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(90604,97527,111940,100280,100009,95558,98533,92694,97920,110933,110855,111716,96348,105425,114874,104199,101166,99010,101607,97492,106088,113536,112475,115491,97733,102591,114783,100397,97772,96128,91261,90686,97792,108848,109989,109453,93945,98750,119043,104776,103262,106735,101600,99358,105240,114079,121637,111747,99496,104992,124255,108258,106940,104939,105896,107287,110783,122139,125823,120480,103296,117121,129924,118589,118062,113597,117161,112893,119657,136562,140446,138744,120324,118113,130257,125510,117986,118316,122075,117573,122566,135934,138394,137999,118780,117907,142932,132200,125666,127958,127718,124368,135241,144734,142320,141481,120471,123422,145829,134572,132156,140265,137771,134035,144016,151905,155791,148440,129862,134264,151952,143191,137242,136993,134431,132523,133486,140120,137521,112193,94256,99047,109761,102160,104792,104341,112430,113034,114197,127876,135199,123663,112578,117104,139703,114961,134222,128390,134197,135963,135936,146803,143231,131510) > 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/1drq31324418412.tab") > postscript(file="/var/www/rcomp/tmp/2c3r21324418412.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/2c3r21324418412.ps tmp/2c3r21324418412.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.780 0.080 0.841