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*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 01 Dec 2011 14:32:44 -0500

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/2011/Dec/01/t1322767978s5pcimcpq6df2ez.htm/, Retrieved Wed, 24 Apr 2024 12:43:54 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=149964, Retrieved Wed, 24 Apr 2024 12:43:54 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

109

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Standard Deviation-Mean Plot] [Unemployment] [2010-11-29 10:34:47] [b98453cac15ba1066b407e146608df68]
- RMPD      [Variance Reduction Matrix] [] [2011-12-01 19:32:44] [7dc03dd48c8acabd98b217fada4a6bc0] [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	1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149964&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]1 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=149964&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149964&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	1 seconds
R Server	'Gwilym Jenkins' @ jenkins.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	5856.48640990053	Range	307	Trim Var.	4415.0509198899
V(Y[t],d=1,D=0)	538.550440399295	Range	153	Trim Var.	231.641004497751
V(Y[t],d=2,D=0)	1218.77734048897	Range	263	Trim Var.	542.490854572714
V(Y[t],d=3,D=0)	3777.59665697674	Range	476	Trim Var.	1558.64881769641
V(Y[t],d=0,D=1)	3955.70168067227	Range	215	Trim Var.	3295.03521979924
V(Y[t],d=1,D=1)	281.610027061672	Range	139	Trim Var.	93.3955974842767
V(Y[t],d=2,D=1)	690.974069245256	Range	265	Trim Var.	164.00008984726
V(Y[t],d=3,D=1)	2296.06734453286	Range	416	Trim Var.	556.09858103062
V(Y[t],d=0,D=2)	4613.97057805469	Range	248	Trim Var.	3447.30131578947
V(Y[t],d=1,D=2)	780.232763181097	Range	265	Trim Var.	201.288913773796
V(Y[t],d=2,D=2)	2087.65929919137	Range	433	Trim Var.	391.351750171585
V(Y[t],d=3,D=2)	6995.98315018315	Range	795	Trim Var.	1421.39434315101

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5856.48640990053 & Range & 307 & Trim Var. & 4415.0509198899 \tabularnewline
V(Y[t],d=1,D=0) & 538.550440399295 & Range & 153 & Trim Var. & 231.641004497751 \tabularnewline
V(Y[t],d=2,D=0) & 1218.77734048897 & Range & 263 & Trim Var. & 542.490854572714 \tabularnewline
V(Y[t],d=3,D=0) & 3777.59665697674 & Range & 476 & Trim Var. & 1558.64881769641 \tabularnewline
V(Y[t],d=0,D=1) & 3955.70168067227 & Range & 215 & Trim Var. & 3295.03521979924 \tabularnewline
V(Y[t],d=1,D=1) & 281.610027061672 & Range & 139 & Trim Var. & 93.3955974842767 \tabularnewline
V(Y[t],d=2,D=1) & 690.974069245256 & Range & 265 & Trim Var. & 164.00008984726 \tabularnewline
V(Y[t],d=3,D=1) & 2296.06734453286 & Range & 416 & Trim Var. & 556.09858103062 \tabularnewline
V(Y[t],d=0,D=2) & 4613.97057805469 & Range & 248 & Trim Var. & 3447.30131578947 \tabularnewline
V(Y[t],d=1,D=2) & 780.232763181097 & Range & 265 & Trim Var. & 201.288913773796 \tabularnewline
V(Y[t],d=2,D=2) & 2087.65929919137 & Range & 433 & Trim Var. & 391.351750171585 \tabularnewline
V(Y[t],d=3,D=2) & 6995.98315018315 & Range & 795 & Trim Var. & 1421.39434315101 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149964&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5856.48640990053[/C][C]Range[/C][C]307[/C][C]Trim Var.[/C][C]4415.0509198899[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]538.550440399295[/C][C]Range[/C][C]153[/C][C]Trim Var.[/C][C]231.641004497751[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1218.77734048897[/C][C]Range[/C][C]263[/C][C]Trim Var.[/C][C]542.490854572714[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3777.59665697674[/C][C]Range[/C][C]476[/C][C]Trim Var.[/C][C]1558.64881769641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3955.70168067227[/C][C]Range[/C][C]215[/C][C]Trim Var.[/C][C]3295.03521979924[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]281.610027061672[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]93.3955974842767[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]690.974069245256[/C][C]Range[/C][C]265[/C][C]Trim Var.[/C][C]164.00008984726[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2296.06734453286[/C][C]Range[/C][C]416[/C][C]Trim Var.[/C][C]556.09858103062[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]4613.97057805469[/C][C]Range[/C][C]248[/C][C]Trim Var.[/C][C]3447.30131578947[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]780.232763181097[/C][C]Range[/C][C]265[/C][C]Trim Var.[/C][C]201.288913773796[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2087.65929919137[/C][C]Range[/C][C]433[/C][C]Trim Var.[/C][C]391.351750171585[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6995.98315018315[/C][C]Range[/C][C]795[/C][C]Trim Var.[/C][C]1421.39434315101[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149964&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149964&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)	5856.48640990053	Range	307	Trim Var.	4415.0509198899
V(Y[t],d=1,D=0)	538.550440399295	Range	153	Trim Var.	231.641004497751
V(Y[t],d=2,D=0)	1218.77734048897	Range	263	Trim Var.	542.490854572714
V(Y[t],d=3,D=0)	3777.59665697674	Range	476	Trim Var.	1558.64881769641
V(Y[t],d=0,D=1)	3955.70168067227	Range	215	Trim Var.	3295.03521979924
V(Y[t],d=1,D=1)	281.610027061672	Range	139	Trim Var.	93.3955974842767
V(Y[t],d=2,D=1)	690.974069245256	Range	265	Trim Var.	164.00008984726
V(Y[t],d=3,D=1)	2296.06734453286	Range	416	Trim Var.	556.09858103062
V(Y[t],d=0,D=2)	4613.97057805469	Range	248	Trim Var.	3447.30131578947
V(Y[t],d=1,D=2)	780.232763181097	Range	265	Trim Var.	201.288913773796
V(Y[t],d=2,D=2)	2087.65929919137	Range	433	Trim Var.	391.351750171585
V(Y[t],d=3,D=2)	6995.98315018315	Range	795	Trim Var.	1421.39434315101

Figure 1

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Postscript link

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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()

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