R version 2.12.1 (2010-12-16) 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(1579,2146,2462,3695,4831,5134,6250,5760,6249,2917,1741,2359,1511,2059,2635,2867,4403,5720,4502,5749,5627,2846,1762,2429,1169,2154,2249,2687,4359,5382,4459,6398,4596,3024,1887,2070,1351,2218,2461,3028,4784,4975,4607,6249,4809,3157,1910,2228,1594,2467,2222,3607,4685,4962,5770,5480,5000,3228,1993,2288,1580,2111,2192,3601,4665,4876,5813,5589,5331,3075,2002,2306,1507,1992,2487,3490,4647,5594,5611,5788,6204,3013,1931,2549,1504,2090,2702,2939,4500,6208,6415,5657,5964,3163,1997,2422,1376,2202,2683,3303,5202,5231,4880,7998,4977,3531,2025,2205,1442,2238,2179,3218,5139,4990,4914,6084,5672,3548,1793,2086,1262,1743,1964,3258,4966,4944,5907,5561,5321,3582,1757,1894) > 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/13olr1323965446.tab") > postscript(file="/var/www/rcomp/tmp/2e5ya1323965446.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/2e5ya1323965446.ps tmp/2e5ya1323965446.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.620 0.080 0.693