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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 01 Dec 2011 08:02:11 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/01/t1322744581k35znjibs22ra5t.htm/, Retrieved Fri, 29 Mar 2024 13:39:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=149437, Retrieved Fri, 29 Mar 2024 13:39:39 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact87
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Workshop 9: Varia...] [2011-12-01 13:02:11] [9431a512beb885c6943db1a049152d0e] [Current]
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Dataseries X:
117541,78
116587
116809
122819,55
116955
117186
117265
117536
117781
117928
120437,52
121753,21
119369,88
118622
118885
124998,3
119369
119647
119879
120075
120295
120538
123250,68
124631,03
122443,31
121532
121844
128241,75
122391
122644
122927
122909
123417
123756
126540,18
128088,74
125874,28
124817
124961
131499,9
125639
125851
125970
126322
126540
126733
129557,34
131179,77
128754,8
127890
127996
134790,6
128585
128851
129142
129334
129536
129944
132842,76
134447,96
132088,81
130902
131374
138243
131885
131839
132002
132005
132127
132116
134993,94
136459,55




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149437&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149437&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149437&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)31220083.9692Range21656Trim Var.23183038.0574571
V(Y[t],d=1,D=0)7901971.06372777Range13227Trim Var.3694939.28688807
V(Y[t],d=2,D=0)22125224.6198387Range19915.6Trim Var.11450654.6705282
V(Y[t],d=3,D=0)71087571.8150902Range39227.8Trim Var.32214710.50621
V(Y[t],d=0,D=1)162568.003047006Range1629.61Trim Var.111587.651363837
V(Y[t],d=1,D=1)33034.4666758618Range789Trim Var.22376.2652695932
V(Y[t],d=2,D=1)75998.9029997874Range1348.00999999999Trim Var.44503.8252980379
V(Y[t],d=3,D=1)244644.900289847Range2269.83999999998Trim Var.154246.54308925
V(Y[t],d=0,D=2)267778.010274071Range2501.92999999999Trim Var.123070.21555726
V(Y[t],d=1,D=2)75991.3722759479Range1218Trim Var.46719.4136351216
V(Y[t],d=2,D=2)201858.52620623Range2080.48999999999Trim Var.108294.857552564
V(Y[t],d=3,D=2)660361.465349994Range3670.30999999995Trim Var.359086.966351148

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 31220083.9692 & Range & 21656 & Trim Var. & 23183038.0574571 \tabularnewline
V(Y[t],d=1,D=0) & 7901971.06372777 & Range & 13227 & Trim Var. & 3694939.28688807 \tabularnewline
V(Y[t],d=2,D=0) & 22125224.6198387 & Range & 19915.6 & Trim Var. & 11450654.6705282 \tabularnewline
V(Y[t],d=3,D=0) & 71087571.8150902 & Range & 39227.8 & Trim Var. & 32214710.50621 \tabularnewline
V(Y[t],d=0,D=1) & 162568.003047006 & Range & 1629.61 & Trim Var. & 111587.651363837 \tabularnewline
V(Y[t],d=1,D=1) & 33034.4666758618 & Range & 789 & Trim Var. & 22376.2652695932 \tabularnewline
V(Y[t],d=2,D=1) & 75998.9029997874 & Range & 1348.00999999999 & Trim Var. & 44503.8252980379 \tabularnewline
V(Y[t],d=3,D=1) & 244644.900289847 & Range & 2269.83999999998 & Trim Var. & 154246.54308925 \tabularnewline
V(Y[t],d=0,D=2) & 267778.010274071 & Range & 2501.92999999999 & Trim Var. & 123070.21555726 \tabularnewline
V(Y[t],d=1,D=2) & 75991.3722759479 & Range & 1218 & Trim Var. & 46719.4136351216 \tabularnewline
V(Y[t],d=2,D=2) & 201858.52620623 & Range & 2080.48999999999 & Trim Var. & 108294.857552564 \tabularnewline
V(Y[t],d=3,D=2) & 660361.465349994 & Range & 3670.30999999995 & Trim Var. & 359086.966351148 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149437&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]31220083.9692[/C][C]Range[/C][C]21656[/C][C]Trim Var.[/C][C]23183038.0574571[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]7901971.06372777[/C][C]Range[/C][C]13227[/C][C]Trim Var.[/C][C]3694939.28688807[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]22125224.6198387[/C][C]Range[/C][C]19915.6[/C][C]Trim Var.[/C][C]11450654.6705282[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]71087571.8150902[/C][C]Range[/C][C]39227.8[/C][C]Trim Var.[/C][C]32214710.50621[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]162568.003047006[/C][C]Range[/C][C]1629.61[/C][C]Trim Var.[/C][C]111587.651363837[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]33034.4666758618[/C][C]Range[/C][C]789[/C][C]Trim Var.[/C][C]22376.2652695932[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]75998.9029997874[/C][C]Range[/C][C]1348.00999999999[/C][C]Trim Var.[/C][C]44503.8252980379[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]244644.900289847[/C][C]Range[/C][C]2269.83999999998[/C][C]Trim Var.[/C][C]154246.54308925[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]267778.010274071[/C][C]Range[/C][C]2501.92999999999[/C][C]Trim Var.[/C][C]123070.21555726[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]75991.3722759479[/C][C]Range[/C][C]1218[/C][C]Trim Var.[/C][C]46719.4136351216[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]201858.52620623[/C][C]Range[/C][C]2080.48999999999[/C][C]Trim Var.[/C][C]108294.857552564[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]660361.465349994[/C][C]Range[/C][C]3670.30999999995[/C][C]Trim Var.[/C][C]359086.966351148[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149437&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149437&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)31220083.9692Range21656Trim Var.23183038.0574571
V(Y[t],d=1,D=0)7901971.06372777Range13227Trim Var.3694939.28688807
V(Y[t],d=2,D=0)22125224.6198387Range19915.6Trim Var.11450654.6705282
V(Y[t],d=3,D=0)71087571.8150902Range39227.8Trim Var.32214710.50621
V(Y[t],d=0,D=1)162568.003047006Range1629.61Trim Var.111587.651363837
V(Y[t],d=1,D=1)33034.4666758618Range789Trim Var.22376.2652695932
V(Y[t],d=2,D=1)75998.9029997874Range1348.00999999999Trim Var.44503.8252980379
V(Y[t],d=3,D=1)244644.900289847Range2269.83999999998Trim Var.154246.54308925
V(Y[t],d=0,D=2)267778.010274071Range2501.92999999999Trim Var.123070.21555726
V(Y[t],d=1,D=2)75991.3722759479Range1218Trim Var.46719.4136351216
V(Y[t],d=2,D=2)201858.52620623Range2080.48999999999Trim Var.108294.857552564
V(Y[t],d=3,D=2)660361.465349994Range3670.30999999995Trim Var.359086.966351148



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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()