Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

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, 03 Dec 2011 04:14:27 -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/03/t1322903678reiuz8pm9bsk157.htm/, Retrieved Mon, 29 Apr 2024 00:49:29 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=150381, Retrieved Mon, 29 Apr 2024 00:49:29 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

134

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   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:05:21] [b98453cac15ba1066b407e146608df68]
- R  D    [(Partial) Autocorrelation Function] [Partial ACF] [2011-12-03 08:54:59] [7ec97e350862fea9ec6e4fa3b5b6058f]
- R P       [(Partial) Autocorrelation Function] [P ACF (d=1)] [2011-12-03 09:06:08] [7ec97e350862fea9ec6e4fa3b5b6058f]
-   P         [(Partial) Autocorrelation Function] [P ACF (d=1)] [2011-12-03 09:07:43] [7ec97e350862fea9ec6e4fa3b5b6058f]
- RMP             [Variance Reduction Matrix] [VRM] [2011-12-03 09:14:27] [10a6f28c51bb1cb94db47cee32729d66] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

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=150381&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=150381&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150381&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)	5047798000.46694	Range	313757	Trim Var.	3549651784.85223
V(Y[t],d=1,D=0)	360898635.874494	Range	95773	Trim Var.	182528138.025167
V(Y[t],d=2,D=0)	495054219.710711	Range	124390	Trim Var.	230134224.269745
V(Y[t],d=3,D=0)	1157116147.85897	Range	189536	Trim Var.	520040423.028619
V(Y[t],d=0,D=1)	1750371617.93591	Range	176593	Trim Var.	1290921987.56128
V(Y[t],d=1,D=1)	40327000.7541245	Range	39814	Trim Var.	21913620.5776785
V(Y[t],d=2,D=1)	70204788.8944478	Range	58688	Trim Var.	35933245.450654
V(Y[t],d=3,D=1)	212036482.341956	Range	103472	Trim Var.	112455203.490778
V(Y[t],d=0,D=2)	1031340426.70209	Range	165904	Trim Var.	691634270.054233
V(Y[t],d=1,D=2)	104352523.104505	Range	69681	Trim Var.	53578182.8817485
V(Y[t],d=2,D=2)	188858993.58145	Range	103472	Trim Var.	101460999.003048
V(Y[t],d=3,D=2)	573182152.557771	Range	188829	Trim Var.	321310934.586753

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5047798000.46694 & Range & 313757 & Trim Var. & 3549651784.85223 \tabularnewline
V(Y[t],d=1,D=0) & 360898635.874494 & Range & 95773 & Trim Var. & 182528138.025167 \tabularnewline
V(Y[t],d=2,D=0) & 495054219.710711 & Range & 124390 & Trim Var. & 230134224.269745 \tabularnewline
V(Y[t],d=3,D=0) & 1157116147.85897 & Range & 189536 & Trim Var. & 520040423.028619 \tabularnewline
V(Y[t],d=0,D=1) & 1750371617.93591 & Range & 176593 & Trim Var. & 1290921987.56128 \tabularnewline
V(Y[t],d=1,D=1) & 40327000.7541245 & Range & 39814 & Trim Var. & 21913620.5776785 \tabularnewline
V(Y[t],d=2,D=1) & 70204788.8944478 & Range & 58688 & Trim Var. & 35933245.450654 \tabularnewline
V(Y[t],d=3,D=1) & 212036482.341956 & Range & 103472 & Trim Var. & 112455203.490778 \tabularnewline
V(Y[t],d=0,D=2) & 1031340426.70209 & Range & 165904 & Trim Var. & 691634270.054233 \tabularnewline
V(Y[t],d=1,D=2) & 104352523.104505 & Range & 69681 & Trim Var. & 53578182.8817485 \tabularnewline
V(Y[t],d=2,D=2) & 188858993.58145 & Range & 103472 & Trim Var. & 101460999.003048 \tabularnewline
V(Y[t],d=3,D=2) & 573182152.557771 & Range & 188829 & Trim Var. & 321310934.586753 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=150381&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5047798000.46694[/C][C]Range[/C][C]313757[/C][C]Trim Var.[/C][C]3549651784.85223[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]360898635.874494[/C][C]Range[/C][C]95773[/C][C]Trim Var.[/C][C]182528138.025167[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]495054219.710711[/C][C]Range[/C][C]124390[/C][C]Trim Var.[/C][C]230134224.269745[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1157116147.85897[/C][C]Range[/C][C]189536[/C][C]Trim Var.[/C][C]520040423.028619[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1750371617.93591[/C][C]Range[/C][C]176593[/C][C]Trim Var.[/C][C]1290921987.56128[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]40327000.7541245[/C][C]Range[/C][C]39814[/C][C]Trim Var.[/C][C]21913620.5776785[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]70204788.8944478[/C][C]Range[/C][C]58688[/C][C]Trim Var.[/C][C]35933245.450654[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]212036482.341956[/C][C]Range[/C][C]103472[/C][C]Trim Var.[/C][C]112455203.490778[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1031340426.70209[/C][C]Range[/C][C]165904[/C][C]Trim Var.[/C][C]691634270.054233[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]104352523.104505[/C][C]Range[/C][C]69681[/C][C]Trim Var.[/C][C]53578182.8817485[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]188858993.58145[/C][C]Range[/C][C]103472[/C][C]Trim Var.[/C][C]101460999.003048[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]573182152.557771[/C][C]Range[/C][C]188829[/C][C]Trim Var.[/C][C]321310934.586753[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=150381&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=150381&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)	5047798000.46694	Range	313757	Trim Var.	3549651784.85223
V(Y[t],d=1,D=0)	360898635.874494	Range	95773	Trim Var.	182528138.025167
V(Y[t],d=2,D=0)	495054219.710711	Range	124390	Trim Var.	230134224.269745
V(Y[t],d=3,D=0)	1157116147.85897	Range	189536	Trim Var.	520040423.028619
V(Y[t],d=0,D=1)	1750371617.93591	Range	176593	Trim Var.	1290921987.56128
V(Y[t],d=1,D=1)	40327000.7541245	Range	39814	Trim Var.	21913620.5776785
V(Y[t],d=2,D=1)	70204788.8944478	Range	58688	Trim Var.	35933245.450654
V(Y[t],d=3,D=1)	212036482.341956	Range	103472	Trim Var.	112455203.490778
V(Y[t],d=0,D=2)	1031340426.70209	Range	165904	Trim Var.	691634270.054233
V(Y[t],d=1,D=2)	104352523.104505	Range	69681	Trim Var.	53578182.8817485
V(Y[t],d=2,D=2)	188858993.58145	Range	103472	Trim Var.	101460999.003048
V(Y[t],d=3,D=2)	573182152.557771	Range	188829	Trim Var.	321310934.586753

Figure 1

PNG link

Postscript link

PDF link

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()

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code