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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 6.3 11.3 11.9 9.3 9.6 10 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 9.7 10.8 10.3 10.4 12.7 9.3 11.8 5.9 11.4 13 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 13.3 9.3 12.5 7.6 15.9 9.2 9.1 11.1 13 14.5 12.2 12.3 11.4 8.8 14.6 12.6 13 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 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
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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