R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- c(0.86,0.88,0.93,0.98,0.97,1.03,1.06,1.06,1.08,1.09,1.04,1.00,1.01,1.02,1.04,1.06,1.06,1.06,1.06,1.06,1.02,0.98,0.99,0.99,0.94,0.96,0.98,1.01,1.01,1.02,1.04,1.03,1.05,1.08,1.17,1.11,1.11,1.11,1.11,1.21,1.31,1.37,1.37,1.26,1.23,1.17,1.06,0.95,0.92,0.92,0.90,0.93,0.93,0.97,0.96,0.99,0.98,0.96,1.00,0.99,1.03)
> par1 = '12'
> #'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/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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<quantile(smyx,0.95)]))
+ a<-table.row.end(a)
+ }
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/1zotj1292935694.tab") 
> postscript(file="/var/www/rcomp/tmp/2zotj1292935694.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/2zotj1292935694.ps tmp/2zotj1292935694.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.420   0.270   0.663