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Data:
0.76 0.77 0.76 0.77 0.78 0.79 0.78 0.76 0.78 0.76 0.74 0.73 0.72 0.71 0.73 0.75 0.75 0.72 0.72 0.72 0.74 0.78 0.74 0.74 0.75 0.78 0.81 0.75 0.7 0.71 0.71 0.73 0.74 0.74 0.75 0.74 0.74 0.73 0.76 0.8 0.83 0.81 0.83 0.88 0.89 0.93 0.91 0.9 0.86 0.88 0.93 0.98 0.97 1.03 1.06 1.06 1.08 1.09 1.04 1 1.01 1.02 1.04 1.06 1.06 1.06 1.06 1.06 1.02 0.98 0.99 0.99 0.94 0.96 0.98 1.01 1.01 1.02 1.04 1.03
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(x,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')
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Big Analytics Cloud Computing Center
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