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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 computationTue, 07 Dec 2010 14:21:04 +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/07/t1291731633ri16etxearaqxqp.htm/, Retrieved Sat, 04 May 2024 00:57:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=106344, Retrieved Sat, 04 May 2024 00:57:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134
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] [stationarity VRM] [2010-12-07 14:21:04] [8f110cf3e3846d42560df9b5835185a6] [Current]
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Dataseries X:
31806
34571
37121
40438
43635
48064
50846
53668
58465
58618
55826
60412
62714
63332
66050
62948
59535
57298
56599
57686
57472
60463
60784
63154
64042
65460
65268
65774
66028
67104
68102
69897
72185
73538
72325
74820
74813
74533
76916
80371
81261
81557
81446
81995
79948




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=106344&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=106344&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106344&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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)159805572.381818Range50189Trim Var.92283347.3252362
V(Y[t],d=1,D=0)3999434.07399577Range8210Trim Var.2211202.44736842
V(Y[t],d=2,D=0)5400362.18161683Range13198Trim Var.2330808.71021021
V(Y[t],d=3,D=0)15109652.7067364Range19985Trim Var.6956005.08253968
V(Y[t],d=0,D=1)3999434.07399577Range8210Trim Var.2211202.44736842
V(Y[t],d=1,D=1)5400362.18161683Range13198Trim Var.2330808.71021021
V(Y[t],d=2,D=1)15109652.7067364Range19985Trim Var.6956005.08253968
V(Y[t],d=3,D=1)48277629.5378049Range33414Trim Var.24721104.605042
V(Y[t],d=0,D=2)5400362.18161683Range13198Trim Var.2330808.71021021
V(Y[t],d=1,D=2)15109652.7067364Range19985Trim Var.6956005.08253968
V(Y[t],d=2,D=2)48277629.5378049Range33414Trim Var.24721104.605042
V(Y[t],d=3,D=2)163090618.694872Range58856Trim Var.102222315.282540

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 159805572.381818 & Range & 50189 & Trim Var. & 92283347.3252362 \tabularnewline
V(Y[t],d=1,D=0) & 3999434.07399577 & Range & 8210 & Trim Var. & 2211202.44736842 \tabularnewline
V(Y[t],d=2,D=0) & 5400362.18161683 & Range & 13198 & Trim Var. & 2330808.71021021 \tabularnewline
V(Y[t],d=3,D=0) & 15109652.7067364 & Range & 19985 & Trim Var. & 6956005.08253968 \tabularnewline
V(Y[t],d=0,D=1) & 3999434.07399577 & Range & 8210 & Trim Var. & 2211202.44736842 \tabularnewline
V(Y[t],d=1,D=1) & 5400362.18161683 & Range & 13198 & Trim Var. & 2330808.71021021 \tabularnewline
V(Y[t],d=2,D=1) & 15109652.7067364 & Range & 19985 & Trim Var. & 6956005.08253968 \tabularnewline
V(Y[t],d=3,D=1) & 48277629.5378049 & Range & 33414 & Trim Var. & 24721104.605042 \tabularnewline
V(Y[t],d=0,D=2) & 5400362.18161683 & Range & 13198 & Trim Var. & 2330808.71021021 \tabularnewline
V(Y[t],d=1,D=2) & 15109652.7067364 & Range & 19985 & Trim Var. & 6956005.08253968 \tabularnewline
V(Y[t],d=2,D=2) & 48277629.5378049 & Range & 33414 & Trim Var. & 24721104.605042 \tabularnewline
V(Y[t],d=3,D=2) & 163090618.694872 & Range & 58856 & Trim Var. & 102222315.282540 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=106344&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]159805572.381818[/C][C]Range[/C][C]50189[/C][C]Trim Var.[/C][C]92283347.3252362[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3999434.07399577[/C][C]Range[/C][C]8210[/C][C]Trim Var.[/C][C]2211202.44736842[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5400362.18161683[/C][C]Range[/C][C]13198[/C][C]Trim Var.[/C][C]2330808.71021021[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]15109652.7067364[/C][C]Range[/C][C]19985[/C][C]Trim Var.[/C][C]6956005.08253968[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3999434.07399577[/C][C]Range[/C][C]8210[/C][C]Trim Var.[/C][C]2211202.44736842[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5400362.18161683[/C][C]Range[/C][C]13198[/C][C]Trim Var.[/C][C]2330808.71021021[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15109652.7067364[/C][C]Range[/C][C]19985[/C][C]Trim Var.[/C][C]6956005.08253968[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]48277629.5378049[/C][C]Range[/C][C]33414[/C][C]Trim Var.[/C][C]24721104.605042[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5400362.18161683[/C][C]Range[/C][C]13198[/C][C]Trim Var.[/C][C]2330808.71021021[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]15109652.7067364[/C][C]Range[/C][C]19985[/C][C]Trim Var.[/C][C]6956005.08253968[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]48277629.5378049[/C][C]Range[/C][C]33414[/C][C]Trim Var.[/C][C]24721104.605042[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]163090618.694872[/C][C]Range[/C][C]58856[/C][C]Trim Var.[/C][C]102222315.282540[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=106344&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=106344&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)159805572.381818Range50189Trim Var.92283347.3252362
V(Y[t],d=1,D=0)3999434.07399577Range8210Trim Var.2211202.44736842
V(Y[t],d=2,D=0)5400362.18161683Range13198Trim Var.2330808.71021021
V(Y[t],d=3,D=0)15109652.7067364Range19985Trim Var.6956005.08253968
V(Y[t],d=0,D=1)3999434.07399577Range8210Trim Var.2211202.44736842
V(Y[t],d=1,D=1)5400362.18161683Range13198Trim Var.2330808.71021021
V(Y[t],d=2,D=1)15109652.7067364Range19985Trim Var.6956005.08253968
V(Y[t],d=3,D=1)48277629.5378049Range33414Trim Var.24721104.605042
V(Y[t],d=0,D=2)5400362.18161683Range13198Trim Var.2330808.71021021
V(Y[t],d=1,D=2)15109652.7067364Range19985Trim Var.6956005.08253968
V(Y[t],d=2,D=2)48277629.5378049Range33414Trim Var.24721104.605042
V(Y[t],d=3,D=2)163090618.694872Range58856Trim Var.102222315.282540



Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')