R version 2.15.2 (2012-10-26) -- "Trick or Treat"
Copyright (C) 2012 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i686-pc-linux-gnu (32-bit)

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> x <- c(1.4761,1.4721,1.487,1.5167,1.5812,1.554,1.5508,1.5764,1.5611,1.4735,1.4303,1.2757,1.2727,1.3917,1.2816,1.2644,1.3308,1.3275,1.4098,1.4134,1.4138,1.4272,1.4643,1.48,1.5023,1.4406,1.3966,1.357,1.3479,1.3315,1.2307,1.2271,1.3028,1.268,1.3648,1.3857,1.2998,1.3362,1.3692,1.3834,1.4207,1.486,1.4385,1.4453,1.426,1.445,1.3503,1.4001,1.3418,1.2939,1.3176,1.3443,1.3356,1.3214,1.2403,1.259,1.2284,1.2611,1.293,1.2993,1.2986)
> par1 = '12'
> par1 <- '12'
> #'GNU S' R Code compiled by R2WASP v. 1.2.327 ()
> #Author: root
> #To cite this work: Wessa P., (2012), Variance Reduction Matrix (v1.0.4) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_variancereduction.wasp/
> #Source of accompanying publication: 
> #
> 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,signif(var(myx), digits=6))
+ a<-table.element(a,'Range',header=TRUE)
+ a<-table.element(a,signif(max(myx)-min(myx), digits=6))
+ a<-table.element(a,'Trim Var.',header=TRUE)
+ smyx <- sort(myx)
+ sn <- length(smyx)
+ a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyx<quantile(smyx,0.95)]), digits=6))
+ a<-table.row.end(a)
+ }
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/15f8z1356106093.tab") 
> postscript(file="/var/wessaorg/rcomp/tmp/2iu3l1356106093.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/2iu3l1356106093.ps tmp/2iu3l1356106093.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.946   0.189   1.109