variance reduction matrix tot inschr
| Summary of compuational transaction | |
| Raw Input | view raw input (R code) |
| Raw Output | view raw output of R engine |
| Computing time | 2 seconds |
| R Server | 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 |
| Variance Reduction Matrix | |||||
| V(Y[t],d=0,D=0) | 75097150.2132768 | Range | 36252 | Trim Var. | 50012091.2428372 |
| V(Y[t],d=1,D=0) | 96908386.2402104 | Range | 40646 | Trim Var. | 62369917.7068215 |
| V(Y[t],d=2,D=0) | 271806583.727768 | Range | 71393 | Trim Var. | 163760243.209653 |
| V(Y[t],d=3,D=0) | 917815553.459273 | Range | 121815 | Trim Var. | 588069111.812549 |
| V(Y[t],d=0,D=1) | 18937457.1631206 | Range | 25762 | Trim Var. | 8713263.30778165 |
| V(Y[t],d=1,D=1) | 42805140.7659574 | Range | 43949 | Trim Var. | 13888501.3195122 |
| V(Y[t],d=2,D=1) | 136638351.499517 | Range | 77739 | Trim Var. | 50136779.4358974 |
| V(Y[t],d=3,D=1) | 483264365.249495 | Range | 140417 | Trim Var. | 168601494.932524 |
| V(Y[t],d=0,D=2) | 38977082.5301587 | Range | 28522 | Trim Var. | 23750819.2893145 |
| V(Y[t],d=1,D=2) | 75674373.2638655 | Range | 44719 | Trim Var. | 37850644.0795699 |
| V(Y[t],d=2,D=2) | 215195139.708556 | Range | 78531 | Trim Var. | 104394359.688506 |
| V(Y[t],d=3,D=2) | 725681257.166667 | Range | 148157 | Trim Var. | 308169514.667488 |
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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Software written by Ed van Stee & Patrick Wessa
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