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Data:
5572.3 5565.55 5576.85 5577.3 5598.85 5752.55 5782.2 5763 5694.6 5686.85 5691.6 5674.15 5635.55 5652.6 5675.7 5692.25 5747.05 5854.15 5894.8 5839.4 5778.15 5797.75 5790.7 5786.3 5758.6 5764.75 5804.75 5801.35 5829.75 5913.7 5962 5920.25 5879.1 5902.3 5889.95 5873.9 5856.1 5870.8 5900.1 5900.6 5944.3 6066.2 6098.75 6058.4 5998 6022.4 6018.7 5989.95 5972.55 5985.35 6004.45 6004.1 6071.05 6143.55 6191.25 6167.5 6081.35 6124.25 6118.3 6097.8 6074.55 6083.9 6084.65 6099.8 6124.45 6235.65 6278.05 6254.4 6177.3 6205.95 6217.2 6190.8 6189.55 6179.5 6195.35 6213 6243.45 6361.75 6395.2 6356.6 6276.5 6306.25 6318.4 6284.9 6249.5 6256 6272.9 6273.65 6313.95 6396.85 6426.35 6382.6 6319 6329.5 6321.8 6312.35 6260 6283.6 6295.15 6309.15 6315.75 6427.95 6446.55 6385.65 6351.45 6359.1 6350.05 6335.6 6333.55 6348.55 6369.1 6372.75 6413.95 6528.6 6558.4 6501.95 6430.5
Seasonal Period
1
12
1
2
3
4
6
12
Chart options
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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