Inducing Stationarity in Time Series - Variance Reduction Matrix - serie 1
| 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) | 98221156.039548 | Range | 43078 | Trim Var. | 66926268.362334 |
| V(Y[t],d=1,D=0) | 109972825.817066 | Range | 51721 | Trim Var. | 50318228.9455733 |
| V(Y[t],d=2,D=0) | 277874307.770115 | Range | 85794 | Trim Var. | 131349623.025641 |
| V(Y[t],d=3,D=0) | 861346528.361529 | Range | 135272 | Trim Var. | 459305236.016471 |
| V(Y[t],d=0,D=1) | 26819049.5314716 | Range | 22144 | Trim Var. | 16846179.6213705 |
| V(Y[t],d=1,D=1) | 28147272.4921369 | Range | 21224 | Trim Var. | 18332407.2121951 |
| V(Y[t],d=2,D=1) | 75281696.9763285 | Range | 36911 | Trim Var. | 50980076.6666667 |
| V(Y[t],d=3,D=1) | 242570745.634343 | Range | 60995 | Trim Var. | 169128167.944669 |
| V(Y[t],d=0,D=2) | 87731275.5642857 | Range | 40176 | Trim Var. | 54632538.8991935 |
| V(Y[t],d=1,D=2) | 71185758.7865546 | Range | 34303 | Trim Var. | 46779061.7462366 |
| V(Y[t],d=2,D=2) | 181922651.301248 | Range | 60834 | Trim Var. | 110036181.067816 |
| V(Y[t],d=3,D=2) | 593211875.632576 | Range | 106093 | Trim Var. | 366097933.980296 |
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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