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Data:
75.53 75.75 76.57 77.59 77.15 79.08 80.29 79.94 80.19 79.70 79.14 78.23 77.16 76.77 76.19 74.83 74.33 72.71 71.32 71.88 71.78 71.77 72.17 70.84 70.64 70.85 71.43 78.52 81.12 84.16 84.36 84.13 83.59 82.13 83.03 83.91 83.01 82.36 82.01 81.83 80.89 82.86 83.28 82.63 81.52 82.20 81.97 81.60 82.36 82.55 81.27 79.89 74.44 73.47 73.16 73.16 72.94 72.89 73.26 73.93 72.58 72.00 72.79 71.86 69.74 69.73 69.05 69.63 70.48 72.49 72.66 74.77
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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