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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sun, 05 Dec 2010 14:01:21 +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/05/t1291557578qloue7l2wpq8fvw.htm/, Retrieved Wed, 01 May 2024 16:39:05 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105403, Retrieved Wed, 01 May 2024 16:39:05 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

216

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] [WS9 - Variance Re...] [2010-12-04 11:04:59] [8ef49741e164ec6343c90c7935194465]
-   P       [Variance Reduction Matrix] [WS 9 VRM] [2010-12-05 14:01:21] [b47314d83d48c7bf812ec2bcd743b159] [Current]
-    D        [Variance Reduction Matrix] [paper VRM ] [2010-12-10 10:35:54] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D          [Variance Reduction Matrix] [vrm] [2010-12-20 19:36:17] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD            [Variance Reduction Matrix] [vrm laaggeschoolden] [2010-12-21 19:19:07] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD              [Variance Reduction Matrix] [vrm middengeschoo...] [2010-12-22 14:11:28] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                [Variance Reduction Matrix] [vrm hooggeschoolden] [2010-12-22 14:16:32] [8214fe6d084e5ad7598b249a26cc9f06] 
- RMPD        [(Partial) Autocorrelation Function] [paper ACF] [2010-12-10 10:47:04] [8214fe6d084e5ad7598b249a26cc9f06] 
-   P           [(Partial) Autocorrelation Function] [paper acf met D=1] [2010-12-10 11:19:24] [8214fe6d084e5ad7598b249a26cc9f06] 
- RMP             [Spectral Analysis] [paper - cum perio...] [2010-12-10 11:22:34] [8214fe6d084e5ad7598b249a26cc9f06] 
-   P               [Spectral Analysis] [paper - cum perio...] [2010-12-10 11:27:22] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD                [Spectral Analysis] [cum periodogram 2 ] [2010-12-20 20:28:39] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                  [Spectral Analysis] [cum per 2  paper] [2010-12-22 13:46:56] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD                    [Spectral Analysis] [cum per 1 middeng...] [2010-12-22 19:06:59] [8214fe6d084e5ad7598b249a26cc9f06] 
-   P                       [Spectral Analysis] [cum per 2 middeng...] [2010-12-22 19:08:52] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD                        [Spectral Analysis] [cum per 1 hoogges...] [2010-12-22 19:10:38] [8214fe6d084e5ad7598b249a26cc9f06] 
-   P                           [Spectral Analysis] [cum per 2 hoogges...] [2010-12-22 19:12:39] [8214fe6d084e5ad7598b249a26cc9f06] 
- RMPD                            [Standard Deviation-Mean Plot] [sdmp laaggeschoolden] [2010-12-22 19:15:16] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                              [Standard Deviation-Mean Plot] [sdmp middengescho...] [2010-12-22 19:17:33] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                                [Standard Deviation-Mean Plot] [sdmp hooggeschoolden] [2010-12-22 19:20:25] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                                [Standard Deviation-Mean Plot] [sdmp hooggeschoolden] [2010-12-22 19:20:25] [8214fe6d084e5ad7598b249a26cc9f06] 
- RMPD                                [ARIMA Backward Selection] [arima backward se...] [2010-12-22 19:29:00] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD                                  [ARIMA Backward Selection] [arima backward se...] [2010-12-22 19:34:28] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                                    [ARIMA Backward Selection] [arima backward se...] [2010-12-22 22:09:56] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D              [Spectral Analysis] [cum periodogram] [2010-12-20 20:25:35] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD                [Spectral Analysis] [cum periodogram l...] [2010-12-21 19:30:31] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD            [(Partial) Autocorrelation Function] [acf 2] [2010-12-20 19:51:16] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD              [(Partial) Autocorrelation Function] [acf 2 laaggeschoo...] [2010-12-21 19:26:54] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D          [(Partial) Autocorrelation Function] [acf] [2010-12-20 19:45:58] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD            [(Partial) Autocorrelation Function] [acf laaggeschoolden] [2010-12-21 19:24:27] [8214fe6d084e5ad7598b249a26cc9f06] 
-   PD              [(Partial) Autocorrelation Function] [acf 1 middengesch...] [2010-12-22 14:24:40] [8214fe6d084e5ad7598b249a26cc9f06] 
-    D                [(Partial) Autocorrelation Function] [acf 1 hooggeschoo...] [2010-12-22 14:27:57] [8214fe6d084e5ad7598b249a26cc9f06] 
-   P                   [(Partial) Autocorrelation Function] [acf 2 hooggeschoo...] [2010-12-22 14:30:09] [8214fe6d084e5ad7598b249a26cc9f06] 
-                     [(Partial) Autocorrelation Function] [acf 2 middengesch...] [2010-12-22 14:31:49] [8214fe6d084e5ad7598b249a26cc9f06] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105403&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105403&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105403&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	4526.80724799499	Range	282.05	Trim Var.	2915.00599631373
V(Y[t],d=1,D=0)	605.984054415585	Range	144.3	Trim Var.	259.853486693878
V(Y[t],d=2,D=0)	913.676198518519	Range	154.62	Trim Var.	517.760362755102
V(Y[t],d=3,D=0)	2430.14252103424	Range	242.22	Trim Var.	1327.64655301419
V(Y[t],d=0,D=1)	12112.1284104040	Range	449.36	Trim Var.	7603.30561470985
V(Y[t],d=1,D=1)	1655.96084164905	Range	180.58	Trim Var.	944.142155334282
V(Y[t],d=2,D=1)	2212.92596611296	Range	180.71	Trim Var.	1373.86430840841
V(Y[t],d=3,D=1)	5845.37992154472	Range	310.08	Trim Var.	3647.69372920635
V(Y[t],d=0,D=2)	38701.8114422349	Range	665.32	Trim Var.	28158.3905492611
V(Y[t],d=1,D=2)	5597.94625766129	Range	318.02	Trim Var.	3354.57002473545
V(Y[t],d=2,D=2)	7364.49996451613	Range	311.33	Trim Var.	5527.95891566952
V(Y[t],d=3,D=2)	19397.7215558621	Range	477.98	Trim Var.	13606.0967433846

