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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

Sat, 11 Dec 2010 12:24:49 +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/11/t1292070152pxr89vkv5wdxe48.htm/, Retrieved Mon, 06 May 2024 20:47:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=108091, Retrieved Mon, 06 May 2024 20:47:23 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

141

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] [Paper VRM] [2010-12-11 12:24:49] [59f7d3e7fcb6374015f4e6b9053b0f01] [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	'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=108091&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=108091&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108091&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	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	17493062.3092437	Range	17062	Trim Var.	12392351.6790412
V(Y[t],d=1,D=0)	5711124.28785073	Range	12672	Trim Var.	3519583.07282666
V(Y[t],d=2,D=0)	12908148.9167753	Range	19826	Trim Var.	7739187.61374663
V(Y[t],d=3,D=0)	38215409.5730917	Range	34713	Trim Var.	22291615.9358974
V(Y[t],d=0,D=1)	9122951.60436137	Range	17016	Trim Var.	4053523.69824561
V(Y[t],d=1,D=1)	4987628.23770058	Range	12851	Trim Var.	2335680.08219485
V(Y[t],d=2,D=1)	12199342.3422282	Range	16567	Trim Var.	7130900.25028598
V(Y[t],d=3,D=1)	36359364.7304029	Range	30667	Trim Var.	20358377.6767181
V(Y[t],d=0,D=2)	20614318.3762061	Range	25672	Trim Var.	10028911.9978112
V(Y[t],d=1,D=2)	13385603.5883539	Range	20938	Trim Var.	6292955.37871148
V(Y[t],d=2,D=2)	31684148.8194921	Range	29396	Trim Var.	17544333.2649168
V(Y[t],d=3,D=2)	92822696.1860683	Range	46452	Trim Var.	50589917.0875698

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 17493062.3092437 & Range & 17062 & Trim Var. & 12392351.6790412 \tabularnewline
V(Y[t],d=1,D=0) & 5711124.28785073 & Range & 12672 & Trim Var. & 3519583.07282666 \tabularnewline
V(Y[t],d=2,D=0) & 12908148.9167753 & Range & 19826 & Trim Var. & 7739187.61374663 \tabularnewline
V(Y[t],d=3,D=0) & 38215409.5730917 & Range & 34713 & Trim Var. & 22291615.9358974 \tabularnewline
V(Y[t],d=0,D=1) & 9122951.60436137 & Range & 17016 & Trim Var. & 4053523.69824561 \tabularnewline
V(Y[t],d=1,D=1) & 4987628.23770058 & Range & 12851 & Trim Var. & 2335680.08219485 \tabularnewline
V(Y[t],d=2,D=1) & 12199342.3422282 & Range & 16567 & Trim Var. & 7130900.25028598 \tabularnewline
V(Y[t],d=3,D=1) & 36359364.7304029 & Range & 30667 & Trim Var. & 20358377.6767181 \tabularnewline
V(Y[t],d=0,D=2) & 20614318.3762061 & Range & 25672 & Trim Var. & 10028911.9978112 \tabularnewline
V(Y[t],d=1,D=2) & 13385603.5883539 & Range & 20938 & Trim Var. & 6292955.37871148 \tabularnewline
V(Y[t],d=2,D=2) & 31684148.8194921 & Range & 29396 & Trim Var. & 17544333.2649168 \tabularnewline
V(Y[t],d=3,D=2) & 92822696.1860683 & Range & 46452 & Trim Var. & 50589917.0875698 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108091&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]17493062.3092437[/C][C]Range[/C][C]17062[/C][C]Trim Var.[/C][C]12392351.6790412[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5711124.28785073[/C][C]Range[/C][C]12672[/C][C]Trim Var.[/C][C]3519583.07282666[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]12908148.9167753[/C][C]Range[/C][C]19826[/C][C]Trim Var.[/C][C]7739187.61374663[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]38215409.5730917[/C][C]Range[/C][C]34713[/C][C]Trim Var.[/C][C]22291615.9358974[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9122951.60436137[/C][C]Range[/C][C]17016[/C][C]Trim Var.[/C][C]4053523.69824561[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]4987628.23770058[/C][C]Range[/C][C]12851[/C][C]Trim Var.[/C][C]2335680.08219485[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]12199342.3422282[/C][C]Range[/C][C]16567[/C][C]Trim Var.[/C][C]7130900.25028598[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]36359364.7304029[/C][C]Range[/C][C]30667[/C][C]Trim Var.[/C][C]20358377.6767181[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]20614318.3762061[/C][C]Range[/C][C]25672[/C][C]Trim Var.[/C][C]10028911.9978112[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]13385603.5883539[/C][C]Range[/C][C]20938[/C][C]Trim Var.[/C][C]6292955.37871148[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]31684148.8194921[/C][C]Range[/C][C]29396[/C][C]Trim Var.[/C][C]17544333.2649168[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]92822696.1860683[/C][C]Range[/C][C]46452[/C][C]Trim Var.[/C][C]50589917.0875698[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=108091&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108091&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)	17493062.3092437	Range	17062	Trim Var.	12392351.6790412
V(Y[t],d=1,D=0)	5711124.28785073	Range	12672	Trim Var.	3519583.07282666
V(Y[t],d=2,D=0)	12908148.9167753	Range	19826	Trim Var.	7739187.61374663
V(Y[t],d=3,D=0)	38215409.5730917	Range	34713	Trim Var.	22291615.9358974
V(Y[t],d=0,D=1)	9122951.60436137	Range	17016	Trim Var.	4053523.69824561
V(Y[t],d=1,D=1)	4987628.23770058	Range	12851	Trim Var.	2335680.08219485
V(Y[t],d=2,D=1)	12199342.3422282	Range	16567	Trim Var.	7130900.25028598
V(Y[t],d=3,D=1)	36359364.7304029	Range	30667	Trim Var.	20358377.6767181
V(Y[t],d=0,D=2)	20614318.3762061	Range	25672	Trim Var.	10028911.9978112
V(Y[t],d=1,D=2)	13385603.5883539	Range	20938	Trim Var.	6292955.37871148
V(Y[t],d=2,D=2)	31684148.8194921	Range	29396	Trim Var.	17544333.2649168
V(Y[t],d=3,D=2)	92822696.1860683	Range	46452	Trim Var.	50589917.0875698

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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