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Data:
35.36 31.19 35.29 33.80 36.38 37.77 34.88 37.07 35.56 34.18 32.05 32.35 34.79 33.75 33.76 36.80 36.57 34.14 33.85 35.10 33.92 33.34 30.69 32.32 32.47 34.71 37.19 35.58 36.04 35.63 32.74 33.31 28.40 27.37 28.20 29.23 28.05 27.70 28.05 28.01 30.73 30.82 30.48 30.92 31.20 31.41 31.96 36.95 35.64 37.18 38.69 39.97 40.36 40.79 42.92 41.21 44.15 44.70 47.42 45.14 46.08 50.59 48.63 47.46 47.30 49.02 51.77 54.15 56.10 52.58 52.56 51.27 57.72 53.46 55.48 59.33 57.32 56.44 58.80 55.64 53.62 54.87 56.15 55.35 52.38 51.27 53.95 56.09 56.34 60.65 58.35 57.18 58.87 66.20 62.25 62.62 54.73 56.20 52.54 63.06 63.53 60.95 53.83 51.20 44.57 44.15 44.04 42.28 38.42 35.41 37.01 39.19 46.50 44.79 47.01 49.15 50.85 54.09 55.40 56.16 54.37 52.34 56.13 51.29 42.95 28.88 38.47 34.83 41.17 40.80 40.00 44.00
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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