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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

Mon, 15 Dec 2008 15:31:00 -0700

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/2008/Dec/15/t1229380320yc0awp3zsh19vi1.htm/, Retrieved Tue, 14 May 2024 10:27:44 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33839, Retrieved Tue, 14 May 2024 10:27:44 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

231

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

-     [Standard Deviation-Mean Plot] [SMP prof bach] [2008-12-15 22:25:20] [bc937651ef42bf891200cf0e0edc7238]
- RM      [Variance Reduction Matrix] [VRM prof bach] [2008-12-15 22:31:00] [21d7d81e7693ad6dde5aadefb1046611] [Current]
- RMP       [(Partial) Autocorrelation Function] [ARIMA Prof bach A...] [2008-12-15 22:38:57] [bc937651ef42bf891200cf0e0edc7238] 
-   P         [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:41:53] [bc937651ef42bf891200cf0e0edc7238] 
-   P           [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:44:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [ARIMA ACF prof ba...] [2008-12-15 22:46:08] [bc937651ef42bf891200cf0e0edc7238] 
-   P           [(Partial) Autocorrelation Function] [acf prof bach L =...] [2008-12-19 15:35:04] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [(Partial) Autocorrelation Function] [acf prof bach lam...] [2008-12-19 15:40:07] [bc937651ef42bf891200cf0e0edc7238] 
-   P               [(Partial) Autocorrelation Function] [acf lambda = 1,1,1] [2008-12-19 15:45:45] [bc937651ef42bf891200cf0e0edc7238] 
-  MPD                [(Partial) Autocorrelation Function] [ACF bij d=0 en D=0] [2010-12-17 13:29:13] [616fb52b46273b7e6805de1e68b3a688] 
-   P                   [(Partial) Autocorrelation Function] [ACF bij d=0 en D=1] [2010-12-17 13:34:11] [616fb52b46273b7e6805de1e68b3a688] 
-   P                     [(Partial) Autocorrelation Function] [ACF bij d=1 en D=1] [2010-12-17 13:51:58] [616fb52b46273b7e6805de1e68b3a688] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:03:15] [4dfa50539945b119a90a7606969443b9] 
-  MPD            [(Partial) Autocorrelation Function] [] [2010-12-24 12:12:12] [4dfa50539945b119a90a7606969443b9] 
- RMP         [ARIMA Backward Selection] [Arima backward se...] [2008-12-19 17:26:16] [bc937651ef42bf891200cf0e0edc7238] 
- RMP           [ARIMA Forecasting] [ARIMA forecast pr...] [2008-12-20 11:34:44] [bc937651ef42bf891200cf0e0edc7238] 
-  MPD            [ARIMA Forecasting] [] [2010-12-21 19:37:30] [94f4aa1c01e87d8321fffb341ed4df07] 
-    D              [ARIMA Forecasting] [] [2010-12-22 16:40:18] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD            [ARIMA Forecasting] [ARIMA Forecasting] [2010-12-22 13:25:50] [616fb52b46273b7e6805de1e68b3a688] 
-    D              [ARIMA Forecasting] [ARIMA Forecasting] [2010-12-24 15:04:34] [616fb52b46273b7e6805de1e68b3a688] 
- RMPD            [ARIMA Forecasting] [] [2010-12-24 13:59:54] [4dfa50539945b119a90a7606969443b9] 
-   PD              [ARIMA Forecasting] [] [2010-12-26 10:14:56] [4dfa50539945b119a90a7606969443b9] 
- RMP           [ARIMA Forecasting] [ARIMA forecast pr...] [2008-12-20 11:40:03] [bc937651ef42bf891200cf0e0edc7238] 
-   P             [ARIMA Forecasting] [ARIMA forecast pr...] [2008-12-20 13:00:09] [bc937651ef42bf891200cf0e0edc7238] 
-   P               [ARIMA Forecasting] [ARIMA voorspellin...] [2008-12-20 13:17:10] [bc937651ef42bf891200cf0e0edc7238] 
-  M D          [ARIMA Backward Selection] [] [2010-12-21 17:53:23] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD          [ARIMA Backward Selection] [] [2010-12-21 19:17:29] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD          [ARIMA Backward Selection] [] [2010-12-24 13:46:46] [4dfa50539945b119a90a7606969443b9] 
-  MPD          [ARIMA Backward Selection] [Paper Statistiek] [2010-12-28 15:46:48] [82c18f3ebe9df70882495121eb816e07] 
-  MP           [ARIMA Backward Selection] [Paper Statistiek] [2010-12-28 16:09:56] [82c18f3ebe9df70882495121eb816e07] 
- RMPD          [ARIMA Backward Selection] [ARIMA Backward Se...] [2010-12-28 18:28:51] [74be16979710d4c4e7c6647856088456] 
-  MPD        [(Partial) Autocorrelation Function] [] [2010-12-20 16:16:49] [94f4aa1c01e87d8321fffb341ed4df07] 
-  MPD        [(Partial) Autocorrelation Function] [b-r0245787] [2010-12-22 14:53:44] [ebb35fb07def4d07c0eb7ec8d2fd3b0e] 
-               [(Partial) Autocorrelation Function] [b-r0245095] [2010-12-22 14:58:29] [ec8d68d52c1e9c5e97bb689b42436a8c] 
-   PD            [(Partial) Autocorrelation Function] [b-r0245095] [2010-12-22 15:32:51] [ec8d68d52c1e9c5e97bb689b42436a8c] 
-   PD          [(Partial) Autocorrelation Function] [b-r0245787] [2010-12-22 15:30:39] [ebb35fb07def4d07c0eb7ec8d2fd3b0e] 
-  MPD        [(Partial) Autocorrelation Function] [] [2010-12-24 12:53:41] [4dfa50539945b119a90a7606969443b9] 
-  MPD        [(Partial) Autocorrelation Function] [] [2010-12-28 12:28:43] [c6813a60da787bb62b5d86150b8926dd] 
- R P           [(Partial) Autocorrelation Function] [Deel 4: ARIMA bac...] [2012-12-13 15:17:46] [b4e5b8b5af0253f45dc68b47bb41cf13] 
- RMPD        [(Partial) Autocorrelation Function] [Autocorrelation] [2010-12-28 16:20:44] [74be16979710d4c4e7c6647856088456] 
- RMPD        [ARIMA Backward Selection] [arima-model] [2010-12-29 22:10:14] [5a05da414fd67612c3b80d44effe0727] 

