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Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sun, 30 Nov 2008 04:22:57 -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/30/t1228044215tvvryjy70q0rkyr.htm/, Retrieved Sun, 19 May 2024 12:38:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26447, Retrieved Sun, 19 May 2024 12:38:06 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

208

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

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RMPD  [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:10:39] [57fa5e3679c393aa19449b2f1be9928b]
-   P     [Standard Deviation-Mean Plot] [Q5] [2008-11-29 20:18:39] [57fa5e3679c393aa19449b2f1be9928b]
- RM        [Variance Reduction Matrix] [Q6 Variance] [2008-11-29 20:25:29] [57fa5e3679c393aa19449b2f1be9928b]
- RM          [(Partial) Autocorrelation Function] [Q6 ACF] [2008-11-29 20:35:57] [57fa5e3679c393aa19449b2f1be9928b]
-               [(Partial) Autocorrelation Function] [Q6 aangepaste ACF] [2008-11-29 20:44:03] [57fa5e3679c393aa19449b2f1be9928b]
- RM D            [Cross Correlation Function] [Q7] [2008-11-29 20:55:14] [57fa5e3679c393aa19449b2f1be9928b]
F RM D              [Standard Deviation-Mean Plot] [Q8 Mean plot insc...] [2008-11-29 21:03:17] [57fa5e3679c393aa19449b2f1be9928b]
-    D                [Standard Deviation-Mean Plot] [Q8 Mean plot bouw...] [2008-11-29 21:08:55] [57fa5e3679c393aa19449b2f1be9928b]
- RM                    [Variance Reduction Matrix] [Q8 VRM Bouwvergun...] [2008-11-29 21:11:38] [57fa5e3679c393aa19449b2f1be9928b]
-                         [Variance Reduction Matrix] [] [2008-11-30 11:21:50] [ffbe22449df335faef31f462015daa42]
-                             [Variance Reduction Matrix] [] [2008-11-30 11:22:57] [3762bf489501725951ad2579179cae2a] [Current]

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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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26447&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26447&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26447&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	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	115075.598591549	Range	1869	Trim Var.	68204.8253968254
V(Y[t],d=1,D=0)	134269.517102616	Range	1544	Trim Var.	87442.2309267793
V(Y[t],d=2,D=0)	406570.211387164	Range	2851	Trim Var.	260297.612903226
V(Y[t],d=3,D=0)	1333308.32992327	Range	4693	Trim Var.	808364.68579235
V(Y[t],d=0,D=1)	148816.705084746	Range	2268	Trim Var.	84306.9923130678
V(Y[t],d=1,D=1)	183278.285797779	Range	1861	Trim Var.	122082.715529753
V(Y[t],d=2,D=1)	575229.413490623	Range	3018	Trim Var.	408898.701357466
V(Y[t],d=3,D=1)	2023415.10588972	Range	5529	Trim Var.	1473066.65490196
V(Y[t],d=0,D=2)	416805.669769504	Range	3549	Trim Var.	201162.887921022
V(Y[t],d=1,D=2)	527362.52173913	Range	3083	Trim Var.	330121.702439024
V(Y[t],d=2,D=2)	1568338.39806763	Range	5143	Trim Var.	1022285.71217949
V(Y[t],d=3,D=2)	5439359.2	Range	9201	Trim Var.	3633620.15519568

