R version 2.9.0 (2009-04-17) Copyright (C) 2009 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(2259703,2444005,2576401,2309146,2493971,2188754,2128515,2248771,2125552,2204434,1765972,1835861,2087121,2170744,2577245,2500625,2370817,2033775,2162554,1943964,1917423,2260681,1828487,1673658,1746814,2197119,2050797,2272390,2079219,2242532,2392286,2056150,2108444,2060266,1747495,2059217,1921030,1895979,2369584,2506099,2156596,2522368,2460648,2173272,2304310,2239807,1961006,2675929,2683265,2407253,3045566,2365409,2379364,3150342,2341189,2254773,2337912,2712988,2185444,2420840,2380842,2523958,2983983,2865389,3490844,3198770,2484559,2890255,3007413,2713443,2656410,3232194,3615139,2905958,3383619,2865686,3185367,3110915,2665099,2763832,2887458,3076986,2626692,2782998,2628939,2454307,2844926,2548952,2429593,3052758,2610175,2618184,2363387,3699616,2563593,2215478,2639036,2859271,2554225,2809697,2481829,2812053,2519658,2305688,2640975,2535552,2285721,2811647) > par1 = '1' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Dr. Ian E. Holliday > #To cite this work: Ian E. Holliday, 2009, 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: > #Technical description: > par1 <- as.numeric(par1) > n <- length(x) > sx <- sort(x) > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > 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(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 a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/1rbtp1292529652.tab") > postscript(file="/var/www/html/rcomp/tmp/2rbtp1292529652.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > > try(system("convert tmp/2rbtp1292529652.ps tmp/2rbtp1292529652.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.411 0.203 0.888