R version 2.12.0 (2010-10-15) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: x86_64-redhat-linux-gnu (64-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(13.193,15.234,14.718,16.961,13.945,15.876,16.226,18.316,16.748,17.904,17.209,18.950,17.225,18.710,17.236,18.687,17.580,19.568,17.381,19.580,17.260,18.661,15.658,18.674,15.908,17.475,17.725,19.562,16.368,19.555,17.743,19.867,15.703,19.324,18.162,19.074,15.323,19.704,18.375,18.352,13.927,17.795,16.761,18.902,16.239,19.158,18.279,15.698,16.239,18.431,18.414,19.801,14.995,18.706,18.232,19.409,16.263,19.017,20.298,19.891,15.203,17.845,17.502,18.532,15.737,17.770,17.224,17.601,14.940,18.507,17.635,19.392,15.699,17.661,18.243,19.643,15.770,17.344,17.229,17.322,16.152,17.919,16.918,18.114,16.308,17.759,16.021,17.952,15.954,17.762,16.610,17.751,15.458,18.106,15.990,15.349,13.185,15.409,16.007,16.633,14.800,15.974,15.693) > par1 = '4' > #'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/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/wessaorg/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/wessaorg/rcomp/tmp/1emy11293795940.tab") > postscript(file="/var/www/wessaorg/rcomp/tmp/2vdcq1293795940.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/2vdcq1293795940.ps tmp/2vdcq1293795940.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.500 0.080 0.582