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Data:
3455 3585 3675 3680 3735 3860 3765 3905 4110 4170 4110 4025 4145 4285 4370 4355 4385 4525 4375 4525 4610 4595 4500 4370 4390 4530 4590 4580 4595 4685 4490 4635 4710 4655 4665 4550 4590 4675 4645 4665 4635 4720 4565 4720 4830 4830 4765 4705 4675 4900 4945 4905 4955 5120 4860 5040 5140 5240 5145 5070 5085 5215 5255 5275 5315 5450 5205 5370 5500 5490 5440 5360 5380 5460 5450 5520 5475 5600 5250 5465 5515 5425 5325 5275 5160 5360 5435 5285 5415 5575 5265 5480 5565 5500 5280 5135 5050 5100 5070 5115 5140 5330 5080 5285 5405 5385 5255 5100 5040 5235 5310 5265 5380 5465 5225 5445
Seasonal Period
12
12
1
2
3
4
6
12
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R Code
par1 <- as.numeric(par1) n.orig <- length(x) x <- na.omit(x) 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) if(n.orig!=n) { a<-table.row.start(a) a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F) 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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Big Analytics Cloud Computing Center
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