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 115075.598591549 & Range & 1869 & Trim Var. & 68204.8253968254 \tabularnewline
V(Y[t],d=1,D=0) & 134269.517102616 & Range & 1544 & Trim Var. & 87442.2309267793 \tabularnewline
V(Y[t],d=2,D=0) & 406570.211387164 & Range & 2851 & Trim Var. & 260297.612903226 \tabularnewline
V(Y[t],d=3,D=0) & 1333308.32992327 & Range & 4693 & Trim Var. & 808364.68579235 \tabularnewline
V(Y[t],d=0,D=1) & 148816.705084746 & Range & 2268 & Trim Var. & 84306.9923130678 \tabularnewline
V(Y[t],d=1,D=1) & 183278.285797779 & Range & 1861 & Trim Var. & 122082.715529753 \tabularnewline
V(Y[t],d=2,D=1) & 575229.413490623 & Range & 3018 & Trim Var. & 408898.701357466 \tabularnewline
V(Y[t],d=3,D=1) & 2023415.10588972 & Range & 5529 & Trim Var. & 1473066.65490196 \tabularnewline
V(Y[t],d=0,D=2) & 416805.669769504 & Range & 3549 & Trim Var. & 201162.887921022 \tabularnewline
V(Y[t],d=1,D=2) & 527362.52173913 & Range & 3083 & Trim Var. & 330121.702439024 \tabularnewline
V(Y[t],d=2,D=2) & 1568338.39806763 & Range & 5143 & Trim Var. & 1022285.71217949 \tabularnewline
V(Y[t],d=3,D=2) & 5439359.2 & Range & 9201 & Trim Var. & 3633620.15519568 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26447&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]115075.598591549[/C][C]Range[/C][C]1869[/C][C]Trim Var.[/C][C]68204.8253968254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]134269.517102616[/C][C]Range[/C][C]1544[/C][C]Trim Var.[/C][C]87442.2309267793[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]406570.211387164[/C][C]Range[/C][C]2851[/C][C]Trim Var.[/C][C]260297.612903226[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1333308.32992327[/C][C]Range[/C][C]4693[/C][C]Trim Var.[/C][C]808364.68579235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]148816.705084746[/C][C]Range[/C][C]2268[/C][C]Trim Var.[/C][C]84306.9923130678[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]183278.285797779[/C][C]Range[/C][C]1861[/C][C]Trim Var.[/C][C]122082.715529753[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]575229.413490623[/C][C]Range[/C][C]3018[/C][C]Trim Var.[/C][C]408898.701357466[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2023415.10588972[/C][C]Range[/C][C]5529[/C][C]Trim Var.[/C][C]1473066.65490196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]416805.669769504[/C][C]Range[/C][C]3549[/C][C]Trim Var.[/C][C]201162.887921022[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]527362.52173913[/C][C]Range[/C][C]3083[/C][C]Trim Var.[/C][C]330121.702439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1568338.39806763[/C][C]Range[/C][C]5143[/C][C]Trim Var.[/C][C]1022285.71217949[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5439359.2[/C][C]Range[/C][C]9201[/C][C]Trim Var.[/C][C]3633620.15519568[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26447&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26447&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)	115075.598591549	Range	1869	Trim Var.	68204.8253968254
V(Y[t],d=1,D=0)	134269.517102616	Range	1544	Trim Var.	87442.2309267793
V(Y[t],d=2,D=0)	406570.211387164	Range	2851	Trim Var.	260297.612903226
V(Y[t],d=3,D=0)	1333308.32992327	Range	4693	Trim Var.	808364.68579235
V(Y[t],d=0,D=1)	148816.705084746	Range	2268	Trim Var.	84306.9923130678
V(Y[t],d=1,D=1)	183278.285797779	Range	1861	Trim Var.	122082.715529753
V(Y[t],d=2,D=1)	575229.413490623	Range	3018	Trim Var.	408898.701357466
V(Y[t],d=3,D=1)	2023415.10588972	Range	5529	Trim Var.	1473066.65490196
V(Y[t],d=0,D=2)	416805.669769504	Range	3549	Trim Var.	201162.887921022
V(Y[t],d=1,D=2)	527362.52173913	Range	3083	Trim Var.	330121.702439024
V(Y[t],d=2,D=2)	1568338.39806763	Range	5143	Trim Var.	1022285.71217949
V(Y[t],d=3,D=2)	5439359.2	Range	9201	Trim Var.	3633620.15519568

Parameters (Session):

par1 = 12 ;

Parameters (R input):

par1 = 12 ; par2 = ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

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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