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R Software Module: rwasp_variancereduction.wasp (opens new window with default values)
Title produced by software: Variance Reduction Matrix
Date of computation: Thu, 06 Dec 2007 05:36:13 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Dec/06/t1196943844rcpg28v4fqaovka.htm/, Retrieved Thu, 06 Dec 2007 13:24:04 +0100
 
User-defined keywords:
q1
 
Dataseries X:
» Textbox « » Textfile « » CSV «
3006501 484906 2996226 489262 2981546 463173 3014153 472830 3067899 499779 3085284 531640 3088962 504203 3046304 463724 2998326 406928 2953136 408285 2943706 370165 2926544 403981 2911266 392530 2923566 485707 2970220 489359 3022600 498698 3093777 461196 3095603 443478 3060724 419813 3059766 409188 3070537 378239 3080295 369977 3126271 356537 3059614 362192 3016191 360273 3006516 407236 2962545 429096 2883986 424264 2821467 427748 2824296 419584 2834445 366036 2813169 340946 2786891 340942 2716042 335537 2669704 265334 2609221 297609
 
Text written by user:
 
Output produced by software:


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135
 
Charts produced by software:
 
Parameters:
par1 = 12 ;
 
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n <- length(x)
sx <- sort(x)
load(file='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<quantile(smyx,0.95)]))
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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