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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

Mon, 06 Dec 2010 22:22:59 +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/06/t1291674059bomlff9gqhaasiy.htm/, Retrieved Mon, 29 Apr 2024 06:57:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105952, Retrieved Mon, 29 Apr 2024 06:57:41 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

120

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 openstaande V...] [2010-12-06 22:22:59] [be034431ba35f7eb1ce695fc7ca4deb9] [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	2 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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105952&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105952&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105952&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	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	62941232.2308624	Range	30766	Trim Var.	47124864.1681159
V(Y[t],d=1,D=0)	4650807.65052904	Range	12041	Trim Var.	2842240.64710449
V(Y[t],d=2,D=0)	7072675.79965004	Range	19891	Trim Var.	3899087.08043616
V(Y[t],d=3,D=0)	20742686.5786032	Range	34502	Trim Var.	9919194.62162162
V(Y[t],d=0,D=1)	33599210.5447981	Range	26123	Trim Var.	23073837.5051282
V(Y[t],d=1,D=1)	4764640.23530735	Range	12798	Trim Var.	2472026.11165049
V(Y[t],d=2,D=1)	11368165.9424867	Range	22194	Trim Var.	5326501.49838188
V(Y[t],d=3,D=1)	37281280.5881851	Range	39273	Trim Var.	17466611.1583188
V(Y[t],d=0,D=2)	61441068.7826007	Range	44297	Trim Var.	31293033.0619448
V(Y[t],d=1,D=2)	13369986.8674384	Range	22110	Trim Var.	6366116.86048734
V(Y[t],d=2,D=2)	33839703.2695602	Range	39273	Trim Var.	16089562.1159951
V(Y[t],d=3,D=2)	113329751.279752	Range	68223	Trim Var.	49101914.5719101

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 62941232.2308624 & Range & 30766 & Trim Var. & 47124864.1681159 \tabularnewline
V(Y[t],d=1,D=0) & 4650807.65052904 & Range & 12041 & Trim Var. & 2842240.64710449 \tabularnewline
V(Y[t],d=2,D=0) & 7072675.79965004 & Range & 19891 & Trim Var. & 3899087.08043616 \tabularnewline
V(Y[t],d=3,D=0) & 20742686.5786032 & Range & 34502 & Trim Var. & 9919194.62162162 \tabularnewline
V(Y[t],d=0,D=1) & 33599210.5447981 & Range & 26123 & Trim Var. & 23073837.5051282 \tabularnewline
V(Y[t],d=1,D=1) & 4764640.23530735 & Range & 12798 & Trim Var. & 2472026.11165049 \tabularnewline
V(Y[t],d=2,D=1) & 11368165.9424867 & Range & 22194 & Trim Var. & 5326501.49838188 \tabularnewline
V(Y[t],d=3,D=1) & 37281280.5881851 & Range & 39273 & Trim Var. & 17466611.1583188 \tabularnewline
V(Y[t],d=0,D=2) & 61441068.7826007 & Range & 44297 & Trim Var. & 31293033.0619448 \tabularnewline
V(Y[t],d=1,D=2) & 13369986.8674384 & Range & 22110 & Trim Var. & 6366116.86048734 \tabularnewline
V(Y[t],d=2,D=2) & 33839703.2695602 & Range & 39273 & Trim Var. & 16089562.1159951 \tabularnewline
V(Y[t],d=3,D=2) & 113329751.279752 & Range & 68223 & Trim Var. & 49101914.5719101 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105952&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]62941232.2308624[/C][C]Range[/C][C]30766[/C][C]Trim Var.[/C][C]47124864.1681159[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4650807.65052904[/C][C]Range[/C][C]12041[/C][C]Trim Var.[/C][C]2842240.64710449[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7072675.79965004[/C][C]Range[/C][C]19891[/C][C]Trim Var.[/C][C]3899087.08043616[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]20742686.5786032[/C][C]Range[/C][C]34502[/C][C]Trim Var.[/C][C]9919194.62162162[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]33599210.5447981[/C][C]Range[/C][C]26123[/C][C]Trim Var.[/C][C]23073837.5051282[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]4764640.23530735[/C][C]Range[/C][C]12798[/C][C]Trim Var.[/C][C]2472026.11165049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]11368165.9424867[/C][C]Range[/C][C]22194[/C][C]Trim Var.[/C][C]5326501.49838188[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]37281280.5881851[/C][C]Range[/C][C]39273[/C][C]Trim Var.[/C][C]17466611.1583188[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]61441068.7826007[/C][C]Range[/C][C]44297[/C][C]Trim Var.[/C][C]31293033.0619448[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]13369986.8674384[/C][C]Range[/C][C]22110[/C][C]Trim Var.[/C][C]6366116.86048734[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]33839703.2695602[/C][C]Range[/C][C]39273[/C][C]Trim Var.[/C][C]16089562.1159951[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]113329751.279752[/C][C]Range[/C][C]68223[/C][C]Trim Var.[/C][C]49101914.5719101[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105952&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105952&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)	62941232.2308624	Range	30766	Trim Var.	47124864.1681159
V(Y[t],d=1,D=0)	4650807.65052904	Range	12041	Trim Var.	2842240.64710449
V(Y[t],d=2,D=0)	7072675.79965004	Range	19891	Trim Var.	3899087.08043616
V(Y[t],d=3,D=0)	20742686.5786032	Range	34502	Trim Var.	9919194.62162162
V(Y[t],d=0,D=1)	33599210.5447981	Range	26123	Trim Var.	23073837.5051282
V(Y[t],d=1,D=1)	4764640.23530735	Range	12798	Trim Var.	2472026.11165049
V(Y[t],d=2,D=1)	11368165.9424867	Range	22194	Trim Var.	5326501.49838188
V(Y[t],d=3,D=1)	37281280.5881851	Range	39273	Trim Var.	17466611.1583188
V(Y[t],d=0,D=2)	61441068.7826007	Range	44297	Trim Var.	31293033.0619448
V(Y[t],d=1,D=2)	13369986.8674384	Range	22110	Trim Var.	6366116.86048734
V(Y[t],d=2,D=2)	33839703.2695602	Range	39273	Trim Var.	16089562.1159951
V(Y[t],d=3,D=2)	113329751.279752	Range	68223	Trim Var.	49101914.5719101

Parameters (Session):

par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 2 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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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