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Author's title

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, 14 Dec 2010 13:48:11 +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/14/t1292334382l2sfr8u4bfgpn6o.htm/, Retrieved Thu, 02 May 2024 15:58:21 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109639, Retrieved Thu, 02 May 2024 15:58:21 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

134

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] [] [2010-12-14 13:48:11] [6ca9362bade14820cda7467b7288bbb3] [Current]
-           [Variance Reduction Matrix] [] [2010-12-14 19:15:05] [f9d37301ea08122b4d103fe011f2b292] 
-    D        [Variance Reduction Matrix] [Stationarity in t...] [2010-12-15 11:21:54] [f1bd7399181c649098ca7b814ee0e027] 
-    D        [Variance Reduction Matrix] [Variance Reductio...] [2010-12-15 11:20:01] [caa3ae6143f673f211f626a62938a034] 
-               [Variance Reduction Matrix] [ws 6] [2010-12-17 19:47:44] [e4afca2801c0b93eac84a600ed82fb9c] 
-           [Variance Reduction Matrix] [] [2010-12-15 11:14:29] [bfba28641a1925a39268a5d6ad3b00f2] 
-    D        [Variance Reduction Matrix] [] [2010-12-16 14:44:42] [94f4aa1c01e87d8321fffb341ed4df07] 
-    D        [Variance Reduction Matrix] [] [2010-12-16 14:44:42] [94f4aa1c01e87d8321fffb341ed4df07] 
-    D        [Variance Reduction Matrix] [] [2010-12-16 14:44:42] [94f4aa1c01e87d8321fffb341ed4df07] 
-    D        [Variance Reduction Matrix] [] [2010-12-16 14:44:42] [94f4aa1c01e87d8321fffb341ed4df07] 
-           [Variance Reduction Matrix] [WS6: variantie re...] [2010-12-16 20:01:21] [7f54ec67e5798cc59f49446b41e2f221] 
- R  D        [Variance Reduction Matrix] [Variantie Reducti...] [2011-12-08 17:47:52] [7f54ec67e5798cc59f49446b41e2f221] 

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109639&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109639&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109639&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	614148832.062295	Range	93895	Trim Var.	426275646.46299
V(Y[t],d=1,D=0)	126118805.328814	Range	52013	Trim Var.	68738096.7313068
V(Y[t],d=2,D=0)	170253787.110462	Range	61931	Trim Var.	103502969.349782
V(Y[t],d=3,D=0)	355289822.221416	Range	91364	Trim Var.	179518446.416290
V(Y[t],d=0,D=1)	276219389.389456	Range	57755	Trim Var.	211424769.282392
V(Y[t],d=1,D=1)	14686344.6378546	Range	17766	Trim Var.	8250438.91811847
V(Y[t],d=2,D=1)	25906585.3006475	Range	29508	Trim Var.	9197171.33780488
V(Y[t],d=3,D=1)	78332531.6971014	Range	50518	Trim Var.	29986839.7025641
V(Y[t],d=0,D=2)	519402404.363363	Range	69734	Trim Var.	434117059.058712
V(Y[t],d=1,D=2)	34345770.5230159	Range	23620	Trim Var.	21291622.4354839
V(Y[t],d=2,D=2)	72891208.4756303	Range	40584	Trim Var.	35629982.8989247
V(Y[t],d=3,D=2)	224058450.057041	Range	62099	Trim Var.	129147481.213793

