R version 2.6.0 (2007-10-03) Copyright (C) 2007 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(102.61,102.18,101.64,102,102.18,101.89,102.09,101.6,101.33,101.44,101.49,100.41,101.38,101.4,102.16,104.46,104.75,104.2,106.05,107.54,108.23,108.99,109.51,111.99,111.08,112.95,115.49,114.67,116.85,119.57,119.41,118.46,122.81,121.76,121.37,118.61,116.08,117.84,117.02,119.78,122.58,120.98,118.92,117.81,119.73,117.16,116.03,115.55,115.36,116.09,117.32,120.45,119.86,118.51,118.92,119.11,120.34,121.23,119.43,119.28,120.64,122.24,123.1,120.72,118.34,118.8,119.29,121.47,122.35,121.53,121.72,121.58,121.55,122.02,123.74,125.8,129.29,128.89,130.04,131.57,131.97,134.43,132.63,130.26,129,131.65,134.21,138.63,138.1,140.51,144.36,145.57,148.7,147.86,143.16,141.96) > par1 = '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > n <- length(x) > sx <- sort(x) > load(file='/var/www/html/rcomp/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(x,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 a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/1h7nk1197554479.tab") > > > > proc.time() user system elapsed 0.459 0.026 0.482