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Data:
387.35 316.17 283.48 280.57 266.03 273.23 265.68 266.23 257.77 269.87 287.53 285.9 325.87 302.25 294 285.43 286.19 276.7 267.77 267.03 257.87 257.19 275.6 305.68 358.06 320.07 295.9 291.27 272.87 269.27 271.32 267.45 260.33 277.94 277.07 312.65 319.71 318.39 304.9 303.73 273.29 274.33 270.45 278.23 274.03 279 287.5 336.87 334.1 296.07 286.84 277.63 261.32 264.07 261.94 252.84 257.83 271.16 273.63 304.87 323.9 336.11 335.65 282.23 273.03 270.07 246.03 242.35 250.33 267.45 268.8 302.68 313.1 306.39 305.61 277.27 264.94 268.63 293.9 248.65 256 258.52 266.9 281.23 306 325.46 291.13 282.53 256.52 258.63 252.74 245.16 255.03 268.35 293.73 278.39
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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