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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

Wed, 26 Nov 2008 12:45:09 -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/2008/Nov/26/t1227728749rz71tmqufmxoo13.htm/, Retrieved Sun, 19 May 2024 05:55:36 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=25710, Retrieved Sun, 19 May 2024 05:55:36 +0000

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Original text written by user:

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No (this computation is public)

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Estimated Impact

136

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

F       [Variance Reduction Matrix] [Q8 2] [2008-11-26 19:45:09] [fb0ffb935e9c1a725d69519be28b148f] [Current]

Feedback Forum

2008-12-08 20:18:21 [Michaël De Kuyer] [reply] 
Het is heel opvallend dat je voor uw beide tijdreeksen net dezelfde VRM hebt. Desalniettemin kan ik dezelfde opmerking maken als bij de VRm. De laagste waarde vinden we bij een range 3005.

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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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25710&T=0

[TABLE]
[ROW][C]Summary of computational 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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25710&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25710&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	617025.091865358	Range	3322	Trim Var.	429922.809579783
V(Y[t],d=1,D=0)	476435.977544195	Range	3472	Trim Var.	272939.104938272
V(Y[t],d=2,D=0)	1441144.96043956	Range	5882	Trim Var.	886125.600308642
V(Y[t],d=3,D=0)	4756623.57852684	Range	10551	Trim Var.	2931759.9721519
V(Y[t],d=0,D=1)	466918.468827160	Range	3005	Trim Var.	275843.2
V(Y[t],d=1,D=1)	575098.86693038	Range	3265	Trim Var.	408928.211071987
V(Y[t],d=2,D=1)	1669890.86368062	Range	5151	Trim Var.	1151294.49134809
V(Y[t],d=3,D=1)	5390610.77072927	Range	9469	Trim Var.	3710391.42857143
V(Y[t],d=0,D=2)	1138973.31116795	Range	4851	Trim Var.	702163.342622951
V(Y[t],d=1,D=2)	1410396.89464443	Range	5375	Trim Var.	878435.745480226
V(Y[t],d=2,D=2)	3775379.51515152	Range	9134	Trim Var.	2387166.40035067
V(Y[t],d=3,D=2)	11595921.9655012	Range	16804	Trim Var.	6546004.80490018

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 617025.091865358 & Range & 3322 & Trim Var. & 429922.809579783 \tabularnewline
V(Y[t],d=1,D=0) & 476435.977544195 & Range & 3472 & Trim Var. & 272939.104938272 \tabularnewline
V(Y[t],d=2,D=0) & 1441144.96043956 & Range & 5882 & Trim Var. & 886125.600308642 \tabularnewline
V(Y[t],d=3,D=0) & 4756623.57852684 & Range & 10551 & Trim Var. & 2931759.9721519 \tabularnewline
V(Y[t],d=0,D=1) & 466918.468827160 & Range & 3005 & Trim Var. & 275843.2 \tabularnewline
V(Y[t],d=1,D=1) & 575098.86693038 & Range & 3265 & Trim Var. & 408928.211071987 \tabularnewline
V(Y[t],d=2,D=1) & 1669890.86368062 & Range & 5151 & Trim Var. & 1151294.49134809 \tabularnewline
V(Y[t],d=3,D=1) & 5390610.77072927 & Range & 9469 & Trim Var. & 3710391.42857143 \tabularnewline
V(Y[t],d=0,D=2) & 1138973.31116795 & Range & 4851 & Trim Var. & 702163.342622951 \tabularnewline
V(Y[t],d=1,D=2) & 1410396.89464443 & Range & 5375 & Trim Var. & 878435.745480226 \tabularnewline
V(Y[t],d=2,D=2) & 3775379.51515152 & Range & 9134 & Trim Var. & 2387166.40035067 \tabularnewline
V(Y[t],d=3,D=2) & 11595921.9655012 & Range & 16804 & Trim Var. & 6546004.80490018 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=25710&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]617025.091865358[/C][C]Range[/C][C]3322[/C][C]Trim Var.[/C][C]429922.809579783[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]476435.977544195[/C][C]Range[/C][C]3472[/C][C]Trim Var.[/C][C]272939.104938272[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1441144.96043956[/C][C]Range[/C][C]5882[/C][C]Trim Var.[/C][C]886125.600308642[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4756623.57852684[/C][C]Range[/C][C]10551[/C][C]Trim Var.[/C][C]2931759.9721519[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]466918.468827160[/C][C]Range[/C][C]3005[/C][C]Trim Var.[/C][C]275843.2[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]575098.86693038[/C][C]Range[/C][C]3265[/C][C]Trim Var.[/C][C]408928.211071987[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1669890.86368062[/C][C]Range[/C][C]5151[/C][C]Trim Var.[/C][C]1151294.49134809[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5390610.77072927[/C][C]Range[/C][C]9469[/C][C]Trim Var.[/C][C]3710391.42857143[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1138973.31116795[/C][C]Range[/C][C]4851[/C][C]Trim Var.[/C][C]702163.342622951[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1410396.89464443[/C][C]Range[/C][C]5375[/C][C]Trim Var.[/C][C]878435.745480226[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3775379.51515152[/C][C]Range[/C][C]9134[/C][C]Trim Var.[/C][C]2387166.40035067[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11595921.9655012[/C][C]Range[/C][C]16804[/C][C]Trim Var.[/C][C]6546004.80490018[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=25710&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=25710&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)	617025.091865358	Range	3322	Trim Var.	429922.809579783
V(Y[t],d=1,D=0)	476435.977544195	Range	3472	Trim Var.	272939.104938272
V(Y[t],d=2,D=0)	1441144.96043956	Range	5882	Trim Var.	886125.600308642
V(Y[t],d=3,D=0)	4756623.57852684	Range	10551	Trim Var.	2931759.9721519
V(Y[t],d=0,D=1)	466918.468827160	Range	3005	Trim Var.	275843.2
V(Y[t],d=1,D=1)	575098.86693038	Range	3265	Trim Var.	408928.211071987
V(Y[t],d=2,D=1)	1669890.86368062	Range	5151	Trim Var.	1151294.49134809
V(Y[t],d=3,D=1)	5390610.77072927	Range	9469	Trim Var.	3710391.42857143
V(Y[t],d=0,D=2)	1138973.31116795	Range	4851	Trim Var.	702163.342622951
V(Y[t],d=1,D=2)	1410396.89464443	Range	5375	Trim Var.	878435.745480226
V(Y[t],d=2,D=2)	3775379.51515152	Range	9134	Trim Var.	2387166.40035067
V(Y[t],d=3,D=2)	11595921.9655012	Range	16804	Trim Var.	6546004.80490018

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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