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Data:
101.09 102.71 102.11 101.68 101.7 101.53 101.76 101.15 100.92 100.73 100.55 102.15 100.79 99.93 100.03 100.25 99.6 100.16 100.49 99.72 100.14 98.48 100.38 101.45 98.42 98.6 100.06 98.62 100.84 100.02 97.95 98.32 98.27 97.22 99.28 100.38 99.02 100.32 99.81 100.6 101.19 100.47 101.77 102.32 102.39 101.16 100.63 101.48 101.44 100.09 100.7 100.78 99.81 98.45 98.49 97.48 97.91 96.94 98.53 96.82 95.76
Seasonal Period
36
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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