| Workshop 9 - Autocorrelatie Yt | *The author of this computation has been verified* | R Software Module: /rwasp_variancereduction.wasp (opens new window with default values) | Title produced by software: Variance Reduction Matrix | Date of computation: Fri, 03 Dec 2010 10:03:52 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/03/t1291370535awfkeprkrabuqmw.htm/, Retrieved Fri, 03 Dec 2010 11:02:15 +0100 | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/03/t1291370535awfkeprkrabuqmw.htm/},
year = {2010},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2010},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 9769
9321
9939
9336
10195
9464
10010
10213
9563
9890
9305
9391
9928
8686
9843
9627
10074
9503
10119
10000
9313
9866
9172
9241
9659
8904
9755
9080
9435
8971
10063
9793
9454
9759
8820
9403
9676
8642
9402
9610
9294
9448
10319
9548
9801
9596
8923
9746
9829
9125
9782
9441
9162
9915
10444
10209
9985
9842
9429
10132
9849
9172
10313
9819
9955
10048
10082
10541
10208
10233
9439
9963
10158
9225
10474
9757
10490
10281
10444
10640
10695
10786
9832
9747
10411
9511
10402
9701
10540
10112
10915
11183
10384
10834
9886
10216 | | Output produced by software: |
Variance Reduction Matrix | V(Y[t],d=0,D=0) | 263028.810087719 | Range | 2541 | Trim Var. | 163350.332147743 | V(Y[t],d=1,D=0) | 371533.678163494 | Range | 2491 | Trim Var. | 279013.314285714 | V(Y[t],d=2,D=0) | 1221386.91191947 | Range | 4365 | Trim Var. | 944696.792885829 | V(Y[t],d=3,D=0) | 4274802.5514259 | Range | 8326 | Trim Var. | 3262423.93417573 | V(Y[t],d=0,D=1) | 96417.5058806655 | Range | 1432 | Trim Var. | 61711.7654572381 | V(Y[t],d=1,D=1) | 150008.806935057 | Range | 1737 | Trim Var. | 100983.426940639 | V(Y[t],d=2,D=1) | 421283.723727793 | Range | 2887 | Trim Var. | 280544.758802817 | V(Y[t],d=3,D=1) | 1323947.06944444 | Range | 5371 | Trim Var. | 867719.323541248 | V(Y[t],d=0,D=2) | 202272.956964006 | Range | 1915 | Trim Var. | 133451.271577381 | V(Y[t],d=1,D=2) | 332658.507847083 | Range | 2774 | Trim Var. | 183615.142857143 | V(Y[t],d=2,D=2) | 835845.84699793 | Range | 4266 | Trim Var. | 501589.724219989 | V(Y[t],d=3,D=2) | 2467169.89428815 | Range | 7011 | Trim Var. | 1480435.08743169 |
| | Charts produced by software: | | | Parameters (Session): | par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; | | Parameters (R input): | par1 = 12 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; | | 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')
| |
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