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(396 + ,297 + ,559 + ,967 + ,270 + ,143 + ,1562 + ,109 + ,371 + ,656 + ,511 + ,655 + ,465 + ,525 + ,885 + ,497 + ,1436 + ,612 + ,865 + ,385 + ,567 + ,639 + ,963 + ,398 + ,410 + ,966 + ,801 + ,892 + ,513 + ,469 + ,683 + ,643 + ,535 + ,625 + ,264 + ,992 + ,238 + ,818 + ,937 + ,70 + ,507 + ,260 + ,503 + ,927 + ,1269 + ,537 + ,910 + ,532 + ,345 + ,918 + ,1635 + ,330 + ,557 + ,1178 + ,740 + ,452 + ,218 + ,764 + ,255 + ,454 + ,866 + ,574 + ,1276 + ,379 + ,825 + ,798 + ,663 + ,1069 + ,921 + ,858 + ,711 + ,503 + ,382 + ,464 + ,717 + ,690 + ,462 + ,657 + ,385 + ,577 + ,619 + ,479 + ,817 + ,752 + ,430 + ,451 + ,537 + ,519 + ,1000 + ,637 + ,465 + ,437 + ,711 + ,299 + ,248 + ,1162 + ,714 + ,905 + ,649 + ,512 + ,472 + ,905 + ,786 + ,489 + ,479 + ,617 + ,925 + ,351 + ,1144 + ,669 + ,707 + ,458 + ,214 + ,599 + ,572 + ,897 + ,819 + ,720 + ,273 + ,508 + ,506 + ,451 + ,699 + ,407 + ,465 + ,245 + ,370 + ,316 + ,603 + ,154 + ,229 + ,577 + ,192 + ,617 + ,411 + ,975 + ,146 + ,705 + ,184 + ,200 + ,274 + ,502 + ,382 + ,964 + ,537 + ,438 + ,369 + ,417 + ,276 + ,514 + ,822 + ,389 + ,466 + ,1255 + ,694 + ,1024 + ,400 + ,397 + ,350 + ,719 + ,1277 + ,356 + ,457 + ,1402 + ,600 + ,480 + ,595 + ,436 + ,230 + ,651 + ,1367 + ,564 + ,716 + ,747 + ,467 + ,671 + ,861 + ,319 + ,612 + ,433 + ,434 + ,503 + ,85 + ,564 + ,824 + ,74 + ,259 + ,69 + ,535 + ,239 + ,438 + ,459 + ,426 + ,288 + ,498 + ,454 + ,376 + ,225 + ,555 + ,252 + ,208 + ,130 + ,481 + ,389 + ,565 + ,173 + ,278 + ,609 + ,422 + ,445 + ,387 + ,339 + ,181 + ,245 + ,384 + ,212 + ,399 + ,229 + ,224 + ,203 + ,333 + ,384 + ,636 + ,185 + ,93 + ,581 + ,248 + ,304 + ,344 + ,407 + ,170 + ,312 + ,507 + ,224 + ,340 + ,168 + ,443 + ,204 + ,367 + ,210 + ,335 + ,364 + ,178 + ,206 + ,279 + ,387 + ,490 + ,238 + ,343 + ,232 + ,530 + ,291 + ,67 + ,397 + ,467 + ,178 + ,175 + ,299 + ,154 + ,106 + ,189 + ,194 + ,135 + ,201 + ,207 + ,280 + ,260 + ,227 + ,239 + ,333 + ,428 + ,230 + ,292 + ,350 + ,186 + ,326 + ,155 + ,75 + ,361 + ,261 + ,299 + ,300 + ,450 + ,183 + ,238 + ,165 + ,234 + ,176 + ,329) > par1 = '1' > par1 <- 7 > 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/11tc21324394854.tab") > postscript(file="/var/wessaorg/rcomp/tmp/24paf1324394854.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/24paf1324394854.ps tmp/24paf1324394854.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.607 0.118 0.719