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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 08 Dec 2011 10:37:36 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/08/t1323358691yz25q4ai4omy1d8.htm/, Retrieved Fri, 03 May 2024 10:48:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=153006, Retrieved Fri, 03 May 2024 10:48:14 +0000

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Estimated Impact

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   [Spectral Analysis] [Unemployment] [2010-11-29 09:21:38] [b98453cac15ba1066b407e146608df68]
-    D    [Spectral Analysis] [CP Nieuwbouw] [2010-12-19 16:25:22] [b8e188bcc949964bed729335b3416734]
- RMP         [Variance Reduction Matrix] [PAPER] [2011-12-08 15:37:36] [9c3f7eb531442757fa35fbfef7e48a65] [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	'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153006&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153006&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153006&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	507758.773857983	Range	3325	Trim Var.	322802.70251315
V(Y[t],d=1,D=0)	549507.424941725	Range	3721	Trim Var.	315279.096188748
V(Y[t],d=2,D=0)	1539490.17163462	Range	5874	Trim Var.	922359.432957393
V(Y[t],d=3,D=0)	4807803.29761905	Range	10122	Trim Var.	3062809.6724026
V(Y[t],d=0,D=1)	714308.97979798	Range	3871	Trim Var.	416925.208333333
V(Y[t],d=1,D=1)	745338.308874913	Range	4056	Trim Var.	407897.09929078
V(Y[t],d=2,D=1)	2059938.61683599	Range	7397	Trim Var.	1070356.80943571
V(Y[t],d=3,D=1)	6441950.19155354	Range	12824	Trim Var.	3305366.05410628
V(Y[t],d=0,D=2)	1791101.87486157	Range	5315	Trim Var.	1187356.52102102
V(Y[t],d=1,D=2)	2266336.54355401	Range	7878	Trim Var.	1006410.22857143
V(Y[t],d=2,D=2)	6667130.5195122	Range	12028	Trim Var.	2829671.78487395
V(Y[t],d=3,D=2)	21394054.1532051	Range	21695	Trim Var.	12730668.4849206

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 507758.773857983 & Range & 3325 & Trim Var. & 322802.70251315 \tabularnewline
V(Y[t],d=1,D=0) & 549507.424941725 & Range & 3721 & Trim Var. & 315279.096188748 \tabularnewline
V(Y[t],d=2,D=0) & 1539490.17163462 & Range & 5874 & Trim Var. & 922359.432957393 \tabularnewline
V(Y[t],d=3,D=0) & 4807803.29761905 & Range & 10122 & Trim Var. & 3062809.6724026 \tabularnewline
V(Y[t],d=0,D=1) & 714308.97979798 & Range & 3871 & Trim Var. & 416925.208333333 \tabularnewline
V(Y[t],d=1,D=1) & 745338.308874913 & Range & 4056 & Trim Var. & 407897.09929078 \tabularnewline
V(Y[t],d=2,D=1) & 2059938.61683599 & Range & 7397 & Trim Var. & 1070356.80943571 \tabularnewline
V(Y[t],d=3,D=1) & 6441950.19155354 & Range & 12824 & Trim Var. & 3305366.05410628 \tabularnewline
V(Y[t],d=0,D=2) & 1791101.87486157 & Range & 5315 & Trim Var. & 1187356.52102102 \tabularnewline
V(Y[t],d=1,D=2) & 2266336.54355401 & Range & 7878 & Trim Var. & 1006410.22857143 \tabularnewline
V(Y[t],d=2,D=2) & 6667130.5195122 & Range & 12028 & Trim Var. & 2829671.78487395 \tabularnewline
V(Y[t],d=3,D=2) & 21394054.1532051 & Range & 21695 & Trim Var. & 12730668.4849206 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=153006&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]507758.773857983[/C][C]Range[/C][C]3325[/C][C]Trim Var.[/C][C]322802.70251315[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]549507.424941725[/C][C]Range[/C][C]3721[/C][C]Trim Var.[/C][C]315279.096188748[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1539490.17163462[/C][C]Range[/C][C]5874[/C][C]Trim Var.[/C][C]922359.432957393[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4807803.29761905[/C][C]Range[/C][C]10122[/C][C]Trim Var.[/C][C]3062809.6724026[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]714308.97979798[/C][C]Range[/C][C]3871[/C][C]Trim Var.[/C][C]416925.208333333[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]745338.308874913[/C][C]Range[/C][C]4056[/C][C]Trim Var.[/C][C]407897.09929078[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2059938.61683599[/C][C]Range[/C][C]7397[/C][C]Trim Var.[/C][C]1070356.80943571[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6441950.19155354[/C][C]Range[/C][C]12824[/C][C]Trim Var.[/C][C]3305366.05410628[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1791101.87486157[/C][C]Range[/C][C]5315[/C][C]Trim Var.[/C][C]1187356.52102102[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2266336.54355401[/C][C]Range[/C][C]7878[/C][C]Trim Var.[/C][C]1006410.22857143[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6667130.5195122[/C][C]Range[/C][C]12028[/C][C]Trim Var.[/C][C]2829671.78487395[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]21394054.1532051[/C][C]Range[/C][C]21695[/C][C]Trim Var.[/C][C]12730668.4849206[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=153006&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=153006&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)	507758.773857983	Range	3325	Trim Var.	322802.70251315
V(Y[t],d=1,D=0)	549507.424941725	Range	3721	Trim Var.	315279.096188748
V(Y[t],d=2,D=0)	1539490.17163462	Range	5874	Trim Var.	922359.432957393
V(Y[t],d=3,D=0)	4807803.29761905	Range	10122	Trim Var.	3062809.6724026
V(Y[t],d=0,D=1)	714308.97979798	Range	3871	Trim Var.	416925.208333333
V(Y[t],d=1,D=1)	745338.308874913	Range	4056	Trim Var.	407897.09929078
V(Y[t],d=2,D=1)	2059938.61683599	Range	7397	Trim Var.	1070356.80943571
V(Y[t],d=3,D=1)	6441950.19155354	Range	12824	Trim Var.	3305366.05410628
V(Y[t],d=0,D=2)	1791101.87486157	Range	5315	Trim Var.	1187356.52102102
V(Y[t],d=1,D=2)	2266336.54355401	Range	7878	Trim Var.	1006410.22857143
V(Y[t],d=2,D=2)	6667130.5195122	Range	12028	Trim Var.	2829671.78487395
V(Y[t],d=3,D=2)	21394054.1532051	Range	21695	Trim Var.	12730668.4849206

Figure 1

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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()

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