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Author's title

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, 05 Dec 2008 12:01:52 -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/05/t12285037983kelcx499eouqo2.htm/, Retrieved Thu, 16 May 2024 10:19:38 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29394, Retrieved Thu, 16 May 2024 10:19:38 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

167

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

-       [Variance Reduction Matrix] [q8 - variance red...] [2008-12-05 19:01:52] [0831954c833179c36e9320daee0825b5] [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	0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29394&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]0 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=29394&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29394&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	0 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	5581278.3115942	Range	10535	Trim Var.	3480484.05208884
V(Y[t],d=1,D=0)	3943571.04219949	Range	8483	Trim Var.	2591544.41147541
V(Y[t],d=2,D=0)	10796277.6259877	Range	15202	Trim Var.	6726332.47768362
V(Y[t],d=3,D=0)	32903062.6770692	Range	25512	Trim Var.	20830335.8749269
V(Y[t],d=0,D=1)	783399.022383545	Range	4240	Trim Var.	487875.66025641
V(Y[t],d=1,D=1)	1535020.54761905	Range	5928	Trim Var.	969175.67372549
V(Y[t],d=2,D=1)	4473327.79967532	Range	9441	Trim Var.	3059979.04857143
V(Y[t],d=3,D=1)	14156572.7488215	Range	18358	Trim Var.	9226560.79166667
V(Y[t],d=0,D=2)	1563270.59710145	Range	4850	Trim Var.	985043.484615385
V(Y[t],d=1,D=2)	2747120.61313131	Range	7707	Trim Var.	1423836.51821862
V(Y[t],d=2,D=2)	8551245.98044397	Range	13338	Trim Var.	4417757.56472262
V(Y[t],d=3,D=2)	28296664.6135105	Range	26135	Trim Var.	14238805.9249249

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5581278.3115942 & Range & 10535 & Trim Var. & 3480484.05208884 \tabularnewline
V(Y[t],d=1,D=0) & 3943571.04219949 & Range & 8483 & Trim Var. & 2591544.41147541 \tabularnewline
V(Y[t],d=2,D=0) & 10796277.6259877 & Range & 15202 & Trim Var. & 6726332.47768362 \tabularnewline
V(Y[t],d=3,D=0) & 32903062.6770692 & Range & 25512 & Trim Var. & 20830335.8749269 \tabularnewline
V(Y[t],d=0,D=1) & 783399.022383545 & Range & 4240 & Trim Var. & 487875.66025641 \tabularnewline
V(Y[t],d=1,D=1) & 1535020.54761905 & Range & 5928 & Trim Var. & 969175.67372549 \tabularnewline
V(Y[t],d=2,D=1) & 4473327.79967532 & Range & 9441 & Trim Var. & 3059979.04857143 \tabularnewline
V(Y[t],d=3,D=1) & 14156572.7488215 & Range & 18358 & Trim Var. & 9226560.79166667 \tabularnewline
V(Y[t],d=0,D=2) & 1563270.59710145 & Range & 4850 & Trim Var. & 985043.484615385 \tabularnewline
V(Y[t],d=1,D=2) & 2747120.61313131 & Range & 7707 & Trim Var. & 1423836.51821862 \tabularnewline
V(Y[t],d=2,D=2) & 8551245.98044397 & Range & 13338 & Trim Var. & 4417757.56472262 \tabularnewline
V(Y[t],d=3,D=2) & 28296664.6135105 & Range & 26135 & Trim Var. & 14238805.9249249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29394&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5581278.3115942[/C][C]Range[/C][C]10535[/C][C]Trim Var.[/C][C]3480484.05208884[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3943571.04219949[/C][C]Range[/C][C]8483[/C][C]Trim Var.[/C][C]2591544.41147541[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10796277.6259877[/C][C]Range[/C][C]15202[/C][C]Trim Var.[/C][C]6726332.47768362[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]32903062.6770692[/C][C]Range[/C][C]25512[/C][C]Trim Var.[/C][C]20830335.8749269[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]783399.022383545[/C][C]Range[/C][C]4240[/C][C]Trim Var.[/C][C]487875.66025641[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1535020.54761905[/C][C]Range[/C][C]5928[/C][C]Trim Var.[/C][C]969175.67372549[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4473327.79967532[/C][C]Range[/C][C]9441[/C][C]Trim Var.[/C][C]3059979.04857143[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]14156572.7488215[/C][C]Range[/C][C]18358[/C][C]Trim Var.[/C][C]9226560.79166667[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1563270.59710145[/C][C]Range[/C][C]4850[/C][C]Trim Var.[/C][C]985043.484615385[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2747120.61313131[/C][C]Range[/C][C]7707[/C][C]Trim Var.[/C][C]1423836.51821862[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]8551245.98044397[/C][C]Range[/C][C]13338[/C][C]Trim Var.[/C][C]4417757.56472262[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]28296664.6135105[/C][C]Range[/C][C]26135[/C][C]Trim Var.[/C][C]14238805.9249249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29394&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29394&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)	5581278.3115942	Range	10535	Trim Var.	3480484.05208884
V(Y[t],d=1,D=0)	3943571.04219949	Range	8483	Trim Var.	2591544.41147541
V(Y[t],d=2,D=0)	10796277.6259877	Range	15202	Trim Var.	6726332.47768362
V(Y[t],d=3,D=0)	32903062.6770692	Range	25512	Trim Var.	20830335.8749269
V(Y[t],d=0,D=1)	783399.022383545	Range	4240	Trim Var.	487875.66025641
V(Y[t],d=1,D=1)	1535020.54761905	Range	5928	Trim Var.	969175.67372549
V(Y[t],d=2,D=1)	4473327.79967532	Range	9441	Trim Var.	3059979.04857143
V(Y[t],d=3,D=1)	14156572.7488215	Range	18358	Trim Var.	9226560.79166667
V(Y[t],d=0,D=2)	1563270.59710145	Range	4850	Trim Var.	985043.484615385
V(Y[t],d=1,D=2)	2747120.61313131	Range	7707	Trim Var.	1423836.51821862
V(Y[t],d=2,D=2)	8551245.98044397	Range	13338	Trim Var.	4417757.56472262
V(Y[t],d=3,D=2)	28296664.6135105	Range	26135	Trim Var.	14238805.9249249

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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