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Dataseries X:

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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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33839&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33839&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33839&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	2 seconds
R Server	'Herman Ole Andreas Wold' @ 193.190.124.10:1001

Variance Reduction Matrix
V(Y[t],d=0,D=0)	21813863.9884632	Range	19632	Trim Var.	15001746.6688415
V(Y[t],d=1,D=0)	7825315.67086774	Range	14349	Trim Var.	3508439.31581312
V(Y[t],d=2,D=0)	9819617.04907162	Range	14961	Trim Var.	5274942.7496337
V(Y[t],d=3,D=0)	20672629.2995502	Range	23611	Trim Var.	8572604.1493652
V(Y[t],d=0,D=1)	4347872.10174572	Range	9212	Trim Var.	3254351.91086226
V(Y[t],d=1,D=1)	493932.889487871	Range	4629	Trim Var.	206454.268130863
V(Y[t],d=2,D=1)	1140888.77692308	Range	6665	Trim Var.	517844.694483403
V(Y[t],d=3,D=1)	3630174.48991785	Range	10341	Trim Var.	1630117.23877210
V(Y[t],d=0,D=2)	3039947.54826428	Range	7535	Trim Var.	2109661.17647059
V(Y[t],d=1,D=2)	1173276.35243651	Range	5641	Trim Var.	645101.111302352
V(Y[t],d=2,D=2)	2900827.70991117	Range	7913	Trim Var.	1867671.40434910
V(Y[t],d=3,D=2)	9248736.51063067	Range	14672	Trim Var.	5894249.95137007

