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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 06 Dec 2007 05:43:28 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/06/t11969446581cgeqoaktl84eu8.htm/, Retrieved Fri, 03 May 2024 06:42:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2581, Retrieved Fri, 03 May 2024 06:42:37 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

d=2; D=0

Estimated Impact

209

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [workshop: ARMA: Q...] [2007-12-06 12:43:28] [d2a1ed9fc2533fe7c06557af70015ea0] [Current]

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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

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2581&T=0

[TABLE]
[ROW][C]Summary of compuational 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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2581&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2581&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 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)	16353240831.7230	Range	517050	Trim Var.	10196953051.8548
V(Y[t],d=1,D=0)	1501719652.30252	Range	149736	Trim Var.	1064631372.96989
V(Y[t],d=2,D=0)	1329295396.09269	Range	177981	Trim Var.	687120777.964368
V(Y[t],d=3,D=0)	2949002024.63258	Range	284718	Trim Var.	1463625214.49507
V(Y[t],d=0,D=1)	35433111694.3406	Range	639132	Trim Var.	22319718325.7342
V(Y[t],d=1,D=1)	3559955887.05534	Range	195030	Trim Var.	2179768965.26316
V(Y[t],d=2,D=1)	3133173083.11905	Range	239600	Trim Var.	1289818307.97712
V(Y[t],d=3,D=1)	5718431238.09048	Range	246827	Trim Var.	3539731654.76471
V(Y[t],d=0,D=2)	70856115275.4242	Range	839292	Trim Var.	47341253719.3778
V(Y[t],d=1,D=2)	7838526097.07273	Range	235544	Trim Var.	5911126816.36111
V(Y[t],d=2,D=2)	12064748063.6556	Range	348992	Trim Var.	6684961214.69643
V(Y[t],d=3,D=2)	18055429274.8611	Range	428180	Trim Var.	8327058476.61905

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 16353240831.7230 & Range & 517050 & Trim Var. & 10196953051.8548 \tabularnewline
V(Y[t],d=1,D=0) & 1501719652.30252 & Range & 149736 & Trim Var. & 1064631372.96989 \tabularnewline
V(Y[t],d=2,D=0) & 1329295396.09269 & Range & 177981 & Trim Var. & 687120777.964368 \tabularnewline
V(Y[t],d=3,D=0) & 2949002024.63258 & Range & 284718 & Trim Var. & 1463625214.49507 \tabularnewline
V(Y[t],d=0,D=1) & 35433111694.3406 & Range & 639132 & Trim Var. & 22319718325.7342 \tabularnewline
V(Y[t],d=1,D=1) & 3559955887.05534 & Range & 195030 & Trim Var. & 2179768965.26316 \tabularnewline
V(Y[t],d=2,D=1) & 3133173083.11905 & Range & 239600 & Trim Var. & 1289818307.97712 \tabularnewline
V(Y[t],d=3,D=1) & 5718431238.09048 & Range & 246827 & Trim Var. & 3539731654.76471 \tabularnewline
V(Y[t],d=0,D=2) & 70856115275.4242 & Range & 839292 & Trim Var. & 47341253719.3778 \tabularnewline
V(Y[t],d=1,D=2) & 7838526097.07273 & Range & 235544 & Trim Var. & 5911126816.36111 \tabularnewline
V(Y[t],d=2,D=2) & 12064748063.6556 & Range & 348992 & Trim Var. & 6684961214.69643 \tabularnewline
V(Y[t],d=3,D=2) & 18055429274.8611 & Range & 428180 & Trim Var. & 8327058476.61905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2581&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]16353240831.7230[/C][C]Range[/C][C]517050[/C][C]Trim Var.[/C][C]10196953051.8548[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1501719652.30252[/C][C]Range[/C][C]149736[/C][C]Trim Var.[/C][C]1064631372.96989[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1329295396.09269[/C][C]Range[/C][C]177981[/C][C]Trim Var.[/C][C]687120777.964368[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2949002024.63258[/C][C]Range[/C][C]284718[/C][C]Trim Var.[/C][C]1463625214.49507[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]35433111694.3406[/C][C]Range[/C][C]639132[/C][C]Trim Var.[/C][C]22319718325.7342[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3559955887.05534[/C][C]Range[/C][C]195030[/C][C]Trim Var.[/C][C]2179768965.26316[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3133173083.11905[/C][C]Range[/C][C]239600[/C][C]Trim Var.[/C][C]1289818307.97712[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5718431238.09048[/C][C]Range[/C][C]246827[/C][C]Trim Var.[/C][C]3539731654.76471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]70856115275.4242[/C][C]Range[/C][C]839292[/C][C]Trim Var.[/C][C]47341253719.3778[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7838526097.07273[/C][C]Range[/C][C]235544[/C][C]Trim Var.[/C][C]5911126816.36111[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]12064748063.6556[/C][C]Range[/C][C]348992[/C][C]Trim Var.[/C][C]6684961214.69643[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]18055429274.8611[/C][C]Range[/C][C]428180[/C][C]Trim Var.[/C][C]8327058476.61905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2581&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2581&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)	16353240831.7230	Range	517050	Trim Var.	10196953051.8548
V(Y[t],d=1,D=0)	1501719652.30252	Range	149736	Trim Var.	1064631372.96989
V(Y[t],d=2,D=0)	1329295396.09269	Range	177981	Trim Var.	687120777.964368
V(Y[t],d=3,D=0)	2949002024.63258	Range	284718	Trim Var.	1463625214.49507
V(Y[t],d=0,D=1)	35433111694.3406	Range	639132	Trim Var.	22319718325.7342
V(Y[t],d=1,D=1)	3559955887.05534	Range	195030	Trim Var.	2179768965.26316
V(Y[t],d=2,D=1)	3133173083.11905	Range	239600	Trim Var.	1289818307.97712
V(Y[t],d=3,D=1)	5718431238.09048	Range	246827	Trim Var.	3539731654.76471
V(Y[t],d=0,D=2)	70856115275.4242	Range	839292	Trim Var.	47341253719.3778
V(Y[t],d=1,D=2)	7838526097.07273	Range	235544	Trim Var.	5911126816.36111
V(Y[t],d=2,D=2)	12064748063.6556	Range	348992	Trim Var.	6684961214.69643
V(Y[t],d=3,D=2)	18055429274.8611	Range	428180	Trim Var.	8327058476.61905

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 12 ;

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

par1 <- as.numeric(par1)
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')

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