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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_rwalk.wasp
Title produced by softwareLaw of Averages
Date of computationMon, 01 Dec 2008 10:34:09 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/01/t12281529229qzzqamuh476n17.htm/, Retrieved Sat, 11 May 2024 05:19:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27047, Retrieved Sat, 11 May 2024 05:19:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact216

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:31:28] [b98453cac15ba1066b407e146608df68]
F       [Law of Averages] [q3 / 7] [2008-11-30 17:25:28] [4300be8b33fd3dcdacd2aa9800ceba23]
F           [Law of Averages] [q3 Taak 7] [2008-12-01 17:34:09] [2ba2a74112fb2c960057a572bf2825d3] [Current]
Feedback Forum
2008-12-03 19:46:55 [Tamara Witters] [reply] 
Er staat een foutmelding in je berekening.
Dit is de juiste berekening:http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/03/t12283334019j1ql8mofy6vqmy.htm

VRM test verschillende differentie waarden op de reeks en toont vervolgens de bijhorende variantie. Een reeks benaderd het beste het stationaire karakter (geen seizoenalitait en geen trend) wanneer de variantie het kleinst is.

Uit de tabel blijkt dat bij d=1 en D=0 de variantie het kleinst is met 1.00181085061690.

d = het aantal keer dat de reeks niet-seizoenaal gedifferentieerd is
D = het aantal keer dat de reeks seizoenaal gedifferentieerd is

Wanneer een niet-seizoenale random-walk niet-seizoenaal gedifferentieerd word, dan word deze stationair. Uit je berekening blijkt dat we 1 maal niet-seizoenaal moeten differentiëren om de kleinste variantie te krijgen. Maw, je reeks wordt stationair door niet-seizoenaal te differentiëren => je reeks was dus om te beginnen niet-seizoenaal. Dit staaft de stelling van geen seizoenaliteit nog verder.

2008-12-07 09:58:04 [Tom Ardies] [reply] 
Hier is een link zonder foutmelding: http://www.freestatistics.org/blog/index.php?v=date/2008/Dec/01/t1228159343pzh2949fy53z13q.htm

De variantie is het kleinst wanneer je kleine d op 1 zet. Dit wil zeggen dat de lange termijn trend wordt uitgezuiverd. De D blijft op 0 staan want er is geen siezonaal effect op de reeks.

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Dataset

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001
R Engine error message
Error in var(smyx[smyx > quantile(smyx, 0.05) & smyx < quantile(smyx,  : 
  'x' is empty
Calls: table.element -> paste -> var
Execution halted


\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
R Engine error message & 
Error in var(smyx[smyx > quantile(smyx, 0.05) & smyx < quantile(smyx,  : 
  'x' is empty
Calls: table.element -> paste -> var
Execution halted

 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27047&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[ROW][C]R Engine error message[/C][C]
Error in var(smyx[smyx > quantile(smyx, 0.05) & smyx < quantile(smyx,  : 
  'x' is empty
Calls: table.element -> paste -> var
Execution halted

[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27047&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27047&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001
R Engine error message
Error in var(smyx[smyx > quantile(smyx, 0.05) & smyx < quantile(smyx,  : 
  'x' is empty
Calls: table.element -> paste -> var
Execution halted


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 500 ; par2 = 0.5 ;
Parameters (R input):
par1 = 500 ; par2 = 0.5 ;
R code (references can be found in the software module):
n <- as.numeric(par1)
p <- as.numeric(par2)
heads=rbinom(n-1,1,p)
a=2*(heads)-1
b=diffinv(a,xi=0)
c=1:n
pheads=(diffinv(heads,xi=.5))/c
bitmap(file='test1.png')
op=par(mfrow=c(2,1))
plot(c,b,type='n',main='Law of Averages',xlab='Toss Number',ylab='Excess of Heads',lwd=2,cex.lab=1.5,cex.main=2)
lines(c,b,col='red')
lines(c,rep(0,n),col='black')
plot(c,pheads,type='n',xlab='Toss Number',ylab='Proportion of Heads',lwd=2,cex.lab=1.5)
lines(c,pheads,col='blue')
lines(c,rep(.5,n),col='black')
par(op)
dev.off()
b
par1 <- as.numeric(12)
x <- as.array(b)
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) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')