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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, 12 Dec 2008 08:22:34 -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/12/t1229095411mf24g8h9fquzysq.htm/, Retrieved Fri, 17 May 2024 18:23:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32846, Retrieved Fri, 17 May 2024 18:23:23 +0000

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Estimated Impact

161

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

-       [Variance Reduction Matrix] [Paper: variance r...] [2008-12-12 15:22:34] [bda7fba231d49184c6a1b627868bbb81] [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	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=32846&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=32846&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32846&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)	601201458.063388	Range	99775	Trim Var.	388713706.807692
V(Y[t],d=1,D=0)	167466634.443785	Range	58261	Trim Var.	82673868.1289308
V(Y[t],d=2,D=0)	267216617.118644	Range	74288	Trim Var.	162605050.637881
V(Y[t],d=3,D=0)	640443830.554144	Range	122425	Trim Var.	355603873.069005
V(Y[t],d=0,D=1)	188760637.569728	Range	52980	Trim Var.	128595979.826135
V(Y[t],d=1,D=1)	20950812.222961	Range	21078	Trim Var.	11593414.3391405
V(Y[t],d=2,D=1)	46172602.8353377	Range	28205	Trim Var.	29707548.7939024
V(Y[t],d=3,D=1)	144647042.870048	Range	48888	Trim Var.	91832800.7121795
V(Y[t],d=0,D=2)	217527728.813814	Range	47923	Trim Var.	179164084.183712
V(Y[t],d=1,D=2)	46319276.6730159	Range	32385	Trim Var.	23897691.2489919
V(Y[t],d=2,D=2)	101994594.961345	Range	39662	Trim Var.	65686831.5139785
V(Y[t],d=3,D=2)	337344680.720143	Range	77133	Trim Var.	211089707.205747

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 601201458.063388 & Range & 99775 & Trim Var. & 388713706.807692 \tabularnewline
V(Y[t],d=1,D=0) & 167466634.443785 & Range & 58261 & Trim Var. & 82673868.1289308 \tabularnewline
V(Y[t],d=2,D=0) & 267216617.118644 & Range & 74288 & Trim Var. & 162605050.637881 \tabularnewline
V(Y[t],d=3,D=0) & 640443830.554144 & Range & 122425 & Trim Var. & 355603873.069005 \tabularnewline
V(Y[t],d=0,D=1) & 188760637.569728 & Range & 52980 & Trim Var. & 128595979.826135 \tabularnewline
V(Y[t],d=1,D=1) & 20950812.222961 & Range & 21078 & Trim Var. & 11593414.3391405 \tabularnewline
V(Y[t],d=2,D=1) & 46172602.8353377 & Range & 28205 & Trim Var. & 29707548.7939024 \tabularnewline
V(Y[t],d=3,D=1) & 144647042.870048 & Range & 48888 & Trim Var. & 91832800.7121795 \tabularnewline
V(Y[t],d=0,D=2) & 217527728.813814 & Range & 47923 & Trim Var. & 179164084.183712 \tabularnewline
V(Y[t],d=1,D=2) & 46319276.6730159 & Range & 32385 & Trim Var. & 23897691.2489919 \tabularnewline
V(Y[t],d=2,D=2) & 101994594.961345 & Range & 39662 & Trim Var. & 65686831.5139785 \tabularnewline
V(Y[t],d=3,D=2) & 337344680.720143 & Range & 77133 & Trim Var. & 211089707.205747 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32846&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]601201458.063388[/C][C]Range[/C][C]99775[/C][C]Trim Var.[/C][C]388713706.807692[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]167466634.443785[/C][C]Range[/C][C]58261[/C][C]Trim Var.[/C][C]82673868.1289308[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]267216617.118644[/C][C]Range[/C][C]74288[/C][C]Trim Var.[/C][C]162605050.637881[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]640443830.554144[/C][C]Range[/C][C]122425[/C][C]Trim Var.[/C][C]355603873.069005[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]188760637.569728[/C][C]Range[/C][C]52980[/C][C]Trim Var.[/C][C]128595979.826135[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]20950812.222961[/C][C]Range[/C][C]21078[/C][C]Trim Var.[/C][C]11593414.3391405[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]46172602.8353377[/C][C]Range[/C][C]28205[/C][C]Trim Var.[/C][C]29707548.7939024[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]144647042.870048[/C][C]Range[/C][C]48888[/C][C]Trim Var.[/C][C]91832800.7121795[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]217527728.813814[/C][C]Range[/C][C]47923[/C][C]Trim Var.[/C][C]179164084.183712[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]46319276.6730159[/C][C]Range[/C][C]32385[/C][C]Trim Var.[/C][C]23897691.2489919[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]101994594.961345[/C][C]Range[/C][C]39662[/C][C]Trim Var.[/C][C]65686831.5139785[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]337344680.720143[/C][C]Range[/C][C]77133[/C][C]Trim Var.[/C][C]211089707.205747[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32846&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32846&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)	601201458.063388	Range	99775	Trim Var.	388713706.807692
V(Y[t],d=1,D=0)	167466634.443785	Range	58261	Trim Var.	82673868.1289308
V(Y[t],d=2,D=0)	267216617.118644	Range	74288	Trim Var.	162605050.637881
V(Y[t],d=3,D=0)	640443830.554144	Range	122425	Trim Var.	355603873.069005
V(Y[t],d=0,D=1)	188760637.569728	Range	52980	Trim Var.	128595979.826135
V(Y[t],d=1,D=1)	20950812.222961	Range	21078	Trim Var.	11593414.3391405
V(Y[t],d=2,D=1)	46172602.8353377	Range	28205	Trim Var.	29707548.7939024
V(Y[t],d=3,D=1)	144647042.870048	Range	48888	Trim Var.	91832800.7121795
V(Y[t],d=0,D=2)	217527728.813814	Range	47923	Trim Var.	179164084.183712
V(Y[t],d=1,D=2)	46319276.6730159	Range	32385	Trim Var.	23897691.2489919
V(Y[t],d=2,D=2)	101994594.961345	Range	39662	Trim Var.	65686831.5139785
V(Y[t],d=3,D=2)	337344680.720143	Range	77133	Trim Var.	211089707.205747

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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