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 614148832.062295 & Range & 93895 & Trim Var. & 426275646.46299 \tabularnewline
V(Y[t],d=1,D=0) & 126118805.328814 & Range & 52013 & Trim Var. & 68738096.7313068 \tabularnewline
V(Y[t],d=2,D=0) & 170253787.110462 & Range & 61931 & Trim Var. & 103502969.349782 \tabularnewline
V(Y[t],d=3,D=0) & 355289822.221416 & Range & 91364 & Trim Var. & 179518446.416290 \tabularnewline
V(Y[t],d=0,D=1) & 276219389.389456 & Range & 57755 & Trim Var. & 211424769.282392 \tabularnewline
V(Y[t],d=1,D=1) & 14686344.6378546 & Range & 17766 & Trim Var. & 8250438.91811847 \tabularnewline
V(Y[t],d=2,D=1) & 25906585.3006475 & Range & 29508 & Trim Var. & 9197171.33780488 \tabularnewline
V(Y[t],d=3,D=1) & 78332531.6971014 & Range & 50518 & Trim Var. & 29986839.7025641 \tabularnewline
V(Y[t],d=0,D=2) & 519402404.363363 & Range & 69734 & Trim Var. & 434117059.058712 \tabularnewline
V(Y[t],d=1,D=2) & 34345770.5230159 & Range & 23620 & Trim Var. & 21291622.4354839 \tabularnewline
V(Y[t],d=2,D=2) & 72891208.4756303 & Range & 40584 & Trim Var. & 35629982.8989247 \tabularnewline
V(Y[t],d=3,D=2) & 224058450.057041 & Range & 62099 & Trim Var. & 129147481.213793 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109639&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]614148832.062295[/C][C]Range[/C][C]93895[/C][C]Trim Var.[/C][C]426275646.46299[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]126118805.328814[/C][C]Range[/C][C]52013[/C][C]Trim Var.[/C][C]68738096.7313068[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]170253787.110462[/C][C]Range[/C][C]61931[/C][C]Trim Var.[/C][C]103502969.349782[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]355289822.221416[/C][C]Range[/C][C]91364[/C][C]Trim Var.[/C][C]179518446.416290[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]276219389.389456[/C][C]Range[/C][C]57755[/C][C]Trim Var.[/C][C]211424769.282392[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]14686344.6378546[/C][C]Range[/C][C]17766[/C][C]Trim Var.[/C][C]8250438.91811847[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]25906585.3006475[/C][C]Range[/C][C]29508[/C][C]Trim Var.[/C][C]9197171.33780488[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]78332531.6971014[/C][C]Range[/C][C]50518[/C][C]Trim Var.[/C][C]29986839.7025641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]519402404.363363[/C][C]Range[/C][C]69734[/C][C]Trim Var.[/C][C]434117059.058712[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]34345770.5230159[/C][C]Range[/C][C]23620[/C][C]Trim Var.[/C][C]21291622.4354839[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]72891208.4756303[/C][C]Range[/C][C]40584[/C][C]Trim Var.[/C][C]35629982.8989247[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]224058450.057041[/C][C]Range[/C][C]62099[/C][C]Trim Var.[/C][C]129147481.213793[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109639&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109639&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)	614148832.062295	Range	93895	Trim Var.	426275646.46299
V(Y[t],d=1,D=0)	126118805.328814	Range	52013	Trim Var.	68738096.7313068
V(Y[t],d=2,D=0)	170253787.110462	Range	61931	Trim Var.	103502969.349782
V(Y[t],d=3,D=0)	355289822.221416	Range	91364	Trim Var.	179518446.416290
V(Y[t],d=0,D=1)	276219389.389456	Range	57755	Trim Var.	211424769.282392
V(Y[t],d=1,D=1)	14686344.6378546	Range	17766	Trim Var.	8250438.91811847
V(Y[t],d=2,D=1)	25906585.3006475	Range	29508	Trim Var.	9197171.33780488
V(Y[t],d=3,D=1)	78332531.6971014	Range	50518	Trim Var.	29986839.7025641
V(Y[t],d=0,D=2)	519402404.363363	Range	69734	Trim Var.	434117059.058712
V(Y[t],d=1,D=2)	34345770.5230159	Range	23620	Trim Var.	21291622.4354839
V(Y[t],d=2,D=2)	72891208.4756303	Range	40584	Trim Var.	35629982.8989247
V(Y[t],d=3,D=2)	224058450.057041	Range	62099	Trim Var.	129147481.213793

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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