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) 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(104.8,105.2,105.6,105.8,106.1,106.5,106.71,106.68,107.41,107.15,107.5,107.22,107.11,107.57,107.81,108.75,109.43,109.62,109.54,109.53,109.84,109.67,109.79,109.56,110.22,110.4,110.69,110.72,110.89,110.58,110.94,110.91,111.22,111.09,111,111.06,111.55,112.32,112.64,112.36,112.04,112.37,112.59,112.89,113.22,112.85,113.06,112.99,113.32,113.74,113.91,114.52,114.96,114.91,115.3,115.44,115.52,116.08,115.94,115.56,115.88,116.66,117.41,117.68,117.85,118.21,118.92,119.03,119.17,118.95,118.92,118.9,118.92,119.44,119.40,119.98,120.43,120.41,120.82,120.97,120.63,120.38,120.68,120.84,120.90,121.56,121.57,122.12,121.97,121.96,122.48,122.33,122.44,123.08,124.23,124.58,125.08,125.98,126.90,127.19,128.33,129.04,129.72,128.92,129.13,128.90,128.13,127.85,127.98,128.42,127.68,127.95,127.85,127.61,127.53,127.92,127.59,127.65,127.98,128.19,128.77,129.31,129.80,130.24,130.76,130.75,130.81,130.89,131.30,131.49,131.65) > 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 a<-table.end(a) > table.save(a,file="/var/www/rcomp/tmp/1qrsr1292946231.tab") > postscript(file="/var/www/rcomp/tmp/2qrsr1292946231.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/2qrsr1292946231.ps tmp/2qrsr1292946231.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.500 0.210 0.683