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Author

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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Wed, 02 Feb 2011 16:57:27 +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/2011/Feb/02/t1296665749lql5ndm54ss0al1.htm/, Retrieved Sun, 19 May 2024 19:18:47 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=118028, Retrieved Sun, 19 May 2024 19:18:47 +0000

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Estimated Impact

243

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

-       [Variance Reduction Matrix] [] [2011-02-02 16:57:27] [ff423994c38282a6d306f7d0147a5924] [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	0 seconds
R Server	'Herman Ole Andreas Wold' @ www.yougetit.org

\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 & 0 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ www.yougetit.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118028&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ www.yougetit.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118028&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118028&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	0 seconds
R Server	'Herman Ole Andreas Wold' @ www.yougetit.org

Variance Reduction Matrix
V(Y[t],d=0,D=0)	508437.298305085	Range	2647	Trim Var.	388774.744933613
V(Y[t],d=1,D=0)	414021.830508475	Range	3039	Trim Var.	239702.282293179
V(Y[t],d=2,D=0)	1073890.7891712	Range	4901	Trim Var.	652084.331825038
V(Y[t],d=3,D=0)	3235950.86716792	Range	8644	Trim Var.	1869579.18352941
V(Y[t],d=0,D=1)	178461.615248227	Range	1854	Trim Var.	109851.844367015
V(Y[t],d=1,D=1)	267100.214616096	Range	2375	Trim Var.	154369.493902439
V(Y[t],d=2,D=1)	807127.824637681	Range	3883	Trim Var.	495728.438461538
V(Y[t],d=3,D=1)	2672969.09090909	Range	6900	Trim Var.	1587491.97300945
V(Y[t],d=0,D=2)	535896.787301587	Range	3360	Trim Var.	309524.995967742
V(Y[t],d=1,D=2)	880143.008403361	Range	3871	Trim Var.	595903.197849462
V(Y[t],d=2,D=2)	2658930.45276292	Range	6748	Trim Var.	1793794.92988506
V(Y[t],d=3,D=2)	8805172.69507576	Range	11870	Trim Var.	5877233.13793103

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 508437.298305085 & Range & 2647 & Trim Var. & 388774.744933613 \tabularnewline
V(Y[t],d=1,D=0) & 414021.830508475 & Range & 3039 & Trim Var. & 239702.282293179 \tabularnewline
V(Y[t],d=2,D=0) & 1073890.7891712 & Range & 4901 & Trim Var. & 652084.331825038 \tabularnewline
V(Y[t],d=3,D=0) & 3235950.86716792 & Range & 8644 & Trim Var. & 1869579.18352941 \tabularnewline
V(Y[t],d=0,D=1) & 178461.615248227 & Range & 1854 & Trim Var. & 109851.844367015 \tabularnewline
V(Y[t],d=1,D=1) & 267100.214616096 & Range & 2375 & Trim Var. & 154369.493902439 \tabularnewline
V(Y[t],d=2,D=1) & 807127.824637681 & Range & 3883 & Trim Var. & 495728.438461538 \tabularnewline
V(Y[t],d=3,D=1) & 2672969.09090909 & Range & 6900 & Trim Var. & 1587491.97300945 \tabularnewline
V(Y[t],d=0,D=2) & 535896.787301587 & Range & 3360 & Trim Var. & 309524.995967742 \tabularnewline
V(Y[t],d=1,D=2) & 880143.008403361 & Range & 3871 & Trim Var. & 595903.197849462 \tabularnewline
V(Y[t],d=2,D=2) & 2658930.45276292 & Range & 6748 & Trim Var. & 1793794.92988506 \tabularnewline
V(Y[t],d=3,D=2) & 8805172.69507576 & Range & 11870 & Trim Var. & 5877233.13793103 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=118028&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]508437.298305085[/C][C]Range[/C][C]2647[/C][C]Trim Var.[/C][C]388774.744933613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]414021.830508475[/C][C]Range[/C][C]3039[/C][C]Trim Var.[/C][C]239702.282293179[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1073890.7891712[/C][C]Range[/C][C]4901[/C][C]Trim Var.[/C][C]652084.331825038[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3235950.86716792[/C][C]Range[/C][C]8644[/C][C]Trim Var.[/C][C]1869579.18352941[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]178461.615248227[/C][C]Range[/C][C]1854[/C][C]Trim Var.[/C][C]109851.844367015[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]267100.214616096[/C][C]Range[/C][C]2375[/C][C]Trim Var.[/C][C]154369.493902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]807127.824637681[/C][C]Range[/C][C]3883[/C][C]Trim Var.[/C][C]495728.438461538[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2672969.09090909[/C][C]Range[/C][C]6900[/C][C]Trim Var.[/C][C]1587491.97300945[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]535896.787301587[/C][C]Range[/C][C]3360[/C][C]Trim Var.[/C][C]309524.995967742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]880143.008403361[/C][C]Range[/C][C]3871[/C][C]Trim Var.[/C][C]595903.197849462[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2658930.45276292[/C][C]Range[/C][C]6748[/C][C]Trim Var.[/C][C]1793794.92988506[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8805172.69507576[/C][C]Range[/C][C]11870[/C][C]Trim Var.[/C][C]5877233.13793103[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=118028&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=118028&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)	508437.298305085	Range	2647	Trim Var.	388774.744933613
V(Y[t],d=1,D=0)	414021.830508475	Range	3039	Trim Var.	239702.282293179
V(Y[t],d=2,D=0)	1073890.7891712	Range	4901	Trim Var.	652084.331825038
V(Y[t],d=3,D=0)	3235950.86716792	Range	8644	Trim Var.	1869579.18352941
V(Y[t],d=0,D=1)	178461.615248227	Range	1854	Trim Var.	109851.844367015
V(Y[t],d=1,D=1)	267100.214616096	Range	2375	Trim Var.	154369.493902439
V(Y[t],d=2,D=1)	807127.824637681	Range	3883	Trim Var.	495728.438461538
V(Y[t],d=3,D=1)	2672969.09090909	Range	6900	Trim Var.	1587491.97300945
V(Y[t],d=0,D=2)	535896.787301587	Range	3360	Trim Var.	309524.995967742
V(Y[t],d=1,D=2)	880143.008403361	Range	3871	Trim Var.	595903.197849462
V(Y[t],d=2,D=2)	2658930.45276292	Range	6748	Trim Var.	1793794.92988506
V(Y[t],d=3,D=2)	8805172.69507576	Range	11870	Trim Var.	5877233.13793103

Figure 1

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Parameters (Session):

par4 = 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(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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