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Data:
8.64 8.89 8.87 8.81 8.87 9.06 9.12 8.66 8.17 8.04 7.71 7.55 7.52 7.38 7.52 7.31 6.92 7.09 7.05 7.37 7.05 6.79 6.35 6.44 6.89 7.16 7.46 7.91 7.86 8.02 8.38 8.50 8.40 8.24 8.33 8.28 8.15 8.06 7.79 7.28 7.52 7.23 7.13 7.21 6.99 6.77 6.69 6.39 6.85 6.74 6.56 6.62 6.71 6.67 6.54 6.14 6.13 5.86 5.88 5.75 5.53 5.86 5.90 5.95 5.69 5.53 5.71 5.60 5.73 5.60 5.41 5.13 5.00 5.04 5.10 4.96 4.90 4.80 4.48 4.29 4.27 4.18 4.02 3.82 4.13 4.16 3.98 4.26 4.70 4.96 5.13 5.35 5.41 5.42 5.51 5.75 5.67 5.46 5.56 5.56 5.54 5.53 5.65 5.58 5.57 5.36 5.23 5.11 5.07 5.04 5.34 5.43 5.31 5.12 4.97 5.00 4.64 4.80 5.10 5.11 5.12 5.36 5.26 5.27 5.10 4.94 4.68 4.41 4.60 4.53 4.18 4.00 3.87 4.09 4.13 3.74 3.81 4.11 4.14 3.99 4.28 4.37 4.24 4.19 4.01 3.95 4.30 4.37 4.40 4.29 4.12 4.07 3.93 3.79 3.67 3.53 3.69 3.69 3.48 3.31 3.16 3.25 3.14 3.19 3.43 3.45 3.31 3.51 3.53 3.83 4.02 3.99 4.11 3.96 3.83 3.71 3.81 3.73 3.99 4.17 4.00 4.10 4.24 4.45 4.62 4.49 4.45 4.49 4.36 4.32 4.45 4.13 4.14 4.30 4.42 4.67 4.96 4.73 4.52 4.36 4.15 3.92 3.88 4.20 3.95 3.78 3.69 3.77 3.66 3.53 3.50 3.14 3.42 3.30 2.81 3.15 3.37 4.05 4.00 4.20 4.21 4.24 4.24 4.17 4.12 4.35 3.98 3.62 4.39 5.01 4.07 3.70 3.59 3.44 3.33 2.98 3.14 2.55 2.49 2.53 2.43
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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