 7.9 12.7 12.3 11.6 6.7 10.9 12.1 13.3 10.1 5.7 14.3 8.0 13.3 9.3 12.5 7.6 15.9 9.2 9.1 11.1 13.0 14.5 12.2 12.3 11.4 8.8 14.6 12.6 13.0 12.6 13.2 9.9 7.7 10.5 13.4 10.9 4.3 10.3 11.8 11.2 11.4 8.6 13.2 12.6 5.6 9.9 8.8 7.7 9.0 7.3 11.4 13.6 7.9 10.7 10.3 8.3 9.6 14.2 8.5 13.5 4.9 6.4 9.6 11.6 11.1 4.35 12.7 18.1 17.85 16.6 12.6 17.1 19.1 16.1 13.35 18.4 14.7 10.6 12.6 16.2 13.6 18.9 14.1 14.5 16.15 14.75 14.8 12.45 12.65 17.35 8.6 18.4 16.1 11.6 17.75 15.25 17.65 16.35 17.65 13.6 14.35 14.75 18.25 9.9 16 18.25 16.85 14.6 13.85 18.95 15.6 14.85 11.75 18.45 15.9 17.1 16.1 19.9 10.95 18.45 15.1 15 11.35 15.95 18.1 14.6 15.4 15.4 17.6 13.35 19.1 15.35 7.6 13.4 13.9 19.1 15.25 12.9 16.1 17.35 13.15 12.15 12.6 10.35 15.4 9.6 18.2 13.6 14.85 14.75 14.1 14.9 16.25 19.25 13.6 13.6 15.65 12.75 14.6 9.85 12.65 19.2 16.6 11.2 15.25 11.9 13.2 16.35 12.4 15.85 18.15 11.15 15.65 17.75 7.65 12.35 15.6 19.3 15.2 17.1 15.6 18.4 19.05 18.55 19.1 13.1 12.85 9.5 4.5 11.85 13.6 11.7 12.4 13.35 11.4 14.9 19.9 11.2 14.6 17.6 14.05 16.1 13.35 11.85 11.95 14.75 15.15 13.2 16.85 7.85 7.7 12.6 7.85 10.95 12.35 9.95 14.9 16.65 13.4 13.95 15.7 16.85 10.95 15.35 12.2 15.1 17.75 15.2 14.6 16.65 8.1
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,signif(var(myx), digits=6)) a<-table.element(a,'Range',header=TRUE) a<-table.element(a,signif(max(myx)-min(myx), digits=6)) a<-table.element(a,'Trim Var.',header=TRUE) smyx <- sort(myx) sn <- length(smyx) a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyx<quantile(smyx,0.95)]), digits=6)) 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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