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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, 19 Dec 2008 07:36:56 -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/19/t1229697502m1jf8xwxcsnhgtt.htm/, Retrieved Wed, 15 May 2024 20:55:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35155, Retrieved Wed, 15 May 2024 20:55:06 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

193

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

-     [ARIMA Backward Selection] [Paper Arima Backw...] [2008-12-19 10:49:33] [f9b9e85820b2a54b20380c3265aca831]
- RMPD    [Variance Reduction Matrix] [Paper H5 Vrouwen VRM] [2008-12-19 14:36:56] [5e9e099b83e50415d7642e10d74756e4] [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=35155&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=35155&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35155&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)	573907862.972862	Range	93895	Trim Var.	390602920.718518
V(Y[t],d=1,D=0)	119419530.176626	Range	52013	Trim Var.	45750197.3728162
V(Y[t],d=2,D=0)	157390647.690164	Range	61931	Trim Var.	74722398.628447
V(Y[t],d=3,D=0)	345426610.782768	Range	91364	Trim Var.	174506744.127533
V(Y[t],d=0,D=1)	364152400.353725	Range	70477	Trim Var.	265760570.764646
V(Y[t],d=1,D=1)	20620252.622449	Range	26463	Trim Var.	9020511.21511628
V(Y[t],d=2,D=1)	38135513.2729592	Range	30864	Trim Var.	17021084.7297896
V(Y[t],d=3,D=1)	108597979.397163	Range	50518	Trim Var.	53128166.0464576
V(Y[t],d=0,D=2)	315507004.178138	Range	61729	Trim Var.	239526432.467227
V(Y[t],d=1,D=2)	54805129.6642959	Range	40889	Trim Var.	25332716.3752228
V(Y[t],d=2,D=2)	99563295.1396396	Range	51589	Trim Var.	49081492.0227273
V(Y[t],d=3,D=2)	258326938.885714	Range	62099	Trim Var.	174194522.608871

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 573907862.972862 & Range & 93895 & Trim Var. & 390602920.718518 \tabularnewline
V(Y[t],d=1,D=0) & 119419530.176626 & Range & 52013 & Trim Var. & 45750197.3728162 \tabularnewline
V(Y[t],d=2,D=0) & 157390647.690164 & Range & 61931 & Trim Var. & 74722398.628447 \tabularnewline
V(Y[t],d=3,D=0) & 345426610.782768 & Range & 91364 & Trim Var. & 174506744.127533 \tabularnewline
V(Y[t],d=0,D=1) & 364152400.353725 & Range & 70477 & Trim Var. & 265760570.764646 \tabularnewline
V(Y[t],d=1,D=1) & 20620252.622449 & Range & 26463 & Trim Var. & 9020511.21511628 \tabularnewline
V(Y[t],d=2,D=1) & 38135513.2729592 & Range & 30864 & Trim Var. & 17021084.7297896 \tabularnewline
V(Y[t],d=3,D=1) & 108597979.397163 & Range & 50518 & Trim Var. & 53128166.0464576 \tabularnewline
V(Y[t],d=0,D=2) & 315507004.178138 & Range & 61729 & Trim Var. & 239526432.467227 \tabularnewline
V(Y[t],d=1,D=2) & 54805129.6642959 & Range & 40889 & Trim Var. & 25332716.3752228 \tabularnewline
V(Y[t],d=2,D=2) & 99563295.1396396 & Range & 51589 & Trim Var. & 49081492.0227273 \tabularnewline
V(Y[t],d=3,D=2) & 258326938.885714 & Range & 62099 & Trim Var. & 174194522.608871 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35155&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]573907862.972862[/C][C]Range[/C][C]93895[/C][C]Trim Var.[/C][C]390602920.718518[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]119419530.176626[/C][C]Range[/C][C]52013[/C][C]Trim Var.[/C][C]45750197.3728162[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]157390647.690164[/C][C]Range[/C][C]61931[/C][C]Trim Var.[/C][C]74722398.628447[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]345426610.782768[/C][C]Range[/C][C]91364[/C][C]Trim Var.[/C][C]174506744.127533[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]364152400.353725[/C][C]Range[/C][C]70477[/C][C]Trim Var.[/C][C]265760570.764646[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]20620252.622449[/C][C]Range[/C][C]26463[/C][C]Trim Var.[/C][C]9020511.21511628[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]38135513.2729592[/C][C]Range[/C][C]30864[/C][C]Trim Var.[/C][C]17021084.7297896[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]108597979.397163[/C][C]Range[/C][C]50518[/C][C]Trim Var.[/C][C]53128166.0464576[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]315507004.178138[/C][C]Range[/C][C]61729[/C][C]Trim Var.[/C][C]239526432.467227[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]54805129.6642959[/C][C]Range[/C][C]40889[/C][C]Trim Var.[/C][C]25332716.3752228[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]99563295.1396396[/C][C]Range[/C][C]51589[/C][C]Trim Var.[/C][C]49081492.0227273[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]258326938.885714[/C][C]Range[/C][C]62099[/C][C]Trim Var.[/C][C]174194522.608871[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35155&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35155&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)	573907862.972862	Range	93895	Trim Var.	390602920.718518
V(Y[t],d=1,D=0)	119419530.176626	Range	52013	Trim Var.	45750197.3728162
V(Y[t],d=2,D=0)	157390647.690164	Range	61931	Trim Var.	74722398.628447
V(Y[t],d=3,D=0)	345426610.782768	Range	91364	Trim Var.	174506744.127533
V(Y[t],d=0,D=1)	364152400.353725	Range	70477	Trim Var.	265760570.764646
V(Y[t],d=1,D=1)	20620252.622449	Range	26463	Trim Var.	9020511.21511628
V(Y[t],d=2,D=1)	38135513.2729592	Range	30864	Trim Var.	17021084.7297896
V(Y[t],d=3,D=1)	108597979.397163	Range	50518	Trim Var.	53128166.0464576
V(Y[t],d=0,D=2)	315507004.178138	Range	61729	Trim Var.	239526432.467227
V(Y[t],d=1,D=2)	54805129.6642959	Range	40889	Trim Var.	25332716.3752228
V(Y[t],d=2,D=2)	99563295.1396396	Range	51589	Trim Var.	49081492.0227273
V(Y[t],d=3,D=2)	258326938.885714	Range	62099	Trim Var.	174194522.608871

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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