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Data:
96.96 93.11 95.62 98.30 96.38 100.82 99.06 94.03 102.07 99.31 98.64 101.82 99.14 97.63 100.06 101.32 101.49 105.43 105.09 99.48 108.53 104.34 106.10 107.35 103.00 104.50 105.17 104.84 106.18 108.86 107.77 102.74 112.63 106.26 108.86 111.38 106.85 107.86 107.94 111.38 111.29 113.72 111.88 109.87 113.72 111.71 114.81 112.05 111.54 110.87 110.87 115.48 111.63 116.24 113.56 106.01 110.45 107.77 108.61 108.19
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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