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Data:
0.0623999239698875 0.0673998371180358 0.0760997351121769 0.0673996257310445 0.0744995475587262 0.072599461275492 0.0604994041744812 0.0660993521619016 0.0764992882789868 0.0767992449017397 0.0769991918161802 0.0709991525621184 7.94291444983554 -0.216208083020277 -1.99313558107951 -3.20769647654645 -0.810004451681598 3.88330797811056 1.92328332233695 0.215167922548708 -6.39954483132462 1.54268579923877 -2.71813302489056 -2.04540993329294 -0.433126051710354 -0.0388736745525527 -0.794441431361823 5.36031235667598 -1.85564547773761 -1.92584834663173 2.68533474508992 -0.424697754420897 0.570452932504035 0.679678326863439 -0.923428336412597 -0.236103237300734 0.538866862836805 1.08375844082846 -1.57517525612424 1.34063840954122 -3.80626555956883 0.24412136204657 2.70860064907731 -0.69056601515706 4.1317616926919 -0.297309708388269 -1.18428767334899 6.67581842367576 -3.16334657876592 1.81676837605448 3.73926169336877 2.85720932721053 -3.07221767342999 5.10230027089914 0.238724975047802 3.22135633529194 0.243940841120363 -0.328988702699846 3.74008017914226 5.41449811745039 0.829816583957907 -4.63063604601139 -3.48382352853262 0.718005918363303 1.58013686723773 1.32970708896575 -6.53699377465998 0.317387810520742 1.23904008369439 -0.375112280796188 4.13169697320385 1.14401102536408 3.78183357142616 0.26775498865112 4.19261496237155 -7.22266471820572 6.53005603827121 -1.07097655685325 1.36521550114203 -2.88457778463845 0.553746232828928 6.97615333324853 1.15914624744937 -4.34385542488204 0.196061417628357 1.4760001351444 2.91697488961427 -0.0407202162697189 1.90694208760213 1.85016944668665 5.94351151630562 2.04207767892255 -3.78228053288829 5.31040580923298 -0.611511192423322 -3.01588147572049 0.912096601966212 6.41689716224639 -5.23249610607795 8.0136330400213 -4.18180250408467 0.860321912917868 0.493400005900412 -2.91121582530832 5.40354481815723 -5.98038192323223 -9.01402355486583 -3.07776589191056 -11.195035681032 -6.04006888079927 -3.47161774881941 -2.67049966843577 0.996691053532501 -2.35897828388453 0.743741777856613 1.9174141967145 1.05997813066575 -4.12846720430765 3.76677325494026 4.15427689908186 5.34604374625312 5.35549661260794 11.3373099645742 -0.298070253956283 -2.93360351996877 5.00322860676066 0.205852497031017 2.48606886500322 -1.85017943757904 1.51499370983699 6.18388974077435 3.49317671559947 3.20692030645021 -0.607619212913136 9.33494897560402 -1.79412901867322 6.43580668601118 -12.0544168886041 -4.65227306063187 1.74017750755998 5.88626078903568 -3.71780921593997 -5.48259842059328 -2.28031377808342 3.22926597618498 1.77205969814223 -3.21547371560986 -5.59125979053904 -4.99872322297301 2.06943846140064 6.34842735559184 -0.531994740990115 -6.77367447899397 1.80018737453345 0.378348116213701 -5.33851834227923 -1.03939898696019 -3.14359642850046 -4.6229231947159 8.16224535871299 3.22720112576914 4.12317506737617 4.25936547583865 -4.94638396723863 -3.29152321348653 4.63950429784073 5.1775755729476 2.02529342196475 -2.82871275585154 1.09998099144953 -5.45786602004699 2.90027324233942 -0.285396800826305 1.6402838263469 -4.81827927645726 -3.9547242939003 8.08643732236408 1.17752314406668 -2.77575088448147 -0.690324443181183 1.51793184065424 -1.90586026810651 3.59084235631715 -0.590926223762722 -5.03644865333092 0.00255908685916495 -1.67992683501109 3.69782205231127 1.09349556905281 0.230556050301786 2.67209517154072 -0.260595208575452 1.12366640870269 4.25874475728072 3.17050399847574 0.99001742996704 -1.7322599685516 2.34987052116799 -2.7894863108709 6.86104059216176 -4.36510526153416 -5.18032542341258 -0.697289541681826 11.3227844742529 1.2042625422292 -1.29625514611118 0.719220488326684 -7.49068392830912 6.347071888282 0.441765609738468 3.96588025923236 -0.229126554745804
Seasonal Period
12
1
2
3
4
6
12
Chart options
R Code
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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0 seconds
R Server
Big Analytics Cloud Computing Center
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