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Data:
12.008 9.169 8.788 8.417 8.247 8.197 8.236 8.253 7.733 8.366 8.626 8.863 10.102 8.463 9.114 8.563 8.872 8.301 8.301 8.278 7.736 7.973 8.268 9.476 11.100 8.962 9.173 8.738 8.459 8.078 8.411 8.291 7.810 8.616 8.312 9.692 9.911 8.915 9.452 9.112 8.472 8.230 8.384 8.625 8.221 8.649 8.625 10.443 10.357 8.586 8.892 8.329 8.101 7.922 8.120 7.838 7.735 8.406 8.209 9.451 10.041 9.411 10.405 8.467 8.464 8.102 7.627 7.513 7.510 8.291 8.064 9.383 9.706 8.579 9.474 8.318 8.213 8.059 9.111 7.708 7.680 8.014 8.007 8.718 9.486 9.113 9.025 8.476 7.952 7.759 7.835 7.600 7.651 8.319 8.812 8.630
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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