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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, 29 Nov 2010 09:29:57 +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/2010/Nov/29/t12910228938vzemjsjytwznfy.htm/, Retrieved Sat, 27 Apr 2024 06:25:41 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=102767, Retrieved Sat, 27 Apr 2024 06:25:41 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

751

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

-       [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]
-   PD    [Variance Reduction Matrix] [Variance reductio...] [2010-12-02 17:12:02] [717f3d787904f94c39256c5c1fc72d4c] 
-    D      [Variance Reduction Matrix] [Variance reductio...] [2010-12-02 17:20:47] [717f3d787904f94c39256c5c1fc72d4c] 
-   PD    [Variance Reduction Matrix] [WS8 VRM DMA] [2010-12-02 18:23:49] [74be16979710d4c4e7c6647856088456] 
-   PD    [Variance Reduction Matrix] [Aantal overnachti...] [2010-12-02 20:36:41] [d6a5e6c1b0014d57cedb2bdfb4a7099f] 
-    D      [Variance Reduction Matrix] [Aantal faillissem...] [2010-12-02 21:11:09] [d6a5e6c1b0014d57cedb2bdfb4a7099f] 
F   PD    [Variance Reduction Matrix] [] [2010-12-03 08:33:28] [3074aa973ede76ac75d398946b01602f] 
F   PD    [Variance Reduction Matrix] [] [2010-12-03 09:42:07] [504b6ff240ec7a3fcbc007044ae7a0bb] 
-   PD      [Variance Reduction Matrix] [] [2010-12-21 00:54:34] [504b6ff240ec7a3fcbc007044ae7a0bb] 
- RMPD    [Spectral Analysis] [W9 VRM] [2010-12-03 09:57:25] [56d90b683fcd93137645f9226b43c62b] 
-   PD    [Variance Reduction Matrix] [Paper - Werkloosh...] [2010-12-03 10:09:27] [4a7069087cf9e0eda253aeed7d8c30d6] 
- RMPD    [Spectral Analysis] [W9 VRM] [2010-12-03 09:57:25] [56d90b683fcd93137645f9226b43c62b] 
- RMPD    [Spectral Analysis] [WS9: VRM] [2010-12-03 10:02:01] [1fd136673b2a4fecb5c545b9b4a05d64] 
F   PD    [Variance Reduction Matrix] [WS9: VRM1] [2010-12-03 10:32:23] [1fd136673b2a4fecb5c545b9b4a05d64] 
-   P       [Variance Reduction Matrix] [ws9 stationality ...] [2010-12-06 11:12:28] [e4076051fbfb461c886b1e223cd7862f] 
- R PD      [Variance Reduction Matrix] [] [2011-12-06 23:06:57] [74be16979710d4c4e7c6647856088456] 
-   PD    [Variance Reduction Matrix] [VRM] [2010-12-03 13:11:26] [9f32078fdcdc094ca748857d5ebdb3de] 
-    D      [Variance Reduction Matrix] [] [2010-12-07 15:55:32] [ed939ef6f97e5f2afb6796311d9e7a5f] 
-   PD    [Variance Reduction Matrix] [Workshop 9] [2010-12-03 13:11:33] [39c51da0be01189e8a44eb69e891b7a1] 
-   PD      [Variance Reduction Matrix] [vrm] [2010-12-21 14:30:55] [f9eaed74daea918f73b9f505c5b1f19e] 
-   PD        [Variance Reduction Matrix] [VRM (olieprijzen)] [2010-12-25 18:11:07] [f9eaed74daea918f73b9f505c5b1f19e] 
-   PD    [Variance Reduction Matrix] [VRM faillissementen] [2010-12-03 13:12:25] [95e8426e0df851c9330605aa1e892ab5] 
-   PD    [Variance Reduction Matrix] [WS 9 VRM] [2010-12-03 14:09:49] [49c7a512c56172bc46ae7e93e5b58c1c] 
F           [Variance Reduction Matrix] [WS 9 VRM] [2010-12-05 16:18:44] [6ca0fc48dd5333d51a15728999009c83] 
-   PD    [Variance Reduction Matrix] [VRM ] [2010-12-03 15:03:54] [aeb27d5c05332f2e597ad139ee63fbe4] 
-    D      [Variance Reduction Matrix] [VRM - Niet werken...] [2010-12-10 08:40:14] [aeb27d5c05332f2e597ad139ee63fbe4] 
-   PD    [Variance Reduction Matrix] [WS9] [2010-12-03 15:30:13] [c7506ced21a6c0dca45d37c8a93c80e0] 
-   PD    [Variance Reduction Matrix] [workshop 9 - 5] [2010-12-03 16:59:38] [ec7b4b7cc1a30b20be5ec01cdf2adbbd] 
-   PD      [Variance Reduction Matrix] [paper - time-seri...] [2010-12-10 14:25:50] [ec7b4b7cc1a30b20be5ec01cdf2adbbd] 
-   PD    [Variance Reduction Matrix] [ws9] [2010-12-03 17:17:12] [c7506ced21a6c0dca45d37c8a93c80e0] 
-   PD    [Variance Reduction Matrix] [WS 9 Variance Red...] [2010-12-03 17:46:28] [8081b8996d5947580de3eb171e82db4f] 
-    D      [Variance Reduction Matrix] [Workshop 9, VRM] [2010-12-05 18:42:47] [3635fb7041b1998c5a1332cf9de22bce] 
-             [Variance Reduction Matrix] [Workshop 9, Stati...] [2010-12-06 20:19:21] [d946de7cca328fbcf207448a112523ab] 
-    D          [Variance Reduction Matrix] [WS10, Variance Re...] [2010-12-12 11:02:03] [d946de7cca328fbcf207448a112523ab] 
-    D          [Variance Reduction Matrix] [Paper VRM werklozen] [2010-12-19 15:30:38] [d946de7cca328fbcf207448a112523ab] 
-             [Variance Reduction Matrix] [WS 9] [2010-12-07 16:31:29] [4f85667043e8913570b3eb8f368f82b2] 
- R  D        [Variance Reduction Matrix] [Paper VRM] [2010-12-19 14:36:42] [3635fb7041b1998c5a1332cf9de22bce] 
-    D          [Variance Reduction Matrix] [Paper VRM werklozen] [2010-12-19 16:11:31] [d946de7cca328fbcf207448a112523ab] 
- RM D          [(Partial) Autocorrelation Function] [Paper VRM 2] [2010-12-19 20:40:03] [3635fb7041b1998c5a1332cf9de22bce] 
-   P             [(Partial) Autocorrelation Function] [Variance Reductio...] [2010-12-22 08:43:47] [8081b8996d5947580de3eb171e82db4f] 
-   P             [(Partial) Autocorrelation Function] [Paper Variance Re...] [2010-12-22 09:01:18] [d946de7cca328fbcf207448a112523ab] 
- R  D        [Variance Reduction Matrix] [WS9 VRM ] [2011-12-01 21:39:41] [74be16979710d4c4e7c6647856088456] 
- R           [Variance Reduction Matrix] [] [2011-12-02 09:17:55] [46896e8a404bb9354f2d070359621409] 
- RM          [Variance Reduction Matrix] [] [2011-12-02 20:00:52] [74be16979710d4c4e7c6647856088456] 
- R           [Variance Reduction Matrix] [variance reductio...] [2011-12-05 14:41:55] [c505444e07acba7694d29053ca5d114e] 
- R           [Variance Reduction Matrix] [Variance Reductio...] [2011-12-06 10:57:11] [74be16979710d4c4e7c6647856088456] 
- R             [Variance Reduction Matrix] [ws9] [2012-12-02 12:29:05] [000f7cd337b3382b4028da000456dfed] 
- RM            [Standard Deviation-Mean Plot] [ws9] [2012-12-02 12:36:11] [000f7cd337b3382b4028da000456dfed] 
-    D      [Variance Reduction Matrix] [WS 9 Variance Red...] [2010-12-05 18:57:57] [8081b8996d5947580de3eb171e82db4f] 

