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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 15 Dec 2010 16:59:12 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/15/t1292432223tjjobu73erd6i3p.htm/, Retrieved Fri, 03 May 2024 05:06:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=110578, Retrieved Fri, 03 May 2024 05:06:06 +0000

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User-defined keywords

Estimated Impact

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Standard Deviation-Mean Plot] [Unemployment] [2010-11-29 10:34:47] [b98453cac15ba1066b407e146608df68]
- RMP     [ARIMA Backward Selection] [Unemployment] [2010-11-29 17:10:28] [b98453cac15ba1066b407e146608df68]
- RM D        [Variance Reduction Matrix] [] [2010-12-15 16:59:12] [4c854bb223ec27caaa7bcfc5e77b0dbd] [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	'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110578&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110578&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110578&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	12702454.9757602	Range	16067	Trim Var.	7574834.4331729
V(Y[t],d=1,D=0)	5539055.98295621	Range	11084	Trim Var.	3087339.347793
V(Y[t],d=2,D=0)	14579260.1698284	Range	21611	Trim Var.	7469832.74628326
V(Y[t],d=3,D=0)	45972084.2197531	Range	36002	Trim Var.	20252008.9227364
V(Y[t],d=0,D=1)	5786654.08900626	Range	11125	Trim Var.	3869258.40873016
V(Y[t],d=1,D=1)	3313467.67565392	Range	10618	Trim Var.	1405430.70506912
V(Y[t],d=2,D=1)	10364961.7186335	Range	21191	Trim Var.	4104945.71470122
V(Y[t],d=3,D=1)	36321271.4492754	Range	39001	Trim Var.	13172413.0655738
V(Y[t],d=0,D=2)	4843075.49463277	Range	9822	Trim Var.	3277793.72327044
V(Y[t],d=1,D=2)	6635397.66510812	Range	12135	Trim Var.	4144165.71190131
V(Y[t],d=2,D=2)	19374993.0880218	Range	20329	Trim Var.	12044966.8431373
V(Y[t],d=3,D=2)	66514944.5758145	Range	38943	Trim Var.	43335613.092549

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 12702454.9757602 & Range & 16067 & Trim Var. & 7574834.4331729 \tabularnewline
V(Y[t],d=1,D=0) & 5539055.98295621 & Range & 11084 & Trim Var. & 3087339.347793 \tabularnewline
V(Y[t],d=2,D=0) & 14579260.1698284 & Range & 21611 & Trim Var. & 7469832.74628326 \tabularnewline
V(Y[t],d=3,D=0) & 45972084.2197531 & Range & 36002 & Trim Var. & 20252008.9227364 \tabularnewline
V(Y[t],d=0,D=1) & 5786654.08900626 & Range & 11125 & Trim Var. & 3869258.40873016 \tabularnewline
V(Y[t],d=1,D=1) & 3313467.67565392 & Range & 10618 & Trim Var. & 1405430.70506912 \tabularnewline
V(Y[t],d=2,D=1) & 10364961.7186335 & Range & 21191 & Trim Var. & 4104945.71470122 \tabularnewline
V(Y[t],d=3,D=1) & 36321271.4492754 & Range & 39001 & Trim Var. & 13172413.0655738 \tabularnewline
V(Y[t],d=0,D=2) & 4843075.49463277 & Range & 9822 & Trim Var. & 3277793.72327044 \tabularnewline
V(Y[t],d=1,D=2) & 6635397.66510812 & Range & 12135 & Trim Var. & 4144165.71190131 \tabularnewline
V(Y[t],d=2,D=2) & 19374993.0880218 & Range & 20329 & Trim Var. & 12044966.8431373 \tabularnewline
V(Y[t],d=3,D=2) & 66514944.5758145 & Range & 38943 & Trim Var. & 43335613.092549 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=110578&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]12702454.9757602[/C][C]Range[/C][C]16067[/C][C]Trim Var.[/C][C]7574834.4331729[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5539055.98295621[/C][C]Range[/C][C]11084[/C][C]Trim Var.[/C][C]3087339.347793[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]14579260.1698284[/C][C]Range[/C][C]21611[/C][C]Trim Var.[/C][C]7469832.74628326[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]45972084.2197531[/C][C]Range[/C][C]36002[/C][C]Trim Var.[/C][C]20252008.9227364[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5786654.08900626[/C][C]Range[/C][C]11125[/C][C]Trim Var.[/C][C]3869258.40873016[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3313467.67565392[/C][C]Range[/C][C]10618[/C][C]Trim Var.[/C][C]1405430.70506912[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]10364961.7186335[/C][C]Range[/C][C]21191[/C][C]Trim Var.[/C][C]4104945.71470122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]36321271.4492754[/C][C]Range[/C][C]39001[/C][C]Trim Var.[/C][C]13172413.0655738[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]4843075.49463277[/C][C]Range[/C][C]9822[/C][C]Trim Var.[/C][C]3277793.72327044[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6635397.66510812[/C][C]Range[/C][C]12135[/C][C]Trim Var.[/C][C]4144165.71190131[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19374993.0880218[/C][C]Range[/C][C]20329[/C][C]Trim Var.[/C][C]12044966.8431373[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]66514944.5758145[/C][C]Range[/C][C]38943[/C][C]Trim Var.[/C][C]43335613.092549[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=110578&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=110578&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)	12702454.9757602	Range	16067	Trim Var.	7574834.4331729
V(Y[t],d=1,D=0)	5539055.98295621	Range	11084	Trim Var.	3087339.347793
V(Y[t],d=2,D=0)	14579260.1698284	Range	21611	Trim Var.	7469832.74628326
V(Y[t],d=3,D=0)	45972084.2197531	Range	36002	Trim Var.	20252008.9227364
V(Y[t],d=0,D=1)	5786654.08900626	Range	11125	Trim Var.	3869258.40873016
V(Y[t],d=1,D=1)	3313467.67565392	Range	10618	Trim Var.	1405430.70506912
V(Y[t],d=2,D=1)	10364961.7186335	Range	21191	Trim Var.	4104945.71470122
V(Y[t],d=3,D=1)	36321271.4492754	Range	39001	Trim Var.	13172413.0655738
V(Y[t],d=0,D=2)	4843075.49463277	Range	9822	Trim Var.	3277793.72327044
V(Y[t],d=1,D=2)	6635397.66510812	Range	12135	Trim Var.	4144165.71190131
V(Y[t],d=2,D=2)	19374993.0880218	Range	20329	Trim Var.	12044966.8431373
V(Y[t],d=3,D=2)	66514944.5758145	Range	38943	Trim Var.	43335613.092549

Figure 1

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Parameters (Session):

par1 = FALSE ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;

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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

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