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Data:
21 22 22 18 23 12 20 22 21 19 22 15 20 19 18 15 20 21 21 15 16 23 21 18 25 9 30 20 23 16 16 19 25 18 23 21 10 14 22 26 23 23 24 24 18 23 15 19 16 25 23 17 19 21 18 27 21 13 8 29 28 23 21 19 19 20 18 19 17 19 25 19 22 23 14 16 24 20 12 24 22 12 22 20 10 23 17 22 24 18 21 20 20 22 19 20 26 23 24 21 21 19 8 17 20 11 8 15 18 18 19 19 23 22 21 25 30 17 27 23 23 18 18 23 19 15 20 16 24 25 25 19 19 16 19 19 23 21 22 19 20 20 3 23 23 20 15 16 7 24 17 24 24 19 25 20 28 23 27 18 28 21 19 23 27 22 28 25 21 22 28 20 29 25 25 20 20 16 20 20 23 18 25 18 19 25 25 25 24 19 26 10 17 13 17 30 25 4 16 21 23 22 17 20 20 22 16 23 0 18 25 23 12 18 24 11 18 23 24 29 18 15 29 16 19 22 16 23 23 19 4 20 24 20 4 24 22 16 3 15 24 17 20 27 26 23 17 20 22 19 24 19 23 15 27 26 22 22 18 15 22 27 10 20 17 23 19 13 27 23 16 25 2 26 20 23 22 24
Seasonal Period
12
12
1
2
3
4
6
12
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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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