[Truncated]

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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	3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=102767&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]3 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=102767&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=102767&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	3 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	24040.7319917109	Range	708.9	Trim Var.	14891.1423067379
V(Y[t],d=1,D=0)	1855.27831616522	Range	306.2	Trim Var.	1019.21726473461
V(Y[t],d=2,D=0)	3601.51571083278	Range	388.2	Trim Var.	1764.07169175190
V(Y[t],d=3,D=0)	10155.4683153647	Range	595.5	Trim Var.	5250.86267655406
V(Y[t],d=0,D=1)	10061.5318845559	Range	585.7	Trim Var.	5798.12009737033
V(Y[t],d=1,D=1)	795.483036989776	Range	221.9	Trim Var.	451.063415764475
V(Y[t],d=2,D=1)	1251.20020977106	Range	223.4	Trim Var.	751.938251968809
V(Y[t],d=3,D=1)	3933.17493248985	Range	389.7	Trim Var.	2351.74535475078
V(Y[t],d=0,D=2)	23022.65043915	Range	819	Trim Var.	13637.4877562041
V(Y[t],d=1,D=2)	2352.87163598807	Range	333.6	Trim Var.	1332.90434353283
V(Y[t],d=2,D=2)	3506.43060400436	Range	407	Trim Var.	2059.39114521349
V(Y[t],d=3,D=2)	10920.6579647792	Range	659.1	Trim Var.	6490.07402051023

