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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

Sat, 19 Dec 2009 08:45:47 -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/2009/Dec/19/t12612375813pqi7v9oro1uyl7.htm/, Retrieved Sat, 27 Apr 2024 18:40:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69646, Retrieved Sat, 27 Apr 2024 18:40:26 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

124

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [Model 2: VRM] [2009-11-24 17:59:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
- R PD            [Variance Reduction Matrix] [] [2009-12-19 15:45:47] [d5175f34d1f80375edd7cbd8232724fe] [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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69646&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69646&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69646&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	114449.45	Range	1870	Trim Var.	65899.8739199436
V(Y[t],d=1,D=0)	131347.788235294	Range	1675	Trim Var.	90725.0303738318
V(Y[t],d=2,D=0)	396637.651901439	Range	2849	Trim Var.	267087.571856815
V(Y[t],d=3,D=0)	1323236.31558743	Range	4894	Trim Var.	882198.723180593
V(Y[t],d=0,D=1)	132897.343866803	Range	2269	Trim Var.	74053.1804123711
V(Y[t],d=1,D=1)	190419.599861544	Range	1850	Trim Var.	122014.119298246
V(Y[t],d=2,D=1)	588982.693528478	Range	3316	Trim Var.	388331.467413214
V(Y[t],d=3,D=1)	1992724.20736748	Range	6008	Trim Var.	1340902.89773507
V(Y[t],d=0,D=2)	311047.644974227	Range	3549	Trim Var.	174690.904036354
V(Y[t],d=1,D=2)	484025.127960526	Range	3154	Trim Var.	322893.916415869
V(Y[t],d=2,D=2)	1464309.81814110	Range	5173	Trim Var.	1001599.51316527
V(Y[t],d=3,D=2)	4937188.99073439	Range	9431	Trim Var.	3388529.3819564

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 114449.45 & Range & 1870 & Trim Var. & 65899.8739199436 \tabularnewline
V(Y[t],d=1,D=0) & 131347.788235294 & Range & 1675 & Trim Var. & 90725.0303738318 \tabularnewline
V(Y[t],d=2,D=0) & 396637.651901439 & Range & 2849 & Trim Var. & 267087.571856815 \tabularnewline
V(Y[t],d=3,D=0) & 1323236.31558743 & Range & 4894 & Trim Var. & 882198.723180593 \tabularnewline
V(Y[t],d=0,D=1) & 132897.343866803 & Range & 2269 & Trim Var. & 74053.1804123711 \tabularnewline
V(Y[t],d=1,D=1) & 190419.599861544 & Range & 1850 & Trim Var. & 122014.119298246 \tabularnewline
V(Y[t],d=2,D=1) & 588982.693528478 & Range & 3316 & Trim Var. & 388331.467413214 \tabularnewline
V(Y[t],d=3,D=1) & 1992724.20736748 & Range & 6008 & Trim Var. & 1340902.89773507 \tabularnewline
V(Y[t],d=0,D=2) & 311047.644974227 & Range & 3549 & Trim Var. & 174690.904036354 \tabularnewline
V(Y[t],d=1,D=2) & 484025.127960526 & Range & 3154 & Trim Var. & 322893.916415869 \tabularnewline
V(Y[t],d=2,D=2) & 1464309.81814110 & Range & 5173 & Trim Var. & 1001599.51316527 \tabularnewline
V(Y[t],d=3,D=2) & 4937188.99073439 & Range & 9431 & Trim Var. & 3388529.3819564 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69646&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]114449.45[/C][C]Range[/C][C]1870[/C][C]Trim Var.[/C][C]65899.8739199436[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]131347.788235294[/C][C]Range[/C][C]1675[/C][C]Trim Var.[/C][C]90725.0303738318[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]396637.651901439[/C][C]Range[/C][C]2849[/C][C]Trim Var.[/C][C]267087.571856815[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1323236.31558743[/C][C]Range[/C][C]4894[/C][C]Trim Var.[/C][C]882198.723180593[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]132897.343866803[/C][C]Range[/C][C]2269[/C][C]Trim Var.[/C][C]74053.1804123711[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]190419.599861544[/C][C]Range[/C][C]1850[/C][C]Trim Var.[/C][C]122014.119298246[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]588982.693528478[/C][C]Range[/C][C]3316[/C][C]Trim Var.[/C][C]388331.467413214[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1992724.20736748[/C][C]Range[/C][C]6008[/C][C]Trim Var.[/C][C]1340902.89773507[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]311047.644974227[/C][C]Range[/C][C]3549[/C][C]Trim Var.[/C][C]174690.904036354[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]484025.127960526[/C][C]Range[/C][C]3154[/C][C]Trim Var.[/C][C]322893.916415869[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1464309.81814110[/C][C]Range[/C][C]5173[/C][C]Trim Var.[/C][C]1001599.51316527[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4937188.99073439[/C][C]Range[/C][C]9431[/C][C]Trim Var.[/C][C]3388529.3819564[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69646&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69646&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)	114449.45	Range	1870	Trim Var.	65899.8739199436
V(Y[t],d=1,D=0)	131347.788235294	Range	1675	Trim Var.	90725.0303738318
V(Y[t],d=2,D=0)	396637.651901439	Range	2849	Trim Var.	267087.571856815
V(Y[t],d=3,D=0)	1323236.31558743	Range	4894	Trim Var.	882198.723180593
V(Y[t],d=0,D=1)	132897.343866803	Range	2269	Trim Var.	74053.1804123711
V(Y[t],d=1,D=1)	190419.599861544	Range	1850	Trim Var.	122014.119298246
V(Y[t],d=2,D=1)	588982.693528478	Range	3316	Trim Var.	388331.467413214
V(Y[t],d=3,D=1)	1992724.20736748	Range	6008	Trim Var.	1340902.89773507
V(Y[t],d=0,D=2)	311047.644974227	Range	3549	Trim Var.	174690.904036354
V(Y[t],d=1,D=2)	484025.127960526	Range	3154	Trim Var.	322893.916415869
V(Y[t],d=2,D=2)	1464309.81814110	Range	5173	Trim Var.	1001599.51316527
V(Y[t],d=3,D=2)	4937188.99073439	Range	9431	Trim Var.	3388529.3819564

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

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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