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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

Fri, 03 Dec 2010 15:03:54 +0000

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/2010/Dec/03/t1291388518e16m0tmbyk7y1x3.htm/, Retrieved Tue, 07 May 2024 05:52:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104853, Retrieved Tue, 07 May 2024 05:52:54 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

153

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

-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
-   PD    [Variance Reduction Matrix] [VRM ] [2010-12-03 15:03:54] [18ef3d986e8801a4b28404e69e5bf56b] [Current]
-    D      [Variance Reduction Matrix] [VRM - Niet werken...] [2010-12-10 08:40:14] [aeb27d5c05332f2e597ad139ee63fbe4] 

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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=104853&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=104853&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104853&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)	72127962.2500485	Range	30766	Trim Var.	55015421.9062422
V(Y[t],d=1,D=0)	5217912.50693069	Range	12041	Trim Var.	3101474.81281920
V(Y[t],d=2,D=0)	8272472.24888889	Range	19891	Trim Var.	4845216.93146067
V(Y[t],d=3,D=0)	24740118.8480726	Range	34502	Trim Var.	12727961.7313585
V(Y[t],d=0,D=1)	31291784.1923845	Range	26123	Trim Var.	18353859.0808544
V(Y[t],d=1,D=1)	5492535.39913177	Range	12798	Trim Var.	2864720.85102240
V(Y[t],d=2,D=1)	13452420.6833856	Range	22194	Trim Var.	6647349.13569764
V(Y[t],d=3,D=1)	44899615.8286554	Range	39273	Trim Var.	22320110.3957621
V(Y[t],d=0,D=2)	57408976.3976024	Range	33051	Trim Var.	38202381.9345756
V(Y[t],d=1,D=2)	16297488.9039645	Range	22110	Trim Var.	8626130.6653879
V(Y[t],d=2,D=2)	42226436.6322807	Range	39273	Trim Var.	22699137.0219491
V(Y[t],d=3,D=2)	142298825.997117	Range	68223	Trim Var.	73310567.2971506

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 72127962.2500485 & Range & 30766 & Trim Var. & 55015421.9062422 \tabularnewline
V(Y[t],d=1,D=0) & 5217912.50693069 & Range & 12041 & Trim Var. & 3101474.81281920 \tabularnewline
V(Y[t],d=2,D=0) & 8272472.24888889 & Range & 19891 & Trim Var. & 4845216.93146067 \tabularnewline
V(Y[t],d=3,D=0) & 24740118.8480726 & Range & 34502 & Trim Var. & 12727961.7313585 \tabularnewline
V(Y[t],d=0,D=1) & 31291784.1923845 & Range & 26123 & Trim Var. & 18353859.0808544 \tabularnewline
V(Y[t],d=1,D=1) & 5492535.39913177 & Range & 12798 & Trim Var. & 2864720.85102240 \tabularnewline
V(Y[t],d=2,D=1) & 13452420.6833856 & Range & 22194 & Trim Var. & 6647349.13569764 \tabularnewline
V(Y[t],d=3,D=1) & 44899615.8286554 & Range & 39273 & Trim Var. & 22320110.3957621 \tabularnewline
V(Y[t],d=0,D=2) & 57408976.3976024 & Range & 33051 & Trim Var. & 38202381.9345756 \tabularnewline
V(Y[t],d=1,D=2) & 16297488.9039645 & Range & 22110 & Trim Var. & 8626130.6653879 \tabularnewline
V(Y[t],d=2,D=2) & 42226436.6322807 & Range & 39273 & Trim Var. & 22699137.0219491 \tabularnewline
V(Y[t],d=3,D=2) & 142298825.997117 & Range & 68223 & Trim Var. & 73310567.2971506 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104853&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]72127962.2500485[/C][C]Range[/C][C]30766[/C][C]Trim Var.[/C][C]55015421.9062422[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5217912.50693069[/C][C]Range[/C][C]12041[/C][C]Trim Var.[/C][C]3101474.81281920[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]8272472.24888889[/C][C]Range[/C][C]19891[/C][C]Trim Var.[/C][C]4845216.93146067[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]24740118.8480726[/C][C]Range[/C][C]34502[/C][C]Trim Var.[/C][C]12727961.7313585[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]31291784.1923845[/C][C]Range[/C][C]26123[/C][C]Trim Var.[/C][C]18353859.0808544[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5492535.39913177[/C][C]Range[/C][C]12798[/C][C]Trim Var.[/C][C]2864720.85102240[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]13452420.6833856[/C][C]Range[/C][C]22194[/C][C]Trim Var.[/C][C]6647349.13569764[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]44899615.8286554[/C][C]Range[/C][C]39273[/C][C]Trim Var.[/C][C]22320110.3957621[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]57408976.3976024[/C][C]Range[/C][C]33051[/C][C]Trim Var.[/C][C]38202381.9345756[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]16297488.9039645[/C][C]Range[/C][C]22110[/C][C]Trim Var.[/C][C]8626130.6653879[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]42226436.6322807[/C][C]Range[/C][C]39273[/C][C]Trim Var.[/C][C]22699137.0219491[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]142298825.997117[/C][C]Range[/C][C]68223[/C][C]Trim Var.[/C][C]73310567.2971506[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104853&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104853&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)	72127962.2500485	Range	30766	Trim Var.	55015421.9062422
V(Y[t],d=1,D=0)	5217912.50693069	Range	12041	Trim Var.	3101474.81281920
V(Y[t],d=2,D=0)	8272472.24888889	Range	19891	Trim Var.	4845216.93146067
V(Y[t],d=3,D=0)	24740118.8480726	Range	34502	Trim Var.	12727961.7313585
V(Y[t],d=0,D=1)	31291784.1923845	Range	26123	Trim Var.	18353859.0808544
V(Y[t],d=1,D=1)	5492535.39913177	Range	12798	Trim Var.	2864720.85102240
V(Y[t],d=2,D=1)	13452420.6833856	Range	22194	Trim Var.	6647349.13569764
V(Y[t],d=3,D=1)	44899615.8286554	Range	39273	Trim Var.	22320110.3957621
V(Y[t],d=0,D=2)	57408976.3976024	Range	33051	Trim Var.	38202381.9345756
V(Y[t],d=1,D=2)	16297488.9039645	Range	22110	Trim Var.	8626130.6653879
V(Y[t],d=2,D=2)	42226436.6322807	Range	39273	Trim Var.	22699137.0219491
V(Y[t],d=3,D=2)	142298825.997117	Range	68223	Trim Var.	73310567.2971506

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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