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 24040.7319917109 & Range & 708.9 & Trim Var. & 14891.1423067379 \tabularnewline
V(Y[t],d=1,D=0) & 1855.27831616522 & Range & 306.2 & Trim Var. & 1019.21726473461 \tabularnewline
V(Y[t],d=2,D=0) & 3601.51571083278 & Range & 388.2 & Trim Var. & 1764.07169175190 \tabularnewline
V(Y[t],d=3,D=0) & 10155.4683153647 & Range & 595.5 & Trim Var. & 5250.86267655406 \tabularnewline
V(Y[t],d=0,D=1) & 10061.5318845559 & Range & 585.7 & Trim Var. & 5798.12009737033 \tabularnewline
V(Y[t],d=1,D=1) & 795.483036989776 & Range & 221.9 & Trim Var. & 451.063415764475 \tabularnewline
V(Y[t],d=2,D=1) & 1251.20020977106 & Range & 223.4 & Trim Var. & 751.938251968809 \tabularnewline
V(Y[t],d=3,D=1) & 3933.17493248985 & Range & 389.7 & Trim Var. & 2351.74535475078 \tabularnewline
V(Y[t],d=0,D=2) & 23022.65043915 & Range & 819 & Trim Var. & 13637.4877562041 \tabularnewline
V(Y[t],d=1,D=2) & 2352.87163598807 & Range & 333.6 & Trim Var. & 1332.90434353283 \tabularnewline
V(Y[t],d=2,D=2) & 3506.43060400436 & Range & 407 & Trim Var. & 2059.39114521349 \tabularnewline
V(Y[t],d=3,D=2) & 10920.6579647792 & Range & 659.1 & Trim Var. & 6490.07402051023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=102767&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]24040.7319917109[/C][C]Range[/C][C]708.9[/C][C]Trim Var.[/C][C]14891.1423067379[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1855.27831616522[/C][C]Range[/C][C]306.2[/C][C]Trim Var.[/C][C]1019.21726473461[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3601.51571083278[/C][C]Range[/C][C]388.2[/C][C]Trim Var.[/C][C]1764.07169175190[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]10155.4683153647[/C][C]Range[/C][C]595.5[/C][C]Trim Var.[/C][C]5250.86267655406[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10061.5318845559[/C][C]Range[/C][C]585.7[/C][C]Trim Var.[/C][C]5798.12009737033[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]795.483036989776[/C][C]Range[/C][C]221.9[/C][C]Trim Var.[/C][C]451.063415764475[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1251.20020977106[/C][C]Range[/C][C]223.4[/C][C]Trim Var.[/C][C]751.938251968809[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3933.17493248985[/C][C]Range[/C][C]389.7[/C][C]Trim Var.[/C][C]2351.74535475078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]23022.65043915[/C][C]Range[/C][C]819[/C][C]Trim Var.[/C][C]13637.4877562041[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2352.87163598807[/C][C]Range[/C][C]333.6[/C][C]Trim Var.[/C][C]1332.90434353283[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3506.43060400436[/C][C]Range[/C][C]407[/C][C]Trim Var.[/C][C]2059.39114521349[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10920.6579647792[/C][C]Range[/C][C]659.1[/C][C]Trim Var.[/C][C]6490.07402051023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=102767&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=102767&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)	24040.7319917109	Range	708.9	Trim Var.	14891.1423067379
V(Y[t],d=1,D=0)	1855.27831616522	Range	306.2	Trim Var.	1019.21726473461
V(Y[t],d=2,D=0)	3601.51571083278	Range	388.2	Trim Var.	1764.07169175190
V(Y[t],d=3,D=0)	10155.4683153647	Range	595.5	Trim Var.	5250.86267655406
V(Y[t],d=0,D=1)	10061.5318845559	Range	585.7	Trim Var.	5798.12009737033
V(Y[t],d=1,D=1)	795.483036989776	Range	221.9	Trim Var.	451.063415764475
V(Y[t],d=2,D=1)	1251.20020977106	Range	223.4	Trim Var.	751.938251968809
V(Y[t],d=3,D=1)	3933.17493248985	Range	389.7	Trim Var.	2351.74535475078
V(Y[t],d=0,D=2)	23022.65043915	Range	819	Trim Var.	13637.4877562041
V(Y[t],d=1,D=2)	2352.87163598807	Range	333.6	Trim Var.	1332.90434353283
V(Y[t],d=2,D=2)	3506.43060400436	Range	407	Trim Var.	2059.39114521349
V(Y[t],d=3,D=2)	10920.6579647792	Range	659.1	Trim Var.	6490.07402051023

Parameters (Session):

par1 = 1 ; par2 = 0 ; par3 = 0 ; 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(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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Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code