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Data:
138.1 138.6 160.8 151.5 142.7 157.4 138.9 141.0 150.9 149.9 153.0 144.3 128.1 123.3 155.9 144.1 134.1 153.1 131.0 129.8 139.9 135.6 126.8 134.4 113.5 107.5 133.8 119.0 125.9 130.1 114.2 111.6 131.2 124.1 127.1 123.4 100.7 100.3 121.6 110.5 110.3 122.7 102.6 101.8 113.6 107.2 116.8 112.5 89.0 95.2 110.6 102.6 106.4 112.7 103.2 104.2 111.3 115.7 111.6 112.2 92.2 97.1 108.1 107.2 107.2 110.3 97.6 100.6 102.8 105.3 109.5 105.7 93.7 91.7 111.6 109.2 101.2 114.3 100.9 106.0 109.0 110.4 110.7 105.7 89.6 83.1 103.5 104.8 93.5 106.7 93.7 84.7 99.2 91.9 94.9 94.1 80.8 72.6 94.0 80.0 85.4 91.5 76.1 76.1 89.5 85.3 91.0 93.0 73.4 76.6 95.0 84.5 88.7 93.1 83.4 82.2 95.6 83.7 94.3 93.0 71.8 75.3 91.8 80.7 84.8 83.1 78.4 78.7 84.7 80.5 91.8 83.5 66.6 68.6 83.6 79.7 79.9 81.2 74.3 73.0 78.8 81.6 85.0 91.1 68.2 59.8 83.1 76.7 73.2 83.9 73.0 70.9
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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