Variance Reduction Matrix: Algemene Economie
| 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) | 62.3732876712329 | Range | 35 | Trim Var. | 33.9907834101382 |
| V(Y[t],d=1,D=0) | 38.2376760563380 | Range | 29 | Trim Var. | 19.8991295442908 |
| V(Y[t],d=2,D=0) | 83.3995975855131 | Range | 45 | Trim Var. | 41.3432046536224 |
| V(Y[t],d=3,D=0) | 249.840372670807 | Range | 80 | Trim Var. | 118.351136964569 |
| V(Y[t],d=0,D=1) | 173.501092896175 | Range | 67 | Trim Var. | 93.1240928882438 |
| V(Y[t],d=1,D=1) | 84.8429378531073 | Range | 45 | Trim Var. | 50.4056603773585 |
| V(Y[t],d=2,D=1) | 174.166569257744 | Range | 60 | Trim Var. | 109.406386066763 |
| V(Y[t],d=3,D=1) | 524.4407138536 | Range | 95 | Trim Var. | 350.58371040724 |
| V(Y[t],d=0,D=2) | 566.403911564626 | Range | 104 | Trim Var. | 353.0642303433 |
| V(Y[t],d=1,D=2) | 237.992907801418 | Range | 72 | Trim Var. | 140.288617886179 |
| V(Y[t],d=2,D=2) | 463.030527289547 | Range | 97 | Trim Var. | 229.015384615385 |
| V(Y[t],d=3,D=2) | 1331.24057971014 | Range | 166 | Trim Var. | 680.199358974359 |
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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