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4526.80724799499 & Range & 282.05 & Trim Var. & 2915.00599631373 \tabularnewline
V(Y[t],d=1,D=0) & 605.984054415585 & Range & 144.3 & Trim Var. & 259.853486693878 \tabularnewline
V(Y[t],d=2,D=0) & 913.676198518519 & Range & 154.62 & Trim Var. & 517.760362755102 \tabularnewline
V(Y[t],d=3,D=0) & 2430.14252103424 & Range & 242.22 & Trim Var. & 1327.64655301419 \tabularnewline
V(Y[t],d=0,D=1) & 12112.1284104040 & Range & 449.36 & Trim Var. & 7603.30561470985 \tabularnewline
V(Y[t],d=1,D=1) & 1655.96084164905 & Range & 180.58 & Trim Var. & 944.142155334282 \tabularnewline
V(Y[t],d=2,D=1) & 2212.92596611296 & Range & 180.71 & Trim Var. & 1373.86430840841 \tabularnewline
V(Y[t],d=3,D=1) & 5845.37992154472 & Range & 310.08 & Trim Var. & 3647.69372920635 \tabularnewline
V(Y[t],d=0,D=2) & 38701.8114422349 & Range & 665.32 & Trim Var. & 28158.3905492611 \tabularnewline
V(Y[t],d=1,D=2) & 5597.94625766129 & Range & 318.02 & Trim Var. & 3354.57002473545 \tabularnewline
V(Y[t],d=2,D=2) & 7364.49996451613 & Range & 311.33 & Trim Var. & 5527.95891566952 \tabularnewline
V(Y[t],d=3,D=2) & 19397.7215558621 & Range & 477.98 & Trim Var. & 13606.0967433846 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105403&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4526.80724799499[/C][C]Range[/C][C]282.05[/C][C]Trim Var.[/C][C]2915.00599631373[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]605.984054415585[/C][C]Range[/C][C]144.3[/C][C]Trim Var.[/C][C]259.853486693878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]913.676198518519[/C][C]Range[/C][C]154.62[/C][C]Trim Var.[/C][C]517.760362755102[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2430.14252103424[/C][C]Range[/C][C]242.22[/C][C]Trim Var.[/C][C]1327.64655301419[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12112.1284104040[/C][C]Range[/C][C]449.36[/C][C]Trim Var.[/C][C]7603.30561470985[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1655.96084164905[/C][C]Range[/C][C]180.58[/C][C]Trim Var.[/C][C]944.142155334282[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2212.92596611296[/C][C]Range[/C][C]180.71[/C][C]Trim Var.[/C][C]1373.86430840841[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5845.37992154472[/C][C]Range[/C][C]310.08[/C][C]Trim Var.[/C][C]3647.69372920635[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]38701.8114422349[/C][C]Range[/C][C]665.32[/C][C]Trim Var.[/C][C]28158.3905492611[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5597.94625766129[/C][C]Range[/C][C]318.02[/C][C]Trim Var.[/C][C]3354.57002473545[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]7364.49996451613[/C][C]Range[/C][C]311.33[/C][C]Trim Var.[/C][C]5527.95891566952[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]19397.7215558621[/C][C]Range[/C][C]477.98[/C][C]Trim Var.[/C][C]13606.0967433846[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105403&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105403&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)	4526.80724799499	Range	282.05	Trim Var.	2915.00599631373
V(Y[t],d=1,D=0)	605.984054415585	Range	144.3	Trim Var.	259.853486693878
V(Y[t],d=2,D=0)	913.676198518519	Range	154.62	Trim Var.	517.760362755102
V(Y[t],d=3,D=0)	2430.14252103424	Range	242.22	Trim Var.	1327.64655301419
V(Y[t],d=0,D=1)	12112.1284104040	Range	449.36	Trim Var.	7603.30561470985
V(Y[t],d=1,D=1)	1655.96084164905	Range	180.58	Trim Var.	944.142155334282
V(Y[t],d=2,D=1)	2212.92596611296	Range	180.71	Trim Var.	1373.86430840841
V(Y[t],d=3,D=1)	5845.37992154472	Range	310.08	Trim Var.	3647.69372920635
V(Y[t],d=0,D=2)	38701.8114422349	Range	665.32	Trim Var.	28158.3905492611
V(Y[t],d=1,D=2)	5597.94625766129	Range	318.02	Trim Var.	3354.57002473545
V(Y[t],d=2,D=2)	7364.49996451613	Range	311.33	Trim Var.	5527.95891566952
V(Y[t],d=3,D=2)	19397.7215558621	Range	477.98	Trim Var.	13606.0967433846

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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