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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

Mon, 14 Dec 2009 17:01:48 -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/2009/Dec/15/t1260835367zg7akc9gdl9zbxy.htm/, Retrieved Wed, 08 May 2024 12:13:31 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67745, Retrieved Wed, 08 May 2024 12:13:31 +0000

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No (this computation is public)

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Estimated Impact

129

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

-       [Variance Reduction Matrix] [] [2009-12-15 00:01:48] [c4328af89eba9af53ee195d6fed304d9] [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=67745&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=67745&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67745&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)	143041.953025077	Range	1241.8	Trim Var.	121059.660874109
V(Y[t],d=1,D=0)	2021.68797121409	Range	345.91	Trim Var.	948.308525307542
V(Y[t],d=2,D=0)	3821.48678161366	Range	414.84	Trim Var.	1735.45447551226
V(Y[t],d=3,D=0)	11128.3363043696	Range	749.870000000001	Trim Var.	5421.36447087873
V(Y[t],d=0,D=1)	35592.8852187495	Range	964.01	Trim Var.	18465.1117446247
V(Y[t],d=1,D=1)	3919.62002132861	Range	419.32	Trim Var.	1647.64379259133
V(Y[t],d=2,D=1)	7408.52410536874	Range	686.99	Trim Var.	3103.81461760504
V(Y[t],d=3,D=1)	21746.2620323929	Range	1072.07	Trim Var.	9475.74916199005
V(Y[t],d=0,D=2)	48201.3758319875	Range	1546.45	Trim Var.	20072.8010431708
V(Y[t],d=1,D=2)	11760.5066381569	Range	756.53	Trim Var.	4693.49772511335
V(Y[t],d=2,D=2)	23325.1159562656	Range	1162.39	Trim Var.	9453.74680706534
V(Y[t],d=3,D=2)	67776.8938014085	Range	2011.82	Trim Var.	27731.7638777515

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 143041.953025077 & Range & 1241.8 & Trim Var. & 121059.660874109 \tabularnewline
V(Y[t],d=1,D=0) & 2021.68797121409 & Range & 345.91 & Trim Var. & 948.308525307542 \tabularnewline
V(Y[t],d=2,D=0) & 3821.48678161366 & Range & 414.84 & Trim Var. & 1735.45447551226 \tabularnewline
V(Y[t],d=3,D=0) & 11128.3363043696 & Range & 749.870000000001 & Trim Var. & 5421.36447087873 \tabularnewline
V(Y[t],d=0,D=1) & 35592.8852187495 & Range & 964.01 & Trim Var. & 18465.1117446247 \tabularnewline
V(Y[t],d=1,D=1) & 3919.62002132861 & Range & 419.32 & Trim Var. & 1647.64379259133 \tabularnewline
V(Y[t],d=2,D=1) & 7408.52410536874 & Range & 686.99 & Trim Var. & 3103.81461760504 \tabularnewline
V(Y[t],d=3,D=1) & 21746.2620323929 & Range & 1072.07 & Trim Var. & 9475.74916199005 \tabularnewline
V(Y[t],d=0,D=2) & 48201.3758319875 & Range & 1546.45 & Trim Var. & 20072.8010431708 \tabularnewline
V(Y[t],d=1,D=2) & 11760.5066381569 & Range & 756.53 & Trim Var. & 4693.49772511335 \tabularnewline
V(Y[t],d=2,D=2) & 23325.1159562656 & Range & 1162.39 & Trim Var. & 9453.74680706534 \tabularnewline
V(Y[t],d=3,D=2) & 67776.8938014085 & Range & 2011.82 & Trim Var. & 27731.7638777515 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67745&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]143041.953025077[/C][C]Range[/C][C]1241.8[/C][C]Trim Var.[/C][C]121059.660874109[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2021.68797121409[/C][C]Range[/C][C]345.91[/C][C]Trim Var.[/C][C]948.308525307542[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3821.48678161366[/C][C]Range[/C][C]414.84[/C][C]Trim Var.[/C][C]1735.45447551226[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]11128.3363043696[/C][C]Range[/C][C]749.870000000001[/C][C]Trim Var.[/C][C]5421.36447087873[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]35592.8852187495[/C][C]Range[/C][C]964.01[/C][C]Trim Var.[/C][C]18465.1117446247[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3919.62002132861[/C][C]Range[/C][C]419.32[/C][C]Trim Var.[/C][C]1647.64379259133[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7408.52410536874[/C][C]Range[/C][C]686.99[/C][C]Trim Var.[/C][C]3103.81461760504[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]21746.2620323929[/C][C]Range[/C][C]1072.07[/C][C]Trim Var.[/C][C]9475.74916199005[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]48201.3758319875[/C][C]Range[/C][C]1546.45[/C][C]Trim Var.[/C][C]20072.8010431708[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]11760.5066381569[/C][C]Range[/C][C]756.53[/C][C]Trim Var.[/C][C]4693.49772511335[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]23325.1159562656[/C][C]Range[/C][C]1162.39[/C][C]Trim Var.[/C][C]9453.74680706534[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]67776.8938014085[/C][C]Range[/C][C]2011.82[/C][C]Trim Var.[/C][C]27731.7638777515[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67745&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67745&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)	143041.953025077	Range	1241.8	Trim Var.	121059.660874109
V(Y[t],d=1,D=0)	2021.68797121409	Range	345.91	Trim Var.	948.308525307542
V(Y[t],d=2,D=0)	3821.48678161366	Range	414.84	Trim Var.	1735.45447551226
V(Y[t],d=3,D=0)	11128.3363043696	Range	749.870000000001	Trim Var.	5421.36447087873
V(Y[t],d=0,D=1)	35592.8852187495	Range	964.01	Trim Var.	18465.1117446247
V(Y[t],d=1,D=1)	3919.62002132861	Range	419.32	Trim Var.	1647.64379259133
V(Y[t],d=2,D=1)	7408.52410536874	Range	686.99	Trim Var.	3103.81461760504
V(Y[t],d=3,D=1)	21746.2620323929	Range	1072.07	Trim Var.	9475.74916199005
V(Y[t],d=0,D=2)	48201.3758319875	Range	1546.45	Trim Var.	20072.8010431708
V(Y[t],d=1,D=2)	11760.5066381569	Range	756.53	Trim Var.	4693.49772511335
V(Y[t],d=2,D=2)	23325.1159562656	Range	1162.39	Trim Var.	9453.74680706534
V(Y[t],d=3,D=2)	67776.8938014085	Range	2011.82	Trim Var.	27731.7638777515

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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