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Data:
9.769 9.321 9.939 9.336 10.195 9.464 10.010 10.213 9.563 9.890 9.305 9.391 9.928 8.686 9.843 9.627 10.074 9.503 10.119 10.000 9.313 9.866 9.172 9.241 9.659 8.904 9.755 9.080 9.435 8.971 10.063 9.793 9.454 9.759 8.820 9.403 9.676 8.642 9.402 9.610 9.294 9.448 10.319 9.548 9.801 9.596 8.923 9.746 9.829 9.125 9.782 9.441 9.162 9.915 10.444 10.209 9.985 9.842 9.429 10.132 9.849 9.172 10.313 9.819 9.955 10.048 10.082 10.541 10.208 10.233 9.439 9.963 10.158 9.225 10.474 9.757 10.490 10.281 10.444 10.640 10.695 10.786 9.832 9.747 10.411 9.511 10.402 9.701 10.540 10.112 10.915 11.183 10.384 10.834 9.886 10.216
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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Computing time
1 seconds
R Server
Big Analytics Cloud Computing Center
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