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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationMon, 06 Dec 2010 20:17:16 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/06/t1291666522av82ud702bitp44.htm/, Retrieved Mon, 29 Apr 2024 05:47:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105860, Retrieved Mon, 29 Apr 2024 05:47:02 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact131
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 - Uitvoer] [2010-12-06 20:17:16] [85c2b01fe80f9fc86b9396d4d142e465] [Current]
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Dataseries X:
16198,9
16554,2
19554,2
15903,8
18003,8
18329,6
16260,7
14851,9
18174,1
18406,6
18466,5
16016,5
17428,5
17167,2
19630
17183,6
18344,7
19301,4
18147,5
16192,9
18374,4
20515,2
18957,2
16471,5
18746,8
19009,5
19211,2
20547,7
19325,8
20605,5
20056,9
16141,4
20359,8
19711,6
15638,6
14384,5
13855,6
14308,3
15290,6
14423,8
13779,7
15686,3
14733,8
12522,5
16189,4
16059,1
16007,1
15806,8
15160
15692,1
18908,9
16969,9
16997,5
19858,9
17681,2




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105860&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]0 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=105860&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105860&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)4076621.41534007Range8083Trim Var.2946115.57968537
V(Y[t],d=1,D=0)3873049.1304717Range8291.4Trim Var.2504511.48517287
V(Y[t],d=2,D=0)10364748.5549419Range14784.3Trim Var.6705927.85763182
V(Y[t],d=3,D=0)30957180.1352489Range25401.3Trim Var.19353480.8663816
V(Y[t],d=0,D=1)8185023.43535991Range10296.5Trim Var.5748193.46813814
V(Y[t],d=1,D=1)2591883.09804878Range6825.2Trim Var.1397061.84514286
V(Y[t],d=2,D=1)7185210.31402439Range12209.9Trim Var.4213571.0967563
V(Y[t],d=3,D=1)24023163.8002821Range21081.8Trim Var.15811316.0290159
V(Y[t],d=0,D=2)29279114.3033333Range18579.8Trim Var.22169052.7230199
V(Y[t],d=1,D=2)6941413.6096092Range12522.2Trim Var.3463746.93206154
V(Y[t],d=2,D=2)19176894.5068719Range17974.9Trim Var.11615207.6550667
V(Y[t],d=3,D=2)65481879.6158069Range30442.5Trim Var.42939730.0710145

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4076621.41534007 & Range & 8083 & Trim Var. & 2946115.57968537 \tabularnewline
V(Y[t],d=1,D=0) & 3873049.1304717 & Range & 8291.4 & Trim Var. & 2504511.48517287 \tabularnewline
V(Y[t],d=2,D=0) & 10364748.5549419 & Range & 14784.3 & Trim Var. & 6705927.85763182 \tabularnewline
V(Y[t],d=3,D=0) & 30957180.1352489 & Range & 25401.3 & Trim Var. & 19353480.8663816 \tabularnewline
V(Y[t],d=0,D=1) & 8185023.43535991 & Range & 10296.5 & Trim Var. & 5748193.46813814 \tabularnewline
V(Y[t],d=1,D=1) & 2591883.09804878 & Range & 6825.2 & Trim Var. & 1397061.84514286 \tabularnewline
V(Y[t],d=2,D=1) & 7185210.31402439 & Range & 12209.9 & Trim Var. & 4213571.0967563 \tabularnewline
V(Y[t],d=3,D=1) & 24023163.8002821 & Range & 21081.8 & Trim Var. & 15811316.0290159 \tabularnewline
V(Y[t],d=0,D=2) & 29279114.3033333 & Range & 18579.8 & Trim Var. & 22169052.7230199 \tabularnewline
V(Y[t],d=1,D=2) & 6941413.6096092 & Range & 12522.2 & Trim Var. & 3463746.93206154 \tabularnewline
V(Y[t],d=2,D=2) & 19176894.5068719 & Range & 17974.9 & Trim Var. & 11615207.6550667 \tabularnewline
V(Y[t],d=3,D=2) & 65481879.6158069 & Range & 30442.5 & Trim Var. & 42939730.0710145 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105860&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4076621.41534007[/C][C]Range[/C][C]8083[/C][C]Trim Var.[/C][C]2946115.57968537[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3873049.1304717[/C][C]Range[/C][C]8291.4[/C][C]Trim Var.[/C][C]2504511.48517287[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10364748.5549419[/C][C]Range[/C][C]14784.3[/C][C]Trim Var.[/C][C]6705927.85763182[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]30957180.1352489[/C][C]Range[/C][C]25401.3[/C][C]Trim Var.[/C][C]19353480.8663816[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8185023.43535991[/C][C]Range[/C][C]10296.5[/C][C]Trim Var.[/C][C]5748193.46813814[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2591883.09804878[/C][C]Range[/C][C]6825.2[/C][C]Trim Var.[/C][C]1397061.84514286[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7185210.31402439[/C][C]Range[/C][C]12209.9[/C][C]Trim Var.[/C][C]4213571.0967563[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]24023163.8002821[/C][C]Range[/C][C]21081.8[/C][C]Trim Var.[/C][C]15811316.0290159[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]29279114.3033333[/C][C]Range[/C][C]18579.8[/C][C]Trim Var.[/C][C]22169052.7230199[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6941413.6096092[/C][C]Range[/C][C]12522.2[/C][C]Trim Var.[/C][C]3463746.93206154[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19176894.5068719[/C][C]Range[/C][C]17974.9[/C][C]Trim Var.[/C][C]11615207.6550667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]65481879.6158069[/C][C]Range[/C][C]30442.5[/C][C]Trim Var.[/C][C]42939730.0710145[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105860&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105860&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)4076621.41534007Range8083Trim Var.2946115.57968537
V(Y[t],d=1,D=0)3873049.1304717Range8291.4Trim Var.2504511.48517287
V(Y[t],d=2,D=0)10364748.5549419Range14784.3Trim Var.6705927.85763182
V(Y[t],d=3,D=0)30957180.1352489Range25401.3Trim Var.19353480.8663816
V(Y[t],d=0,D=1)8185023.43535991Range10296.5Trim Var.5748193.46813814
V(Y[t],d=1,D=1)2591883.09804878Range6825.2Trim Var.1397061.84514286
V(Y[t],d=2,D=1)7185210.31402439Range12209.9Trim Var.4213571.0967563
V(Y[t],d=3,D=1)24023163.8002821Range21081.8Trim Var.15811316.0290159
V(Y[t],d=0,D=2)29279114.3033333Range18579.8Trim Var.22169052.7230199
V(Y[t],d=1,D=2)6941413.6096092Range12522.2Trim Var.3463746.93206154
V(Y[t],d=2,D=2)19176894.5068719Range17974.9Trim Var.11615207.6550667
V(Y[t],d=3,D=2)65481879.6158069Range30442.5Trim Var.42939730.0710145



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')