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Data:
4.69 4.88 4.84 4.81 5.22 5.16 5.27 5.35 5.33 5.29 5.28 4.94 4.70 4.73 4.57 4.61 4.69 4.53 4.55 4.31 4.03 3.72 3.64 3.81 3.95 4.26 4.55 4.54 4.55 4.39 4.21 4.00 3.67 3.60 3.53 3.35 3.10 2.89 2.97 3.03 2.71 2.44 2.60 2.93 2.86 2.88 3.00 2.90 2.64 2.75 2.70 2.87 3.03 3.14 3.02 2.86 3.07 2.93 2.83 2.72 2.73 2.72 2.77 2.61 2.47 2.30 2.38 2.43 2.39 2.60 2.84 2.87 2.92 3.08 3.33 3.48 3.57 3.66 3.77 3.75 3.75 3.81 3.82 3.89 4.05 4.10 4.07 4.26 4.40 4.61 4.63 4.48 4.46 4.45 4.32 4.52 4.21 3.97 4.12 4.50 4.73 5.26 5.20 4.94 4.95 4.52 3.85 3.41 2.95 2.68 2.53 2.44 2.16 2.20 2.10 2.29 2.03 2.05 1.94 1.87 1.89 1.94 1.79 1.71 1.66 1.74 1.83 1.64 1.69 1.78 1.89 1.95 2.05 2.24 2.38 2.53 2.36 2.22 2.12 1.75 1.76 1.81 1.71 1.74 1.48 1.24 1.16 1.11 0.98 0.94 0.65 0.42 0.41 0.40
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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