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(11974 + ,10106 + ,12069 + ,11412 + ,11180 + ,10508 + ,11288 + ,10928 + ,10199 + ,11030 + ,11234 + ,13747 + ,13912 + ,12376 + ,12264 + ,11675 + ,11271 + ,10672 + ,10933 + ,10379 + ,10187 + ,10747 + ,10970 + ,12175 + ,14200 + ,11676 + ,11258 + ,10872 + ,11148 + ,10690 + ,10684 + ,11658 + ,10178 + ,10981 + ,10773 + ,11665 + ,11359 + ,10716 + ,12928 + ,12317 + ,11641 + ,10459 + ,10953 + ,10703 + ,10703 + ,11101 + ,11334 + ,13268 + ,13145 + ,12334 + ,13153 + ,11289 + ,11374 + ,10914 + ,11299 + ,11284 + ,10694 + ,11077 + ,11104 + ,12820 + ,14915 + ,11773 + ,11608 + ,11468 + ,11511 + ,11200 + ,11164 + ,10960 + ,10667 + ,11556 + ,11372 + ,12333 + ,13102 + ,11115 + ,12572 + ,11557 + ,12059 + ,11420 + ,11185 + ,11113 + ,10706 + ,11523 + ,11391 + ,12634 + ,13469 + ,11735 + ,13281 + ,11968 + ,11623 + ,11084 + ,11509 + ,11134 + ,10438 + ,11530 + ,11491 + ,13093 + ,13106 + ,11305 + ,13113 + ,12203 + ,11309 + ,11088 + ,11234 + ,11619 + ,10942 + ,11445 + ,11291 + ,13281 + ,13726 + ,11300 + ,11983 + ,11092 + ,11093 + ,10692 + ,10786 + ,11166 + ,10553 + ,11103 + ,10969 + ,12090 + ,12544 + ,12264 + ,13783 + ,11214 + ,11453 + ,10883 + ,10381 + ,10348 + ,10024 + ,10805 + ,10796 + ,11907 + ,12261 + ,11377 + ,12689 + ,11474 + ,10992 + ,10764 + ,12164 + ,10409 + ,10398 + ,10349 + ,10865 + ,11630 + ,12221 + ,10884 + ,12019 + ,11021 + ,10799 + ,10423 + ,10484 + ,10450 + ,9906 + ,11049 + ,11281 + ,12485 + ,12849 + ,11380 + ,12079 + ,11366 + ,11328 + ,10444 + ,10854 + ,10434 + ,10137 + ,10992 + ,10906 + ,12367 + ,14371 + ,11695 + ,11546 + ,10922 + ,10670 + ,10254 + ,10573 + ,10239 + ,10253 + ,11176 + ,10719 + ,11817) > 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/1hyb91293187935.tab") > postscript(file="/var/www/rcomp/tmp/2hyb91293187935.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/2hyb91293187935.ps tmp/2hyb91293187935.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.510 0.570 1.057