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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, 20 Dec 2008 12:14:07 -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/20/t12298007087chyazpv8g311g4.htm/, Retrieved Wed, 22 May 2024 14:44:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35433, Retrieved Wed, 22 May 2024 14:44:24 +0000

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No (this computation is public)

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Estimated Impact

155

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

-       [Variance Reduction Matrix] [] [2008-12-20 19:14:07] [f6a332ba2d530c028d935c5a5bbb53af] [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=35433&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=35433&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35433&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)	468240362284.795	Range	2640824	Trim Var.	328076313780.746
V(Y[t],d=1,D=0)	384287201058.384	Range	3156049	Trim Var.	168829956975.548
V(Y[t],d=2,D=0)	780671516230.518	Range	4552818	Trim Var.	457770923725.993
V(Y[t],d=3,D=0)	2177117475425.23	Range	7243094	Trim Var.	1195081139084.02
V(Y[t],d=0,D=1)	12196107062.376	Range	657820	Trim Var.	5567909366.15269
V(Y[t],d=1,D=1)	32668244543.8299	Range	1149284	Trim Var.	11856128474.8650
V(Y[t],d=2,D=1)	112466804164.876	Range	1980917	Trim Var.	41537055525.971
V(Y[t],d=3,D=1)	405657184319.135	Range	3851230	Trim Var.	157975646851.234
V(Y[t],d=0,D=2)	38817780317.3333	Range	1149284	Trim Var.	18797718000.0139
V(Y[t],d=1,D=2)	104471403361.273	Range	1934230	Trim Var.	38546472694.9122
V(Y[t],d=2,D=2)	364770795828.754	Range	3435759	Trim Var.	134362055226.356
V(Y[t],d=3,D=2)	1330720434344.68	Range	6543562	Trim Var.	496505116950.147

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 468240362284.795 & Range & 2640824 & Trim Var. & 328076313780.746 \tabularnewline
V(Y[t],d=1,D=0) & 384287201058.384 & Range & 3156049 & Trim Var. & 168829956975.548 \tabularnewline
V(Y[t],d=2,D=0) & 780671516230.518 & Range & 4552818 & Trim Var. & 457770923725.993 \tabularnewline
V(Y[t],d=3,D=0) & 2177117475425.23 & Range & 7243094 & Trim Var. & 1195081139084.02 \tabularnewline
V(Y[t],d=0,D=1) & 12196107062.376 & Range & 657820 & Trim Var. & 5567909366.15269 \tabularnewline
V(Y[t],d=1,D=1) & 32668244543.8299 & Range & 1149284 & Trim Var. & 11856128474.8650 \tabularnewline
V(Y[t],d=2,D=1) & 112466804164.876 & Range & 1980917 & Trim Var. & 41537055525.971 \tabularnewline
V(Y[t],d=3,D=1) & 405657184319.135 & Range & 3851230 & Trim Var. & 157975646851.234 \tabularnewline
V(Y[t],d=0,D=2) & 38817780317.3333 & Range & 1149284 & Trim Var. & 18797718000.0139 \tabularnewline
V(Y[t],d=1,D=2) & 104471403361.273 & Range & 1934230 & Trim Var. & 38546472694.9122 \tabularnewline
V(Y[t],d=2,D=2) & 364770795828.754 & Range & 3435759 & Trim Var. & 134362055226.356 \tabularnewline
V(Y[t],d=3,D=2) & 1330720434344.68 & Range & 6543562 & Trim Var. & 496505116950.147 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35433&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]468240362284.795[/C][C]Range[/C][C]2640824[/C][C]Trim Var.[/C][C]328076313780.746[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]384287201058.384[/C][C]Range[/C][C]3156049[/C][C]Trim Var.[/C][C]168829956975.548[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]780671516230.518[/C][C]Range[/C][C]4552818[/C][C]Trim Var.[/C][C]457770923725.993[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2177117475425.23[/C][C]Range[/C][C]7243094[/C][C]Trim Var.[/C][C]1195081139084.02[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12196107062.376[/C][C]Range[/C][C]657820[/C][C]Trim Var.[/C][C]5567909366.15269[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]32668244543.8299[/C][C]Range[/C][C]1149284[/C][C]Trim Var.[/C][C]11856128474.8650[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]112466804164.876[/C][C]Range[/C][C]1980917[/C][C]Trim Var.[/C][C]41537055525.971[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]405657184319.135[/C][C]Range[/C][C]3851230[/C][C]Trim Var.[/C][C]157975646851.234[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]38817780317.3333[/C][C]Range[/C][C]1149284[/C][C]Trim Var.[/C][C]18797718000.0139[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]104471403361.273[/C][C]Range[/C][C]1934230[/C][C]Trim Var.[/C][C]38546472694.9122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]364770795828.754[/C][C]Range[/C][C]3435759[/C][C]Trim Var.[/C][C]134362055226.356[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1330720434344.68[/C][C]Range[/C][C]6543562[/C][C]Trim Var.[/C][C]496505116950.147[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35433&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35433&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)	468240362284.795	Range	2640824	Trim Var.	328076313780.746
V(Y[t],d=1,D=0)	384287201058.384	Range	3156049	Trim Var.	168829956975.548
V(Y[t],d=2,D=0)	780671516230.518	Range	4552818	Trim Var.	457770923725.993
V(Y[t],d=3,D=0)	2177117475425.23	Range	7243094	Trim Var.	1195081139084.02
V(Y[t],d=0,D=1)	12196107062.376	Range	657820	Trim Var.	5567909366.15269
V(Y[t],d=1,D=1)	32668244543.8299	Range	1149284	Trim Var.	11856128474.8650
V(Y[t],d=2,D=1)	112466804164.876	Range	1980917	Trim Var.	41537055525.971
V(Y[t],d=3,D=1)	405657184319.135	Range	3851230	Trim Var.	157975646851.234
V(Y[t],d=0,D=2)	38817780317.3333	Range	1149284	Trim Var.	18797718000.0139
V(Y[t],d=1,D=2)	104471403361.273	Range	1934230	Trim Var.	38546472694.9122
V(Y[t],d=2,D=2)	364770795828.754	Range	3435759	Trim Var.	134362055226.356
V(Y[t],d=3,D=2)	1330720434344.68	Range	6543562	Trim Var.	496505116950.147

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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