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(8.64
+ ,8.89
+ ,8.87
+ ,8.81
+ ,8.87
+ ,9.06
+ ,9.12
+ ,8.66
+ ,8.17
+ ,8.04
+ ,7.71
+ ,7.55
+ ,7.52
+ ,7.38
+ ,7.52
+ ,7.31
+ ,6.92
+ ,7.09
+ ,7.05
+ ,7.37
+ ,7.05
+ ,6.79
+ ,6.35
+ ,6.44
+ ,6.89
+ ,7.16
+ ,7.46
+ ,7.91
+ ,7.86
+ ,8.02
+ ,8.38
+ ,8.50
+ ,8.40
+ ,8.24
+ ,8.33
+ ,8.28
+ ,8.15
+ ,8.06
+ ,7.79
+ ,7.28
+ ,7.52
+ ,7.23
+ ,7.13
+ ,7.21
+ ,6.99
+ ,6.77
+ ,6.69
+ ,6.39
+ ,6.85
+ ,6.74
+ ,6.56
+ ,6.62
+ ,6.71
+ ,6.67
+ ,6.54
+ ,6.14
+ ,6.13
+ ,5.86
+ ,5.88
+ ,5.75
+ ,5.53
+ ,5.86
+ ,5.90
+ ,5.95
+ ,5.69
+ ,5.53
+ ,5.71
+ ,5.60
+ ,5.73
+ ,5.60
+ ,5.41
+ ,5.13
+ ,5.00
+ ,5.04
+ ,5.10
+ ,4.96
+ ,4.90
+ ,4.80
+ ,4.48
+ ,4.29
+ ,4.27
+ ,4.18
+ ,4.02
+ ,3.82
+ ,4.13
+ ,4.16
+ ,3.98
+ ,4.26
+ ,4.70
+ ,4.96
+ ,5.13
+ ,5.35
+ ,5.41
+ ,5.42
+ ,5.51
+ ,5.75
+ ,5.67
+ ,5.46
+ ,5.56
+ ,5.56
+ ,5.54
+ ,5.53
+ ,5.65
+ ,5.58
+ ,5.57
+ ,5.36
+ ,5.23
+ ,5.11
+ ,5.07
+ ,5.04
+ ,5.34
+ ,5.43
+ ,5.31
+ ,5.12
+ ,4.97
+ ,5.00
+ ,4.64
+ ,4.80
+ ,5.10
+ ,5.11
+ ,5.12
+ ,5.36
+ ,5.26
+ ,5.27
+ ,5.10
+ ,4.94
+ ,4.68
+ ,4.41
+ ,4.60
+ ,4.53
+ ,4.18
+ ,4.00
+ ,3.87
+ ,4.09
+ ,4.13
+ ,3.74
+ ,3.81
+ ,4.11
+ ,4.14
+ ,3.99
+ ,4.28
+ ,4.37
+ ,4.24
+ ,4.19
+ ,4.01
+ ,3.95
+ ,4.30
+ ,4.37
+ ,4.40
+ ,4.29
+ ,4.12
+ ,4.07
+ ,3.93
+ ,3.79
+ ,3.67
+ ,3.53
+ ,3.69
+ ,3.69
+ ,3.48
+ ,3.31
+ ,3.16
+ ,3.25
+ ,3.14
+ ,3.19
+ ,3.43
+ ,3.45
+ ,3.31
+ ,3.51
+ ,3.53
+ ,3.83
+ ,4.02
+ ,3.99
+ ,4.11
+ ,3.96
+ ,3.83
+ ,3.71
+ ,3.81
+ ,3.73
+ ,3.99
+ ,4.17
+ ,4.00
+ ,4.10
+ ,4.24
+ ,4.45
+ ,4.62
+ ,4.49
+ ,4.45
+ ,4.49
+ ,4.36
+ ,4.32
+ ,4.45
+ ,4.13
+ ,4.14
+ ,4.30
+ ,4.42
+ ,4.67
+ ,4.96
+ ,4.73
+ ,4.52
+ ,4.36
+ ,4.15
+ ,3.92
+ ,3.88
+ ,4.20
+ ,3.95
+ ,3.78
+ ,3.69
+ ,3.77
+ ,3.66
+ ,3.53
+ ,3.50
+ ,3.14
+ ,3.42
+ ,3.30
+ ,2.81
+ ,3.15
+ ,3.37
+ ,4.05
+ ,4.00
+ ,4.20
+ ,4.21
+ ,4.24
+ ,4.24
+ ,4.17
+ ,4.12
+ ,4.35
+ ,3.98
+ ,3.62
+ ,4.39
+ ,5.01
+ ,4.07
+ ,3.70
+ ,3.59
+ ,3.44
+ ,3.33
+ ,2.98
+ ,3.14
+ ,2.55
+ ,2.49
+ ,2.53
+ ,2.43)
> par1 = '12'
> par1 <- '12'
> #'GNU S' R Code compiled by R2WASP v. 1.2.291 ()
> #Author: root
> #To cite this work: Wessa P., (2012), Variance Reduction Matrix (v1.0.3) 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,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<quantile(smyx,0.95)]))
+ a<-table.row.end(a)
+ }
+ }
> a<-table.end(a)
> table.save(a,file="/var/wessaorg/rcomp/tmp/1uj7b1354190072.tab") 
> postscript(file="/var/wessaorg/rcomp/tmp/2gz7k1354190072.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/2gz7k1354190072.ps tmp/2gz7k1354190072.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.922   0.178   1.079