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Data:
117 123 137 134 126 140 153 153 141 124 109 123 120 131 146 140 130 154 175 175 163 138 119 145 150 155 183 168 177 183 204 204 189 167 151 171 176 185 198 186 188 223 235 247 214 196 177 199 201 201 241 240 234 248 269 277 242 216 185 206 209 193 240 232 239 269 307 298 264 234 208 234 247 238 272 274 275 320 369 352 317 279 242 283 289 282 322 318 323 379 418 410 360 311 276 311 320 306 361 353 360 427 470 472 409 352 310 341 345 323 367 353 368 440 496 510 409 364 315 342 365 347 411 401 425 477 553 564 468 412 367 410 422 396 424 466 477 540 627 611 513 466 395 437
Seasonal Period
1
12
1
2
3
4
6
12
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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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