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Data:
8 8 3 5 7 3 5 7 2 2 9 1 4 2 8 5 1 1 4 8 8 9 1 7 9 6 2 9 9 5 7 4 8 5 6 5 2 7 6 1 8 2 2 1 3 5 9 6 7 6 5 7 8 1 8 7 2 1 8 2 8 4 7 5 4 2 9 5 5 7 9 5 2 7 1 6 2 9 5 1 3 1 5 2 4 5 4 8 4 6 9 3 8 8 8 5 5 8 2 7 7 5 8 1 4 1 5 7 3 6 6 9 4 9 9 8 9 5 9 2 1 3 7 6 8 3 3 7 7 1 7 7 5 4 5 2 7 8 6 7 6 9 2 1 8 5 3 2 4 9 8 6 7 3 9 1 4 1 7 6 2 7 8 8 2 4 2 4 2 3 3 5 5 9 3 2 2 5 9 6 6 8 8 9 2 7 1 8 9 6 6 8
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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