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 21813863.9884632 & Range & 19632 & Trim Var. & 15001746.6688415 \tabularnewline
V(Y[t],d=1,D=0) & 7825315.67086774 & Range & 14349 & Trim Var. & 3508439.31581312 \tabularnewline
V(Y[t],d=2,D=0) & 9819617.04907162 & Range & 14961 & Trim Var. & 5274942.7496337 \tabularnewline
V(Y[t],d=3,D=0) & 20672629.2995502 & Range & 23611 & Trim Var. & 8572604.1493652 \tabularnewline
V(Y[t],d=0,D=1) & 4347872.10174572 & Range & 9212 & Trim Var. & 3254351.91086226 \tabularnewline
V(Y[t],d=1,D=1) & 493932.889487871 & Range & 4629 & Trim Var. & 206454.268130863 \tabularnewline
V(Y[t],d=2,D=1) & 1140888.77692308 & Range & 6665 & Trim Var. & 517844.694483403 \tabularnewline
V(Y[t],d=3,D=1) & 3630174.48991785 & Range & 10341 & Trim Var. & 1630117.23877210 \tabularnewline
V(Y[t],d=0,D=2) & 3039947.54826428 & Range & 7535 & Trim Var. & 2109661.17647059 \tabularnewline
V(Y[t],d=1,D=2) & 1173276.35243651 & Range & 5641 & Trim Var. & 645101.111302352 \tabularnewline
V(Y[t],d=2,D=2) & 2900827.70991117 & Range & 7913 & Trim Var. & 1867671.40434910 \tabularnewline
V(Y[t],d=3,D=2) & 9248736.51063067 & Range & 14672 & Trim Var. & 5894249.95137007 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33839&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]21813863.9884632[/C][C]Range[/C][C]19632[/C][C]Trim Var.[/C][C]15001746.6688415[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]7825315.67086774[/C][C]Range[/C][C]14349[/C][C]Trim Var.[/C][C]3508439.31581312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9819617.04907162[/C][C]Range[/C][C]14961[/C][C]Trim Var.[/C][C]5274942.7496337[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]20672629.2995502[/C][C]Range[/C][C]23611[/C][C]Trim Var.[/C][C]8572604.1493652[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4347872.10174572[/C][C]Range[/C][C]9212[/C][C]Trim Var.[/C][C]3254351.91086226[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]493932.889487871[/C][C]Range[/C][C]4629[/C][C]Trim Var.[/C][C]206454.268130863[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1140888.77692308[/C][C]Range[/C][C]6665[/C][C]Trim Var.[/C][C]517844.694483403[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3630174.48991785[/C][C]Range[/C][C]10341[/C][C]Trim Var.[/C][C]1630117.23877210[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3039947.54826428[/C][C]Range[/C][C]7535[/C][C]Trim Var.[/C][C]2109661.17647059[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1173276.35243651[/C][C]Range[/C][C]5641[/C][C]Trim Var.[/C][C]645101.111302352[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2900827.70991117[/C][C]Range[/C][C]7913[/C][C]Trim Var.[/C][C]1867671.40434910[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9248736.51063067[/C][C]Range[/C][C]14672[/C][C]Trim Var.[/C][C]5894249.95137007[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33839&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33839&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)	21813863.9884632	Range	19632	Trim Var.	15001746.6688415
V(Y[t],d=1,D=0)	7825315.67086774	Range	14349	Trim Var.	3508439.31581312
V(Y[t],d=2,D=0)	9819617.04907162	Range	14961	Trim Var.	5274942.7496337
V(Y[t],d=3,D=0)	20672629.2995502	Range	23611	Trim Var.	8572604.1493652
V(Y[t],d=0,D=1)	4347872.10174572	Range	9212	Trim Var.	3254351.91086226
V(Y[t],d=1,D=1)	493932.889487871	Range	4629	Trim Var.	206454.268130863
V(Y[t],d=2,D=1)	1140888.77692308	Range	6665	Trim Var.	517844.694483403
V(Y[t],d=3,D=1)	3630174.48991785	Range	10341	Trim Var.	1630117.23877210
V(Y[t],d=0,D=2)	3039947.54826428	Range	7535	Trim Var.	2109661.17647059
V(Y[t],d=1,D=2)	1173276.35243651	Range	5641	Trim Var.	645101.111302352
V(Y[t],d=2,D=2)	2900827.70991117	Range	7913	Trim Var.	1867671.40434910
V(Y[t],d=3,D=2)	9248736.51063067	Range	14672	Trim Var.	5894249.95137007

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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Dataset

Tables (Output of Computation)

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Input Parameters & R Code