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Description of Statistical Computation

Author's title

Variance Reduction Matrix toegepast op het aantal faillissementen in het Vl...

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 11 Dec 2008 07:25:23 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/11/t1229005606uw5lhvfw0tmy591.htm/, Retrieved Fri, 17 May 2024 04:08:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32260, Retrieved Fri, 17 May 2024 04:08:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variance Reductio...] [2008-12-11 14:25:23] [6fc58909ffe15c247a4f6748c8841ab4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
293
301
362
330
328
405
232
159
336
361
329
339
290
328
375
294
340
364
248
145
380
305
291
319
334
318
362
296
300
342
215
185
343
333
316
252
320
324
343
295
301
367
196
182
342
361
334
330
345
323
366
323
316
358
235
169
430
409
407
341
326
374
364
349
300
385
304
196
443
414
325
388
356
386
444
387
327
448
225
182
460
411
342
361
377
331
428
340
352
461
221
198
422
329
320
375
364
351
380
319
322
386
221
187
344
342
365
313
356
337
389
326
343
357
220
218
391
425
332
298

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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=32260&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=32260&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32260&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)4570.77198879552Range316Trim Var.2866.01938386985
V(Y[t],d=1,D=0)8095.34567725395Range518Trim Var.3761.57943925234
V(Y[t],d=2,D=0)20813.8038533971Range704Trim Var.11793.1461814915
V(Y[t],d=3,D=0)59856.2559681698Range1214Trim Var.34007.9813186813
V(Y[t],d=0,D=1)1354.96253028730Range170Trim Var.756.505153508772
V(Y[t],d=1,D=1)2501.76088873215Range271Trim Var.1518.48756998880
V(Y[t],d=2,D=1)7658.80610961366Range394Trim Var.5115.39155799588
V(Y[t],d=3,D=1)25737.1946886447Range747Trim Var.18119.5070126227
V(Y[t],d=0,D=2)3261.93640350877Range300Trim Var.2073.38180574555
V(Y[t],d=1,D=2)6539.06382978723Range375Trim Var.4263.61388410786
V(Y[t],d=2,D=2)19549.5301990391Range583Trim Var.13688.6866035571
V(Y[t],d=3,D=2)64668.3186068256Range1024Trim Var.45644.3952122855

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4570.77198879552 & Range & 316 & Trim Var. & 2866.01938386985 \tabularnewline
V(Y[t],d=1,D=0) & 8095.34567725395 & Range & 518 & Trim Var. & 3761.57943925234 \tabularnewline
V(Y[t],d=2,D=0) & 20813.8038533971 & Range & 704 & Trim Var. & 11793.1461814915 \tabularnewline
V(Y[t],d=3,D=0) & 59856.2559681698 & Range & 1214 & Trim Var. & 34007.9813186813 \tabularnewline
V(Y[t],d=0,D=1) & 1354.96253028730 & Range & 170 & Trim Var. & 756.505153508772 \tabularnewline
V(Y[t],d=1,D=1) & 2501.76088873215 & Range & 271 & Trim Var. & 1518.48756998880 \tabularnewline
V(Y[t],d=2,D=1) & 7658.80610961366 & Range & 394 & Trim Var. & 5115.39155799588 \tabularnewline
V(Y[t],d=3,D=1) & 25737.1946886447 & Range & 747 & Trim Var. & 18119.5070126227 \tabularnewline
V(Y[t],d=0,D=2) & 3261.93640350877 & Range & 300 & Trim Var. & 2073.38180574555 \tabularnewline
V(Y[t],d=1,D=2) & 6539.06382978723 & Range & 375 & Trim Var. & 4263.61388410786 \tabularnewline
V(Y[t],d=2,D=2) & 19549.5301990391 & Range & 583 & Trim Var. & 13688.6866035571 \tabularnewline
V(Y[t],d=3,D=2) & 64668.3186068256 & Range & 1024 & Trim Var. & 45644.3952122855 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32260&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4570.77198879552[/C][C]Range[/C][C]316[/C][C]Trim Var.[/C][C]2866.01938386985[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]8095.34567725395[/C][C]Range[/C][C]518[/C][C]Trim Var.[/C][C]3761.57943925234[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]20813.8038533971[/C][C]Range[/C][C]704[/C][C]Trim Var.[/C][C]11793.1461814915[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]59856.2559681698[/C][C]Range[/C][C]1214[/C][C]Trim Var.[/C][C]34007.9813186813[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1354.96253028730[/C][C]Range[/C][C]170[/C][C]Trim Var.[/C][C]756.505153508772[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2501.76088873215[/C][C]Range[/C][C]271[/C][C]Trim Var.[/C][C]1518.48756998880[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7658.80610961366[/C][C]Range[/C][C]394[/C][C]Trim Var.[/C][C]5115.39155799588[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]25737.1946886447[/C][C]Range[/C][C]747[/C][C]Trim Var.[/C][C]18119.5070126227[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3261.93640350877[/C][C]Range[/C][C]300[/C][C]Trim Var.[/C][C]2073.38180574555[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6539.06382978723[/C][C]Range[/C][C]375[/C][C]Trim Var.[/C][C]4263.61388410786[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19549.5301990391[/C][C]Range[/C][C]583[/C][C]Trim Var.[/C][C]13688.6866035571[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]64668.3186068256[/C][C]Range[/C][C]1024[/C][C]Trim Var.[/C][C]45644.3952122855[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32260&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32260&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)4570.77198879552Range316Trim Var.2866.01938386985
V(Y[t],d=1,D=0)8095.34567725395Range518Trim Var.3761.57943925234
V(Y[t],d=2,D=0)20813.8038533971Range704Trim Var.11793.1461814915
V(Y[t],d=3,D=0)59856.2559681698Range1214Trim Var.34007.9813186813
V(Y[t],d=0,D=1)1354.96253028730Range170Trim Var.756.505153508772
V(Y[t],d=1,D=1)2501.76088873215Range271Trim Var.1518.48756998880
V(Y[t],d=2,D=1)7658.80610961366Range394Trim Var.5115.39155799588
V(Y[t],d=3,D=1)25737.1946886447Range747Trim Var.18119.5070126227
V(Y[t],d=0,D=2)3261.93640350877Range300Trim Var.2073.38180574555
V(Y[t],d=1,D=2)6539.06382978723Range375Trim Var.4263.61388410786
V(Y[t],d=2,D=2)19549.5301990391Range583Trim Var.13688.6866035571
V(Y[t],d=3,D=2)64668.3186068256Range1024Trim Var.45644.3952122855


Figures (Output of Computation)

Input Parameters & R Code

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')