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Data:
4956 5014.8 5053 5092.2 5126 5160 5188.8 5219.4 5255.6 5297 5349.8 5392.4 5429.8 5483.2 5540 5594.4 5650.2 5694 5741.8 5773.6 5816.8 5869.2 5927 5989.2 6038.8 6080.6 6111 6122.6 6154.4 6207 6231.2 6268.4 6309 6342.6 6376 6423.2 6465.2 6499.8 6552.2 6613.6 6658.6 6699.4 6763.4 6814.8 6869.4 6907.6 6936 6994.6 7043.2 7056.2 7068 7106.6 7141.2 7168.2 7184.6 7229.2 7273.4 7320.6 7350 7362.6 7411.2 7465.4 7510.2 7558.8 7605.4 7642.8 7681.6 7705 7729.8 7768.8 7810.4 7840.8 7855.4 7863.6 7904.4 7922.8 7929.4 7968 8018.6 8032.8 8052.6 8075.8 8106.4 8134.6 8140.6 8140 8152.2 8167.2 8166.6 8185 8203.8 8233.6 8251.6 8252.2 8235.6 8251.4 8293.8 8329.8 8342.4 8351.4 8347.8 8349.4 8337 8326 8313 8327.4 8346.4 8360.8 8374.6 8406 8406.2 8381.4 8379.8 8367.4 8372 8393.4
Seasonal Period
12
12
1
2
3
4
6
12
Chart options
R Code
par1 <- '12' par1 <- as.numeric(par1) n.orig <- length(x) x <- na.omit(x) 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) if(n.orig!=n) { a<-table.row.start(a) a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F) 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,signif(var(myx), digits=6)) a<-table.element(a,'Range',header=TRUE) a<-table.element(a,signif(max(myx)-min(myx), digits=6)) a<-table.element(a,'Trim Var.',header=TRUE) smyx <- sort(myx) sn <- length(smyx) a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyx<quantile(smyx,0.95)]), digits=6)) 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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