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Data:
15 14.4 13 13.7 13.6 15.2 12.9 14 14.1 13.2 11.3 13.3 14.4 13.3 11.6 13.2 13.1 14.6 14 14.3 13.8 13.7 11 14.4 15.6 13.7 12.6 13.2 13.3 14.3 14 13.4 13.9 13.7 10.5 14.5 15 13.5 13.5 13.2 13.8 16.2 14.7 13.9 16 14.4 12.3 15.9 15.9 15.5 15.1 14.5 15.1 17.4 16.2 15.6 17.2 14.9 13.8 17.5 16.2 17.5 16.6 16.2 16.6 19.6 15.9 18 18.3 16.3 14.9 18.2 18.4 18.5 16 17.4 17.2 19.6 17.2 18.3 19.3 18.1 16.2 18.4 20.5 19 16.5 18.7 19 19.2 20.5 19.3 20.6 20.1 16.1 20.4 19.7 15.6 14.4 13.7 14.1 15 14.2 13.6 15.4 14.8 12.5 16.2 16.1 16 15.8 15.2 15.7 18.9 17.4 17 19.8 17.7 16 19.6 19.7
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(myx,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') bitmap(file='pic0.png') op <- par(mfrow=c(2,2)) plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0') plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0') plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1') plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1') par(op) dev.off()
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