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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sun, 18 Dec 2016 16:43:26 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/18/t1482076642xs89lug2dtvfot4.htm/, Retrieved Fri, 01 Nov 2024 04:34:03 +0100

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Fri, 01 Nov 2024 04:34:03 +0100

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	Big Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=0

[TABLE]
[ROW]

Summary of computational transaction[/C][/ROW] [ROW]

Raw Input[/C]

view raw input (R code) [/C][/ROW] [ROW]

Raw Output[/C]

view raw output of R engine [/C][/ROW] [ROW]

Computing time[/C]

0 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=&T=0

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

As an alternative you can also use a QR Code:

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

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	Big Analytics Cloud Computing Center

Variance Reduction Matrix
V(Y[t],d=0,D=0)	19477200	Range	19913	Trim Var.	9777470
V(Y[t],d=1,D=0)	8375000	Range	23621	Trim Var.	2717290
V(Y[t],d=2,D=0)	25465000	Range	46855	Trim Var.	6694430
V(Y[t],d=3,D=0)	88242300	Range	85425	Trim Var.	20068100
V(Y[t],d=0,D=1)	9536150	Range	17730	Trim Var.	5061700
V(Y[t],d=1,D=1)	11540500	Range	26790	Trim Var.	5685750
V(Y[t],d=2,D=1)	30177500	Range	39524	Trim Var.	15483900
V(Y[t],d=3,D=1)	97353300	Range	71539	Trim Var.	48124800
V(Y[t],d=0,D=2)	27469100	Range	27989	Trim Var.	14925100
V(Y[t],d=1,D=2)	31875400	Range	42100	Trim Var.	16576300
V(Y[t],d=2,D=2)	77922700	Range	68330	Trim Var.	39811500
V(Y[t],d=3,D=2)	240374000	Range	127279	Trim Var.	121391000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 19477200 & Range & 19913 & Trim Var. & 9777470 \tabularnewline
V(Y[t],d=1,D=0) & 8375000 & Range & 23621 & Trim Var. & 2717290 \tabularnewline
V(Y[t],d=2,D=0) & 25465000 & Range & 46855 & Trim Var. & 6694430 \tabularnewline
V(Y[t],d=3,D=0) & 88242300 & Range & 85425 & Trim Var. & 20068100 \tabularnewline
V(Y[t],d=0,D=1) & 9536150 & Range & 17730 & Trim Var. & 5061700 \tabularnewline
V(Y[t],d=1,D=1) & 11540500 & Range & 26790 & Trim Var. & 5685750 \tabularnewline
V(Y[t],d=2,D=1) & 30177500 & Range & 39524 & Trim Var. & 15483900 \tabularnewline
V(Y[t],d=3,D=1) & 97353300 & Range & 71539 & Trim Var. & 48124800 \tabularnewline
V(Y[t],d=0,D=2) & 27469100 & Range & 27989 & Trim Var. & 14925100 \tabularnewline
V(Y[t],d=1,D=2) & 31875400 & Range & 42100 & Trim Var. & 16576300 \tabularnewline
V(Y[t],d=2,D=2) & 77922700 & Range & 68330 & Trim Var. & 39811500 \tabularnewline
V(Y[t],d=3,D=2) & 240374000 & Range & 127279 & Trim Var. & 121391000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]19477200[/C][C]Range[/C][C]19913[/C][C]Trim Var.[/C][C]9777470[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]8375000[/C][C]Range[/C][C]23621[/C][C]Trim Var.[/C][C]2717290[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25465000[/C][C]Range[/C][C]46855[/C][C]Trim Var.[/C][C]6694430[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]88242300[/C][C]Range[/C][C]85425[/C][C]Trim Var.[/C][C]20068100[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9536150[/C][C]Range[/C][C]17730[/C][C]Trim Var.[/C][C]5061700[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]11540500[/C][C]Range[/C][C]26790[/C][C]Trim Var.[/C][C]5685750[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]30177500[/C][C]Range[/C][C]39524[/C][C]Trim Var.[/C][C]15483900[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]97353300[/C][C]Range[/C][C]71539[/C][C]Trim Var.[/C][C]48124800[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]27469100[/C][C]Range[/C][C]27989[/C][C]Trim Var.[/C][C]14925100[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]31875400[/C][C]Range[/C][C]42100[/C][C]Trim Var.[/C][C]16576300[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]77922700[/C][C]Range[/C][C]68330[/C][C]Trim Var.[/C][C]39811500[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]240374000[/C][C]Range[/C][C]127279[/C][C]Trim Var.[/C][C]121391000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&T=1

As an alternative you can also use a QR Code:

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

Variance Reduction Matrix
V(Y[t],d=0,D=0)	19477200	Range	19913	Trim Var.	9777470
V(Y[t],d=1,D=0)	8375000	Range	23621	Trim Var.	2717290
V(Y[t],d=2,D=0)	25465000	Range	46855	Trim Var.	6694430
V(Y[t],d=3,D=0)	88242300	Range	85425	Trim Var.	20068100
V(Y[t],d=0,D=1)	9536150	Range	17730	Trim Var.	5061700
V(Y[t],d=1,D=1)	11540500	Range	26790	Trim Var.	5685750
V(Y[t],d=2,D=1)	30177500	Range	39524	Trim Var.	15483900
V(Y[t],d=3,D=1)	97353300	Range	71539	Trim Var.	48124800
V(Y[t],d=0,D=2)	27469100	Range	27989	Trim Var.	14925100
V(Y[t],d=1,D=2)	31875400	Range	42100	Trim Var.	16576300
V(Y[t],d=2,D=2)	77922700	Range	68330	Trim Var.	39811500
V(Y[t],d=3,D=2)	240374000	Range	127279	Trim Var.	121391000

Figure 1

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Postscript link

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Parameters (Session):

par1 = 1111110.9520012DefaultDefaultDefaultDefaultDefaultDefaultDefaultDefault1DefaultDefault3636111111111111111114 ; par2 = 2222220518111111111.01.011101111011110010011 ; par3 = TRUETRUETRUEFALSETRUETRUE0BFGS010100111111100001001110000000 ; par4 = P1 P5 Q1 Q3 P95 P990000011011101114124114444444114 ; par5 = 12121212121212121212121212 ; par6 = White NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite Noise ; par7 = 0.950.950.950.950.950.950.950.950.950.95 ;

Parameters (R input):

par1 = 4 ;

R code (references can be found in the software module):

par1 <- as.numeric(par1)
n.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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(myx,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

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