The curvature is in the denominator
The optimism a Bartlett band of each width actually costs, divided by that width, on two ways of measuring the width, over 8000 draws at 120 rows. Measured in the weights the band spends — Σ w(k), which is what the earlier field levies its charges on — the reading falls from 0.8447 at two lags to 0.7399 at thirty, so a charge proportional to the summed weights is too dear at one end and too cheap at the other. Measured in the pairs the band uses — Σ w(k)(1 − k/n), because a lag of k is an average over n − k products — the same readings are flat from 4 lags up, at 0.0632 of χ² per width against 0.6323. The correction has no fitted parameter in it: it is a function of the window, the width and the sample size.
A charge that is not a straight lineslider: draws in the sweep, 4 positionswide4 views
What else it draws
The same object, drawn to answer the other questions the essays put to it.
The band width each charge picks, averaged over 150 draws of 120 rows. The two conventions — a unit a lag and half a log n a lag — pick 6.08 and 3.65 lags. The four charges derived from the measured optimism pick 15.05, 15.60, 15.47 and 15.44, against a best width on the draw of 14.13. So the scale a charge is levied on moves the width by a factor of 4.27 and the shape of the charge moves it by 3.6%. None of the six is an estimate of the draw's own best width: the correlations are -0.006, -0.003, 0.017, -0.001, 0.016, -0.004.
What the pairs correction supplies against what each window's measured profile needs, across this field's plateau, over 2000 draws at 120 rows. Both are stated as the multiplicative rise the charge per unit of width has to take between four lags and thirty. What the correction supplies is arithmetic — (1 − μ(4)/n)/(1 − μ(30)/n), where μ is the mean lag of the weight the band adds — and it runs 1.0795, 1.0580, 1.0456, 1.0539 for the four windows. What the measurement needs runs 1.1076, 1.2928, 1.2296, 1.6550. The two orderings are opposite: the plain Bartlett window has the longest mean lag, so it gets the biggest correction, and the flattest profile, so it needs the smallest. They coincide to 0.9746 of each other, and nowhere else does the correction account for more than 85.0% of the fall.
The correlation between the band width each rule picks and the best band width on the same draw, over 400 draws. The three fixed charges read -0.069, -0.066, 0.012. The three that read the sample read -0.012, -0.019, -0.041. None of the six is distinguishable from nothing. The statistic the first plug-in reads does vary — the draw's own summed squared autocorrelation runs from 2.06 to 10.19 with a mean of 4.36 — so the failure is not that the charge stopped moving. It is that what it moves with carries no information about which width this draw wanted.
Where it is used
6 essays draw this figure, each at the numbers its own argument is about, so the same picture answers 6 different questions.
- The width a band is measured in A charge that is not a straight line
- A lag the sample has less of A charge that is not a straight line
- A line that beats two curves A charge that is not a straight line
- What a better charge buys A charge that is not a straight line
- What the correction assumes A charge that is not a straight line
- A charge that reads the draw A charge that is not a straight line