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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

Tue, 07 Dec 2010 09:06:27 +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/07/t129171266669js4opa8aobfj3.htm/, Retrieved Fri, 03 May 2024 19:04:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106041, Retrieved Fri, 03 May 2024 19:04:31 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

140

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Spectral Analysis] [Unemployment] [2010-11-29 09:21:38] [b98453cac15ba1066b407e146608df68]
- RMPD      [Variance Reduction Matrix] [WS9 VRM] [2010-12-07 09:06:27] [67e3c2d70de1dbb070b545ca6c893d5e] [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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106041&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106041&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106041&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	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1569.54268970579	Range	159.527	Trim Var.	1105.97870690377
V(Y[t],d=1,D=0)	345.569813399598	Range	88.991	Trim Var.	169.379931410138
V(Y[t],d=2,D=0)	511.632707267909	Range	116.547	Trim Var.	262.276666416975
V(Y[t],d=3,D=0)	1184.90066865644	Range	183.118	Trim Var.	527.006622460655
V(Y[t],d=0,D=1)	1551.30653026525	Range	141.263	Trim Var.	1218.28002612334
V(Y[t],d=1,D=1)	67.0912725973115	Range	37.6400000000000	Trim Var.	39.2651766676343
V(Y[t],d=2,D=1)	116.864243512704	Range	61.2450000000001	Trim Var.	56.2391468186272
V(Y[t],d=3,D=1)	372.019236797619	Range	107.877000000000	Trim Var.	191.095502492548
V(Y[t],d=0,D=2)	2715.47229487766	Range	174.115	Trim Var.	2127.10333944077
V(Y[t],d=1,D=2)	151.814537844589	Range	51.545	Trim Var.	85.5016617304881
V(Y[t],d=2,D=2)	340.609574127537	Range	94.7980000000003	Trim Var.	170.980438387179
V(Y[t],d=3,D=2)	1112.92479043132	Range	137.188000000001	Trim Var.	587.596472523614

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1569.54268970579 & Range & 159.527 & Trim Var. & 1105.97870690377 \tabularnewline
V(Y[t],d=1,D=0) & 345.569813399598 & Range & 88.991 & Trim Var. & 169.379931410138 \tabularnewline
V(Y[t],d=2,D=0) & 511.632707267909 & Range & 116.547 & Trim Var. & 262.276666416975 \tabularnewline
V(Y[t],d=3,D=0) & 1184.90066865644 & Range & 183.118 & Trim Var. & 527.006622460655 \tabularnewline
V(Y[t],d=0,D=1) & 1551.30653026525 & Range & 141.263 & Trim Var. & 1218.28002612334 \tabularnewline
V(Y[t],d=1,D=1) & 67.0912725973115 & Range & 37.6400000000000 & Trim Var. & 39.2651766676343 \tabularnewline
V(Y[t],d=2,D=1) & 116.864243512704 & Range & 61.2450000000001 & Trim Var. & 56.2391468186272 \tabularnewline
V(Y[t],d=3,D=1) & 372.019236797619 & Range & 107.877000000000 & Trim Var. & 191.095502492548 \tabularnewline
V(Y[t],d=0,D=2) & 2715.47229487766 & Range & 174.115 & Trim Var. & 2127.10333944077 \tabularnewline
V(Y[t],d=1,D=2) & 151.814537844589 & Range & 51.545 & Trim Var. & 85.5016617304881 \tabularnewline
V(Y[t],d=2,D=2) & 340.609574127537 & Range & 94.7980000000003 & Trim Var. & 170.980438387179 \tabularnewline
V(Y[t],d=3,D=2) & 1112.92479043132 & Range & 137.188000000001 & Trim Var. & 587.596472523614 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106041&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1569.54268970579[/C][C]Range[/C][C]159.527[/C][C]Trim Var.[/C][C]1105.97870690377[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]345.569813399598[/C][C]Range[/C][C]88.991[/C][C]Trim Var.[/C][C]169.379931410138[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]511.632707267909[/C][C]Range[/C][C]116.547[/C][C]Trim Var.[/C][C]262.276666416975[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1184.90066865644[/C][C]Range[/C][C]183.118[/C][C]Trim Var.[/C][C]527.006622460655[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1551.30653026525[/C][C]Range[/C][C]141.263[/C][C]Trim Var.[/C][C]1218.28002612334[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]67.0912725973115[/C][C]Range[/C][C]37.6400000000000[/C][C]Trim Var.[/C][C]39.2651766676343[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]116.864243512704[/C][C]Range[/C][C]61.2450000000001[/C][C]Trim Var.[/C][C]56.2391468186272[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]372.019236797619[/C][C]Range[/C][C]107.877000000000[/C][C]Trim Var.[/C][C]191.095502492548[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2715.47229487766[/C][C]Range[/C][C]174.115[/C][C]Trim Var.[/C][C]2127.10333944077[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]151.814537844589[/C][C]Range[/C][C]51.545[/C][C]Trim Var.[/C][C]85.5016617304881[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]340.609574127537[/C][C]Range[/C][C]94.7980000000003[/C][C]Trim Var.[/C][C]170.980438387179[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1112.92479043132[/C][C]Range[/C][C]137.188000000001[/C][C]Trim Var.[/C][C]587.596472523614[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106041&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106041&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)	1569.54268970579	Range	159.527	Trim Var.	1105.97870690377
V(Y[t],d=1,D=0)	345.569813399598	Range	88.991	Trim Var.	169.379931410138
V(Y[t],d=2,D=0)	511.632707267909	Range	116.547	Trim Var.	262.276666416975
V(Y[t],d=3,D=0)	1184.90066865644	Range	183.118	Trim Var.	527.006622460655
V(Y[t],d=0,D=1)	1551.30653026525	Range	141.263	Trim Var.	1218.28002612334
V(Y[t],d=1,D=1)	67.0912725973115	Range	37.6400000000000	Trim Var.	39.2651766676343
V(Y[t],d=2,D=1)	116.864243512704	Range	61.2450000000001	Trim Var.	56.2391468186272
V(Y[t],d=3,D=1)	372.019236797619	Range	107.877000000000	Trim Var.	191.095502492548
V(Y[t],d=0,D=2)	2715.47229487766	Range	174.115	Trim Var.	2127.10333944077
V(Y[t],d=1,D=2)	151.814537844589	Range	51.545	Trim Var.	85.5016617304881
V(Y[t],d=2,D=2)	340.609574127537	Range	94.7980000000003	Trim Var.	170.980438387179
V(Y[t],d=3,D=2)	1112.92479043132	Range	137.188000000001	Trim Var.	587.596472523614

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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