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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 18:33:45 +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/t1292092319luo8llbrn82gha1.htm/, Retrieved Mon, 06 May 2024 23:46:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=108279, Retrieved Mon, 06 May 2024 23:46:38 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

116

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

-       [Variance Reduction Matrix] [VRM aanvoer] [2010-12-11 18:33:45] [de8ccb310fbbdc3d90ae577a3e011cf9] [Current]
-    D    [Variance Reduction Matrix] [VRM interventie] [2010-12-12 15:58:57] [04d4386fa51dbd2ef12d0f1f80644886] 

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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=108279&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=108279&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108279&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)	112205.027118644	Range	1198	Trim Var.	88584.855345912
V(Y[t],d=1,D=0)	77602.716540035	Range	1291	Trim Var.	45351.9716981132
V(Y[t],d=2,D=0)	128883.660012099	Range	1486	Trim Var.	84690.3812217194
V(Y[t],d=3,D=0)	335229.803258145	Range	2377	Trim Var.	229106.287058824
V(Y[t],d=0,D=1)	45683.1046099291	Range	867	Trim Var.	30453.2921022067
V(Y[t],d=1,D=1)	73826.347826087	Range	1249	Trim Var.	43205.556097561
V(Y[t],d=2,D=1)	207003.041545894	Range	1776	Trim Var.	136822.502564103
V(Y[t],d=3,D=1)	646085.725252525	Range	2908	Trim Var.	419953.155195681
V(Y[t],d=0,D=2)	147387.164285714	Range	1456	Trim Var.	100565.998991935
V(Y[t],d=1,D=2)	260422.793277311	Range	2192	Trim Var.	168367.124731183
V(Y[t],d=2,D=2)	761239.94741533	Range	2996	Trim Var.	574662.033333333
V(Y[t],d=3,D=2)	2429469.19507576	Range	5527	Trim Var.	1767225.71428571

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 112205.027118644 & Range & 1198 & Trim Var. & 88584.855345912 \tabularnewline
V(Y[t],d=1,D=0) & 77602.716540035 & Range & 1291 & Trim Var. & 45351.9716981132 \tabularnewline
V(Y[t],d=2,D=0) & 128883.660012099 & Range & 1486 & Trim Var. & 84690.3812217194 \tabularnewline
V(Y[t],d=3,D=0) & 335229.803258145 & Range & 2377 & Trim Var. & 229106.287058824 \tabularnewline
V(Y[t],d=0,D=1) & 45683.1046099291 & Range & 867 & Trim Var. & 30453.2921022067 \tabularnewline
V(Y[t],d=1,D=1) & 73826.347826087 & Range & 1249 & Trim Var. & 43205.556097561 \tabularnewline
V(Y[t],d=2,D=1) & 207003.041545894 & Range & 1776 & Trim Var. & 136822.502564103 \tabularnewline
V(Y[t],d=3,D=1) & 646085.725252525 & Range & 2908 & Trim Var. & 419953.155195681 \tabularnewline
V(Y[t],d=0,D=2) & 147387.164285714 & Range & 1456 & Trim Var. & 100565.998991935 \tabularnewline
V(Y[t],d=1,D=2) & 260422.793277311 & Range & 2192 & Trim Var. & 168367.124731183 \tabularnewline
V(Y[t],d=2,D=2) & 761239.94741533 & Range & 2996 & Trim Var. & 574662.033333333 \tabularnewline
V(Y[t],d=3,D=2) & 2429469.19507576 & Range & 5527 & Trim Var. & 1767225.71428571 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=108279&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]112205.027118644[/C][C]Range[/C][C]1198[/C][C]Trim Var.[/C][C]88584.855345912[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]77602.716540035[/C][C]Range[/C][C]1291[/C][C]Trim Var.[/C][C]45351.9716981132[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]128883.660012099[/C][C]Range[/C][C]1486[/C][C]Trim Var.[/C][C]84690.3812217194[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]335229.803258145[/C][C]Range[/C][C]2377[/C][C]Trim Var.[/C][C]229106.287058824[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]45683.1046099291[/C][C]Range[/C][C]867[/C][C]Trim Var.[/C][C]30453.2921022067[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]73826.347826087[/C][C]Range[/C][C]1249[/C][C]Trim Var.[/C][C]43205.556097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]207003.041545894[/C][C]Range[/C][C]1776[/C][C]Trim Var.[/C][C]136822.502564103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]646085.725252525[/C][C]Range[/C][C]2908[/C][C]Trim Var.[/C][C]419953.155195681[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]147387.164285714[/C][C]Range[/C][C]1456[/C][C]Trim Var.[/C][C]100565.998991935[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]260422.793277311[/C][C]Range[/C][C]2192[/C][C]Trim Var.[/C][C]168367.124731183[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]761239.94741533[/C][C]Range[/C][C]2996[/C][C]Trim Var.[/C][C]574662.033333333[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2429469.19507576[/C][C]Range[/C][C]5527[/C][C]Trim Var.[/C][C]1767225.71428571[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=108279&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=108279&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)	112205.027118644	Range	1198	Trim Var.	88584.855345912
V(Y[t],d=1,D=0)	77602.716540035	Range	1291	Trim Var.	45351.9716981132
V(Y[t],d=2,D=0)	128883.660012099	Range	1486	Trim Var.	84690.3812217194
V(Y[t],d=3,D=0)	335229.803258145	Range	2377	Trim Var.	229106.287058824
V(Y[t],d=0,D=1)	45683.1046099291	Range	867	Trim Var.	30453.2921022067
V(Y[t],d=1,D=1)	73826.347826087	Range	1249	Trim Var.	43205.556097561
V(Y[t],d=2,D=1)	207003.041545894	Range	1776	Trim Var.	136822.502564103
V(Y[t],d=3,D=1)	646085.725252525	Range	2908	Trim Var.	419953.155195681
V(Y[t],d=0,D=2)	147387.164285714	Range	1456	Trim Var.	100565.998991935
V(Y[t],d=1,D=2)	260422.793277311	Range	2192	Trim Var.	168367.124731183
V(Y[t],d=2,D=2)	761239.94741533	Range	2996	Trim Var.	574662.033333333
V(Y[t],d=3,D=2)	2429469.19507576	Range	5527	Trim Var.	1767225.71428571

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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