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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

Wed, 29 Dec 2010 13:18:22 +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/29/t1293628577y5mip0k3l5u8pp4.htm/, Retrieved Fri, 03 May 2024 11:08:50 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116801, Retrieved Fri, 03 May 2024 11:08:50 +0000

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Estimated Impact

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]
- R PD    [Variance Reduction Matrix] [VRM] [2010-12-29 13:18:22] [062de5fc17e30860c0960288bdb996a8] [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	'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116801&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116801&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116801&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	'RServer@AstonUniversity' @ vre.aston.ac.uk

Variance Reduction Matrix
V(Y[t],d=0,D=0)	23940.8997614788	Range	715	Trim Var.	14693.3495502249
V(Y[t],d=1,D=0)	36713.5570494186	Range	1040	Trim Var.	16097.2140350877
V(Y[t],d=2,D=0)	93348.8591904528	Range	1503	Trim Var.	52673.6845986648
V(Y[t],d=3,D=0)	264503.488313961	Range	2458	Trim Var.	150283.484355247
V(Y[t],d=0,D=1)	6253.20527306968	Range	563	Trim Var.	2862.33180592992
V(Y[t],d=1,D=1)	10647.5411140584	Range	580	Trim Var.	6463.35622710623
V(Y[t],d=2,D=1)	30151.221814093	Range	988	Trim Var.	18382.6956684093
V(Y[t],d=3,D=1)	95479.9958810069	Range	1468	Trim Var.	61938.2122596611
V(Y[t],d=0,D=2)	13583.5893081761	Range	621	Trim Var.	7315.6175932281
V(Y[t],d=1,D=2)	22814.7133699634	Range	749	Trim Var.	14273.8564749883
V(Y[t],d=2,D=2)	64631.9746079164	Range	1255	Trim Var.	41512.7935977066
V(Y[t],d=3,D=2)	209033.147344375	Range	2245	Trim Var.	134159.185347985

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 23940.8997614788 & Range & 715 & Trim Var. & 14693.3495502249 \tabularnewline
V(Y[t],d=1,D=0) & 36713.5570494186 & Range & 1040 & Trim Var. & 16097.2140350877 \tabularnewline
V(Y[t],d=2,D=0) & 93348.8591904528 & Range & 1503 & Trim Var. & 52673.6845986648 \tabularnewline
V(Y[t],d=3,D=0) & 264503.488313961 & Range & 2458 & Trim Var. & 150283.484355247 \tabularnewline
V(Y[t],d=0,D=1) & 6253.20527306968 & Range & 563 & Trim Var. & 2862.33180592992 \tabularnewline
V(Y[t],d=1,D=1) & 10647.5411140584 & Range & 580 & Trim Var. & 6463.35622710623 \tabularnewline
V(Y[t],d=2,D=1) & 30151.221814093 & Range & 988 & Trim Var. & 18382.6956684093 \tabularnewline
V(Y[t],d=3,D=1) & 95479.9958810069 & Range & 1468 & Trim Var. & 61938.2122596611 \tabularnewline
V(Y[t],d=0,D=2) & 13583.5893081761 & Range & 621 & Trim Var. & 7315.6175932281 \tabularnewline
V(Y[t],d=1,D=2) & 22814.7133699634 & Range & 749 & Trim Var. & 14273.8564749883 \tabularnewline
V(Y[t],d=2,D=2) & 64631.9746079164 & Range & 1255 & Trim Var. & 41512.7935977066 \tabularnewline
V(Y[t],d=3,D=2) & 209033.147344375 & Range & 2245 & Trim Var. & 134159.185347985 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116801&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]23940.8997614788[/C][C]Range[/C][C]715[/C][C]Trim Var.[/C][C]14693.3495502249[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]36713.5570494186[/C][C]Range[/C][C]1040[/C][C]Trim Var.[/C][C]16097.2140350877[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]93348.8591904528[/C][C]Range[/C][C]1503[/C][C]Trim Var.[/C][C]52673.6845986648[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]264503.488313961[/C][C]Range[/C][C]2458[/C][C]Trim Var.[/C][C]150283.484355247[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6253.20527306968[/C][C]Range[/C][C]563[/C][C]Trim Var.[/C][C]2862.33180592992[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]10647.5411140584[/C][C]Range[/C][C]580[/C][C]Trim Var.[/C][C]6463.35622710623[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]30151.221814093[/C][C]Range[/C][C]988[/C][C]Trim Var.[/C][C]18382.6956684093[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]95479.9958810069[/C][C]Range[/C][C]1468[/C][C]Trim Var.[/C][C]61938.2122596611[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]13583.5893081761[/C][C]Range[/C][C]621[/C][C]Trim Var.[/C][C]7315.6175932281[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]22814.7133699634[/C][C]Range[/C][C]749[/C][C]Trim Var.[/C][C]14273.8564749883[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]64631.9746079164[/C][C]Range[/C][C]1255[/C][C]Trim Var.[/C][C]41512.7935977066[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]209033.147344375[/C][C]Range[/C][C]2245[/C][C]Trim Var.[/C][C]134159.185347985[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116801&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116801&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)	23940.8997614788	Range	715	Trim Var.	14693.3495502249
V(Y[t],d=1,D=0)	36713.5570494186	Range	1040	Trim Var.	16097.2140350877
V(Y[t],d=2,D=0)	93348.8591904528	Range	1503	Trim Var.	52673.6845986648
V(Y[t],d=3,D=0)	264503.488313961	Range	2458	Trim Var.	150283.484355247
V(Y[t],d=0,D=1)	6253.20527306968	Range	563	Trim Var.	2862.33180592992
V(Y[t],d=1,D=1)	10647.5411140584	Range	580	Trim Var.	6463.35622710623
V(Y[t],d=2,D=1)	30151.221814093	Range	988	Trim Var.	18382.6956684093
V(Y[t],d=3,D=1)	95479.9958810069	Range	1468	Trim Var.	61938.2122596611
V(Y[t],d=0,D=2)	13583.5893081761	Range	621	Trim Var.	7315.6175932281
V(Y[t],d=1,D=2)	22814.7133699634	Range	749	Trim Var.	14273.8564749883
V(Y[t],d=2,D=2)	64631.9746079164	Range	1255	Trim Var.	41512.7935977066
V(Y[t],d=3,D=2)	209033.147344375	Range	2245	Trim Var.	134159.185347985

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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