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Data:
111.6 104.6 91.6 98.3 97.7 106.3 102.3 106.6 108.1 93.8 88.2 108.9 114.2 102.5 94.2 97.4 98.5 106.5 102.9 97.1 103.7 93.4 85.8 108.6 110.2 101.2 101.2 96.9 99.4 118.7 108.0 101.2 119.9 94.8 95.3 118.0 115.9 111.4 108.2 108.8 109.5 124.8 115.3 109.5 124.2 92.9 98.4 120.9 111.7 116.1 109.4 111.7 114.3 133.7 114.3 126.5 131.0 104.0 108.9 128.5 132.4 128.0 116.4 120.9 118.6 133.1 121.1 127.6 135.4 114.9 114.3 128.9 138.9 129.4 115.0 128.0 127.0 128.8 137.9 128.4 135.9 122.2 113.1 136.2 138.0 115.2 111.0 99.2 102.4 112.7 105.5 98.3 116.4 97.4 93.3 117.4
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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