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Data:
12.90 7.40 12.20 12.80 7.40 6.70 12.60 14.80 13.30 11.10 8.20 11.40 6.40 10.60 12.00 6.30 11.30 11.90 9.30 9.60 10.00 6.40 13.80 10.80 13.80 11.70 10.90 16.10 13.40 9.90 11.50 8.30 11.70 6.10 9.00 9.70 10.80 10.30 10.40 12.70 9.30 11.80 5.90 11.40 13.00 10.80 12.30 11.30 11.80 7.90 12.70 12.30 11.60 6.70 10.90 12.10 13.30 10.10 5.70 14.30 8.00 13.30 9.30 12.50 7.60 15.90 9.20 9.10 11.10 13.00 14.50 12.20 12.30 11.40 8.80 14.60 7.30 12.60 13.00 12.60 13.20 9.90 7.70 10.50 13.40 10.90 4.30 10.30 11.80 11.20 11.40 8.60 13.20 12.60 5.60 9.90 8.80 7.70 9.00 7.30 11.40 13.60 7.90 10.70 10.30 8.30 9.60 14.20 8.50 13.50 4.90 6.40 9.60 11.60 11.10 4.35 12.70 18.10 17.85 16.60 12.60 17.10 19.10 16.10 13.35 18.40 14.70 10.60 12.60 16.20 13.60 18.90 14.10 14.50 16.15 14.75 14.80 12.45 12.65 17.35 8.60 18.40 16.10 11.60 17.75 15.25 17.65 15.60 16.35 17.65 13.60 11.70 14.35 14.75 18.25 9.90 16.00 18.25 16.85 14.60 13.85 18.95 15.60 14.85 11.75 18.45 15.90 17.10 16.10 19.90 10.95 18.45 15.10 15.00 11.35 15.95 18.10 14.60 15.40 15.40 17.60 13.35 19.10 15.35 7.60 13.40 13.90 19.10 15.25 12.90 16.10 17.35 13.15 12.15 12.60 10.35 15.40 9.60 18.20 13.60 14.85 14.75 14.10 14.90 16.25 19.25 13.60 13.60 15.65 12.75 14.60 9.85 12.65 11.90 19.20 16.60 11.20 15.25 11.90 13.20 16.35 12.40 15.85 14.35 18.15 11.15 15.65 17.75 7.65 12.35 15.60 19.30 15.20 17.10 15.60 18.40 19.05 18.55 19.10 13.10 12.85 9.50 4.50 11.85 13.60 11.70 12.40 13.35 11.40 14.90 19.90 17.75 11.20 14.60 17.60 14.05 16.10 13.35 11.85 11.95 14.75 15.15 13.20 16.85 7.85 7.70 12.60 7.85 10.95 12.35 9.95 14.90 16.65 13.40 13.95 15.70 16.85 10.95 15.35 12.20 15.10 17.75 15.20 14.60 16.65 8.10
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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Raw Output
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Computing time
1 seconds
R Server
Big Analytics Cloud Computing Center
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