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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, 14 Dec 2010 14:27:42 +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/t12923367174qsl1fucdti6jv0.htm/, Retrieved Fri, 03 May 2024 02:55:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109685, Retrieved Fri, 03 May 2024 02:55:11 +0000

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Estimated Impact

107

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

-       [Variance Reduction Matrix] [] [2010-12-14 14:27:42] [c474a97a96075919a678ad3d2290b00b] [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=109685&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=109685&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109685&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)	853881.719603402	Range	3601.33	Trim Var.	626842.186469398
V(Y[t],d=1,D=0)	15733.8933468811	Range	1014.16	Trim Var.	6785.28496693113
V(Y[t],d=2,D=0)	22559.4990418169	Range	1260.98	Trim Var.	7943.11007983203
V(Y[t],d=3,D=0)	60823.1528080698	Range	1981.34	Trim Var.	23016.3019944723
V(Y[t],d=0,D=1)	457322.599968811	Range	3305.13	Trim Var.	230984.446125068
V(Y[t],d=1,D=1)	30419.8032508657	Range	1737.68	Trim Var.	12200.6747903499
V(Y[t],d=2,D=1)	44086.5408916014	Range	1774.54	Trim Var.	15751.3968063656
V(Y[t],d=3,D=1)	122081.964433736	Range	3134.28	Trim Var.	39478.7612263763
V(Y[t],d=0,D=2)	620523.177458832	Range	5427.8	Trim Var.	265024.22474183
V(Y[t],d=1,D=2)	83618.0713595315	Range	2611.26	Trim Var.	36624.4200169728
V(Y[t],d=2,D=2)	129922.944846007	Range	3158.78000000000	Trim Var.	49431.7684843334
V(Y[t],d=3,D=2)	355513.937985517	Range	5192.03	Trim Var.	114757.830780826

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 853881.719603402 & Range & 3601.33 & Trim Var. & 626842.186469398 \tabularnewline
V(Y[t],d=1,D=0) & 15733.8933468811 & Range & 1014.16 & Trim Var. & 6785.28496693113 \tabularnewline
V(Y[t],d=2,D=0) & 22559.4990418169 & Range & 1260.98 & Trim Var. & 7943.11007983203 \tabularnewline
V(Y[t],d=3,D=0) & 60823.1528080698 & Range & 1981.34 & Trim Var. & 23016.3019944723 \tabularnewline
V(Y[t],d=0,D=1) & 457322.599968811 & Range & 3305.13 & Trim Var. & 230984.446125068 \tabularnewline
V(Y[t],d=1,D=1) & 30419.8032508657 & Range & 1737.68 & Trim Var. & 12200.6747903499 \tabularnewline
V(Y[t],d=2,D=1) & 44086.5408916014 & Range & 1774.54 & Trim Var. & 15751.3968063656 \tabularnewline
V(Y[t],d=3,D=1) & 122081.964433736 & Range & 3134.28 & Trim Var. & 39478.7612263763 \tabularnewline
V(Y[t],d=0,D=2) & 620523.177458832 & Range & 5427.8 & Trim Var. & 265024.22474183 \tabularnewline
V(Y[t],d=1,D=2) & 83618.0713595315 & Range & 2611.26 & Trim Var. & 36624.4200169728 \tabularnewline
V(Y[t],d=2,D=2) & 129922.944846007 & Range & 3158.78000000000 & Trim Var. & 49431.7684843334 \tabularnewline
V(Y[t],d=3,D=2) & 355513.937985517 & Range & 5192.03 & Trim Var. & 114757.830780826 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109685&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]853881.719603402[/C][C]Range[/C][C]3601.33[/C][C]Trim Var.[/C][C]626842.186469398[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]15733.8933468811[/C][C]Range[/C][C]1014.16[/C][C]Trim Var.[/C][C]6785.28496693113[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]22559.4990418169[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]7943.11007983203[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]60823.1528080698[/C][C]Range[/C][C]1981.34[/C][C]Trim Var.[/C][C]23016.3019944723[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]457322.599968811[/C][C]Range[/C][C]3305.13[/C][C]Trim Var.[/C][C]230984.446125068[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]30419.8032508657[/C][C]Range[/C][C]1737.68[/C][C]Trim Var.[/C][C]12200.6747903499[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]44086.5408916014[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]15751.3968063656[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]122081.964433736[/C][C]Range[/C][C]3134.28[/C][C]Trim Var.[/C][C]39478.7612263763[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]620523.177458832[/C][C]Range[/C][C]5427.8[/C][C]Trim Var.[/C][C]265024.22474183[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]83618.0713595315[/C][C]Range[/C][C]2611.26[/C][C]Trim Var.[/C][C]36624.4200169728[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]129922.944846007[/C][C]Range[/C][C]3158.78000000000[/C][C]Trim Var.[/C][C]49431.7684843334[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]355513.937985517[/C][C]Range[/C][C]5192.03[/C][C]Trim Var.[/C][C]114757.830780826[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109685&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109685&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)	853881.719603402	Range	3601.33	Trim Var.	626842.186469398
V(Y[t],d=1,D=0)	15733.8933468811	Range	1014.16	Trim Var.	6785.28496693113
V(Y[t],d=2,D=0)	22559.4990418169	Range	1260.98	Trim Var.	7943.11007983203
V(Y[t],d=3,D=0)	60823.1528080698	Range	1981.34	Trim Var.	23016.3019944723
V(Y[t],d=0,D=1)	457322.599968811	Range	3305.13	Trim Var.	230984.446125068
V(Y[t],d=1,D=1)	30419.8032508657	Range	1737.68	Trim Var.	12200.6747903499
V(Y[t],d=2,D=1)	44086.5408916014	Range	1774.54	Trim Var.	15751.3968063656
V(Y[t],d=3,D=1)	122081.964433736	Range	3134.28	Trim Var.	39478.7612263763
V(Y[t],d=0,D=2)	620523.177458832	Range	5427.8	Trim Var.	265024.22474183
V(Y[t],d=1,D=2)	83618.0713595315	Range	2611.26	Trim Var.	36624.4200169728
V(Y[t],d=2,D=2)	129922.944846007	Range	3158.78000000000	Trim Var.	49431.7684843334
V(Y[t],d=3,D=2)	355513.937985517	Range	5192.03	Trim Var.	114757.830780826

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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