R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 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(34420 + ,34070 + ,33978 + ,34484 + ,34645 + ,34410 + ,34534 + ,35019 + ,35508 + ,35488 + ,35709 + ,36534 + ,36066 + ,35724 + ,35727 + ,36281 + ,36017 + ,35780 + ,36003 + ,36285 + ,36419 + ,36413 + ,36663 + ,37451 + ,37063 + ,36613 + ,36564 + ,37064 + ,36817 + ,36621 + ,36798 + ,36967 + ,36926 + ,36975 + ,37324 + ,38159 + ,37776 + ,37465 + ,37451 + ,37944 + ,37737 + ,37603 + ,37813 + ,37960 + ,37934 + ,37975 + ,38241 + ,39176 + ,39137 + ,38797 + ,38730 + ,39031 + ,38851 + ,38727 + ,39291 + ,39407 + ,39326 + ,39326 + ,39617 + ,40458 + ,40425 + ,40092 + ,39939 + ,40174 + ,40065 + ,39922 + ,40107 + ,40163 + ,40116 + ,40118 + ,40416 + ,41215 + ,40852 + ,40497 + ,40430 + ,40766 + ,40626 + ,40442 + ,40590 + ,40673 + ,40660 + ,40736 + ,41082 + ,41873 + ,41507 + ,41104 + ,40963 + ,41227 + ,41063 + ,40873 + ,41016 + ,41433 + ,41345 + ,41375 + ,41597 + ,42225 + ,41937 + ,41642 + ,41551 + ,41866 + ,41744 + ,41615 + ,41764 + ,41828 + ,41786 + ,41852 + ,42183 + ,42937 + ,42635 + ,42292 + ,42202 + ,42577 + ,42600 + ,42433 + ,42584 + ,42660 + ,42659 + ,42712 + ,43039 + ,43664 + ,43397 + ,43110 + ,43005 + ,43159 + ,43066 + ,42977 + ,43139 + ,43226 + ,43242 + ,43348 + ,43605 + ,44225 + ,43983 + ,43754 + ,43632 + ,43868 + ,43864 + ,43808 + ,43954 + ,44032 + ,44090 + ,44210 + ,44435 + ,44919 + ,44785 + ,44616 + ,44496 + ,44600 + ,44463 + ,44232 + ,44248 + ,44282 + ,44311 + ,44362 + ,44617 + ,45022 + ,44882 + ,44594 + ,44502 + ,44752 + ,44690 + ,44533 + ,44604 + ,44646 + ,44652 + ,44718 + ,44928 + ,45285 + ,45183 + ,44964 + ,44875 + ,45071 + ,44985 + ,44854 + ,44925 + ,44970 + ,45011 + ,45107 + ,45306 + ,45773 + ,45625 + ,45391 + ,45325 + ,45430 + ,45321 + ,45238 + ,45246 + ,45281 + ,45297 + ,45349 + ,45536 + ,45903 + ,45716 + ,45419 + ,45237 + ,45349 + ,45260 + ,45139 + ,45154 + ,45186 + ,45262 + ,45227 + ,45313 + ,45564 + ,45392 + ,45114 + ,44996 + ,45159 + ,45107 + ,44963 + ,45005 + ,45024 + ,45025 + ,45053 + ,45143) > 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/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(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/html/rcomp/tmp/14oh61293638771.tab") > postscript(file="/var/www/html/rcomp/tmp/24oh61293638771.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/24oh61293638771.ps tmp/24oh61293638771.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.453 0.213 1.178