workshop: ARMA: Q1 Variabce Reduction Function
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 1 seconds |
| R Server | 'Gwilym Jenkins' @ 72.249.127.135 |
| Variance Reduction Matrix | |||||
| V(Y[t],d=0,D=0) | 16353240831.7230 | Range | 517050 | Trim Var. | 10196953051.8548 |
| V(Y[t],d=1,D=0) | 1501719652.30252 | Range | 149736 | Trim Var. | 1064631372.96989 |
| V(Y[t],d=2,D=0) | 1329295396.09269 | Range | 177981 | Trim Var. | 687120777.964368 |
| V(Y[t],d=3,D=0) | 2949002024.63258 | Range | 284718 | Trim Var. | 1463625214.49507 |
| V(Y[t],d=0,D=1) | 35433111694.3406 | Range | 639132 | Trim Var. | 22319718325.7342 |
| V(Y[t],d=1,D=1) | 3559955887.05534 | Range | 195030 | Trim Var. | 2179768965.26316 |
| V(Y[t],d=2,D=1) | 3133173083.11905 | Range | 239600 | Trim Var. | 1289818307.97712 |
| V(Y[t],d=3,D=1) | 5718431238.09048 | Range | 246827 | Trim Var. | 3539731654.76471 |
| V(Y[t],d=0,D=2) | 70856115275.4242 | Range | 839292 | Trim Var. | 47341253719.3778 |
| V(Y[t],d=1,D=2) | 7838526097.07273 | Range | 235544 | Trim Var. | 5911126816.36111 |
| V(Y[t],d=2,D=2) | 12064748063.6556 | Range | 348992 | Trim Var. | 6684961214.69643 |
| V(Y[t],d=3,D=2) | 18055429274.8611 | Range | 428180 | Trim Var. | 8327058476.61905 |
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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