R version 2.13.0 (2011-04-13) Copyright (C) 2011 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(4581945 + ,3874038 + ,4086290 + ,4364364 + ,3793586 + ,4533914 + ,4823043 + ,3981535 + ,4746356 + ,5284534 + ,4264830 + ,3924674 + ,3734753 + ,3762290 + ,3609739 + ,3877594 + ,3636415 + ,3578195 + ,3604342 + ,3459513 + ,3366571 + ,3371277 + ,3724848 + ,3350830 + ,3305159 + ,3390736 + ,3349758 + ,3253655 + ,3734250 + ,3455433 + ,2966726 + ,2993716 + ,3009320 + ,3169713 + ,3170061 + ,3368934 + ,3292638 + ,3337344 + ,3208306 + ,3359130 + ,3223078 + ,3437159 + ,3400156 + ,3657576 + ,3765613 + ,3481921 + ,3604800 + ,3981340 + ,3734078 + ,4018173 + ,3887417 + ,3919880 + ,4014466 + ,4197758 + ,3896531 + ,3964742 + ,4201847 + ,4050512 + ,3997402 + ,4314479 + ,4925744 + ,5130631 + ,4444855 + ,3967319 + ,3931250 + ,4235952 + ,4169219 + ,3779064 + ,3558810 + ,3699466 + ,3650693 + ,3525633 + ,3470276 + ,3859094 + ,3661155 + ,3356365 + ,3344440 + ,3338684 + ,3404294 + ,3289319 + ,3469252 + ,3571850 + ,3639914 + ,3091730 + ,3078149 + ,3188115 + ,3246082 + ,3486992 + ,3378187 + ,3282306 + ,3288345 + ,3325749 + ,3352262 + ,3531954 + ,3722622 + ,3809365 + ,3750617 + ,3615286 + ,3696556 + ,4123959 + ,4136163 + ,3933392 + ,4035576 + ,4551202 + ,4032195 + ,3970893 + ,4489016 + ,5426127 + ,4578224 + ,4126390 + ,4892100 + ,4128697 + ,4408721 + ,4199465 + ,4074767 + ,4161758 + ,3891319 + ,4470302 + ,4283111 + ,3845962 + ,3911471 + ,3798478 + ,3644313 + ,3784029 + ,3647134 + ,3994662 + ,3607836 + ,3566008 + ,3511412 + ,3258665 + ,3486573 + ,3369443 + ,3465544 + ,3905224 + ,3733881 + ,3220642 + ,3225812 + ,3354461 + ,3352261 + ,3450652) > 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/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/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/wessaorg/rcomp/tmp/1ef6d1323353766.tab") > postscript(file="/var/wessaorg/rcomp/tmp/2cc011323353766.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/2cc011323353766.ps tmp/2cc011323353766.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.484 0.078 0.559