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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

Fri, 13 Nov 2015 10:33:02 +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/2015/Nov/13/t1447410793bjeolam9oa0gyys.htm/, Retrieved Tue, 14 May 2024 17:27:45 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=283300, Retrieved Tue, 14 May 2024 17:27:45 +0000

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No (this computation is public)

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Estimated Impact

190

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

-       [Variance Reduction Matrix] [] [2015-11-13 10:33:02] [85e7a66a1e5d24b56c3cf5eab9332807] [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	'Herman Ole Andreas Wold' @ wold.wessa.net

\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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283300&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283300&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283300&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	2666810	Range	6107	Trim Var.	2135080
V(Y[t],d=1,D=0)	1271260	Range	5630	Trim Var.	839933
V(Y[t],d=2,D=0)	2017070	Range	6683	Trim Var.	1349260
V(Y[t],d=3,D=0)	5841040	Range	12580	Trim Var.	3768110
V(Y[t],d=0,D=1)	144580	Range	2911	Trim Var.	55342.3
V(Y[t],d=1,D=1)	337549	Range	4071	Trim Var.	120305
V(Y[t],d=2,D=1)	1111950	Range	7419	Trim Var.	392742
V(Y[t],d=3,D=1)	3839860	Range	13838	Trim Var.	1378860
V(Y[t],d=0,D=2)	275093	Range	3527	Trim Var.	125416
V(Y[t],d=1,D=2)	621814	Range	4765	Trim Var.	290195
V(Y[t],d=2,D=2)	1999520	Range	7611	Trim Var.	922791
V(Y[t],d=3,D=2)	6854230	Range	14393	Trim Var.	3330910

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2666810 & Range & 6107 & Trim Var. & 2135080 \tabularnewline
V(Y[t],d=1,D=0) & 1271260 & Range & 5630 & Trim Var. & 839933 \tabularnewline
V(Y[t],d=2,D=0) & 2017070 & Range & 6683 & Trim Var. & 1349260 \tabularnewline
V(Y[t],d=3,D=0) & 5841040 & Range & 12580 & Trim Var. & 3768110 \tabularnewline
V(Y[t],d=0,D=1) & 144580 & Range & 2911 & Trim Var. & 55342.3 \tabularnewline
V(Y[t],d=1,D=1) & 337549 & Range & 4071 & Trim Var. & 120305 \tabularnewline
V(Y[t],d=2,D=1) & 1111950 & Range & 7419 & Trim Var. & 392742 \tabularnewline
V(Y[t],d=3,D=1) & 3839860 & Range & 13838 & Trim Var. & 1378860 \tabularnewline
V(Y[t],d=0,D=2) & 275093 & Range & 3527 & Trim Var. & 125416 \tabularnewline
V(Y[t],d=1,D=2) & 621814 & Range & 4765 & Trim Var. & 290195 \tabularnewline
V(Y[t],d=2,D=2) & 1999520 & Range & 7611 & Trim Var. & 922791 \tabularnewline
V(Y[t],d=3,D=2) & 6854230 & Range & 14393 & Trim Var. & 3330910 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=283300&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2666810[/C][C]Range[/C][C]6107[/C][C]Trim Var.[/C][C]2135080[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1271260[/C][C]Range[/C][C]5630[/C][C]Trim Var.[/C][C]839933[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2017070[/C][C]Range[/C][C]6683[/C][C]Trim Var.[/C][C]1349260[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5841040[/C][C]Range[/C][C]12580[/C][C]Trim Var.[/C][C]3768110[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]144580[/C][C]Range[/C][C]2911[/C][C]Trim Var.[/C][C]55342.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]337549[/C][C]Range[/C][C]4071[/C][C]Trim Var.[/C][C]120305[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1111950[/C][C]Range[/C][C]7419[/C][C]Trim Var.[/C][C]392742[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3839860[/C][C]Range[/C][C]13838[/C][C]Trim Var.[/C][C]1378860[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]275093[/C][C]Range[/C][C]3527[/C][C]Trim Var.[/C][C]125416[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]621814[/C][C]Range[/C][C]4765[/C][C]Trim Var.[/C][C]290195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1999520[/C][C]Range[/C][C]7611[/C][C]Trim Var.[/C][C]922791[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6854230[/C][C]Range[/C][C]14393[/C][C]Trim Var.[/C][C]3330910[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=283300&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=283300&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)	2666810	Range	6107	Trim Var.	2135080
V(Y[t],d=1,D=0)	1271260	Range	5630	Trim Var.	839933
V(Y[t],d=2,D=0)	2017070	Range	6683	Trim Var.	1349260
V(Y[t],d=3,D=0)	5841040	Range	12580	Trim Var.	3768110
V(Y[t],d=0,D=1)	144580	Range	2911	Trim Var.	55342.3
V(Y[t],d=1,D=1)	337549	Range	4071	Trim Var.	120305
V(Y[t],d=2,D=1)	1111950	Range	7419	Trim Var.	392742
V(Y[t],d=3,D=1)	3839860	Range	13838	Trim Var.	1378860
V(Y[t],d=0,D=2)	275093	Range	3527	Trim Var.	125416
V(Y[t],d=1,D=2)	621814	Range	4765	Trim Var.	290195
V(Y[t],d=2,D=2)	1999520	Range	7611	Trim Var.	922791
V(Y[t],d=3,D=2)	6854230	Range	14393	Trim Var.	3330910

Figure 1

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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(myx,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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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Input Parameters & R Code