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Data:
6.4 7.7 9.2 8.6 7.4 8.6 6.2 6 6.6 5.1 4.7 5 3.6 1.9 -0.1 -5.7 -5.6 -6.4 -7.7 -8 -11.9 -15.4 -15.5 -13.4 -10.9 -10.8 -7.3 -6.5 -5.1 -5.3 -6.8 -8.4 -8.4 -9.7 -8.8 -9.6 -11.5 -11 -14.9 -16.2 -14.4 -17.3 -15.7 -12.6 -9.4 -8.1 -5.4 -4.6 -4.9 -4 -3.1 -1.3 0 -0.4 3 0.4 1.2 0.6 -1.3 -3.2 -1.8 -3.6 -4.2 -6.9 -8 -7.5 -8.2 -7.6 -3.7 -1.7 -0.7 0.2 0.6 2.2 3.3 5.3 5.5 6.3 7.7 6.5 5.5 6.9 5.7 6.9 6.1 4.8 3.7 5.8 6.8 8.5 7.2 5 4.7 2.3 2.4 0.1 1.9 1.7 2 -1.9 0.5 -1.3 -3.3 -2.8 -8 -13.9 -21.9 -28.8 -27.6 -31.4 -31.8 -29.4 -27.6 -23.6 -22.8 -18.2 -17.8 -14.2 -8.8 -7.9 -7 -7 -3.6 -2.4 -4.9 -7.7 -6.5 -5.1 -3.4 -2.8 0.8
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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