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Data:
112.52 112.39 112.24 112.10 109.85 111.89 111.88 111.48 110.98 110.42 107.90 109.46 109.11 109.26 109.99 110.17 110.28 109.13 110.15 109.39 108.45 108.23 107.44 104.86 106.23 105.85 104.95 104.46 104.66 103.05 104.16 104.08 104.20 103.68 103.69 101.29 103.03 102.90 102.68 102.98 103.47 101.72 102.82 102.74 102.38 101.81 101.88 99.60 100.93 100.85 100.93 101.10 101.10 99.31 100.33 99.99 99.82 99.65 99.06 96.92 98.20 98.54 98.71 98.20 98.29 96.67 97.69 97.78 97.44 96.92 96.84 95.05 96.33 96.33 96.16 96.50 96.33 94.71 95.82 95.47 95.82 95.99 95.73 93.77 94.71 94.62 94.79 94.88 94.79 93.43 94.37 94.62 94.45 94.37 94.20 92.66 93.51 93.60 93.60 93.77 93.60 92.41 93.60 93.34 92.92 92.07 91.89 90.27 91.72 91.98 91.81 91.98 91.30 89.93 90.87 90.53 90.27 90.10 89.68 87.89
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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Big Analytics Cloud Computing Center
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