x <- c(102.86,102.55,102.28,102.26,102.57,103.08,102.76,102.51,102.87,103.14,103.12,103.16,102.48,102.57,102.88,102.63,102.38,101.69,101.96,102.19,101.87,101.6,101.63,101.22,101.21,101.49,101.64,101.66,101.77,101.82,101.78,101.28,101.29,101.37,101.12,101.51,102.24,102.94,103.09,103.46,103.64,104.39,104.15,105.21,105.8,105.91,105.39,105.46,104.72,103.14,102.63,102.32,101.93,100.62,100.6,99.63,98.9,98.32,99.22,98.81) par1 = '12' #'GNU S' R Code compiled by R2WASP v. 1.0.44 () #Author: Prof. Dr. P. Wessa #To cite this work: AUTHOR(S), (YEAR), 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: Office for Research, Development, and Education #Technical description: Write here your technical program description (don't use hard returns!) par1 <- as.numeric(par1) n <- length(x) sx <- sort(x) #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab load(file="/var/www/html/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(x,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