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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 15 Dec 2011 11:10:48 -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/15/t1323965461dca1njkjs7fnxzd.htm/, Retrieved Wed, 08 May 2024 22:07:11 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=155540, Retrieved Wed, 08 May 2024 22:07:11 +0000

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

-       [Variance Reduction Matrix] [] [2011-12-15 16:10:48] [05300ca098a536dd63793e3fbb62faf1] [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	'George Udny Yule' @ yule.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 & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=155540&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=155540&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155540&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	'George Udny Yule' @ yule.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	2651496.72935461	Range	6829	Trim Var.	2132877.72504708
V(Y[t],d=1,D=0)	1390463.91967117	Range	6450	Trim Var.	820590.896551724
V(Y[t],d=2,D=0)	2391215.48598688	Range	9608	Trim Var.	1371395.74955022
V(Y[t],d=3,D=0)	7067992.9914002	Range	17322	Trim Var.	3995031.37757437
V(Y[t],d=0,D=1)	253729.67394958	Range	4255	Trim Var.	78800.4866735895
V(Y[t],d=1,D=1)	677702.413473864	Range	7204	Trim Var.	195686.691412449
V(Y[t],d=2,D=1)	2200593.07641605	Range	11887	Trim Var.	629276.889577718
V(Y[t],d=3,D=1)	7518264.91659299	Range	23525	Trim Var.	2253878.54084249
V(Y[t],d=0,D=2)	602169.802959502	Range	6727	Trim Var.	177552.690789474
V(Y[t],d=1,D=2)	1638648.91906189	Range	11761	Trim Var.	372168.358790594
V(Y[t],d=2,D=2)	5203208.44070081	Range	19791	Trim Var.	1262877.43353924
V(Y[t],d=3,D=2)	17501887.7512821	Range	38149	Trim Var.	4368922.12716223

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2651496.72935461 & Range & 6829 & Trim Var. & 2132877.72504708 \tabularnewline
V(Y[t],d=1,D=0) & 1390463.91967117 & Range & 6450 & Trim Var. & 820590.896551724 \tabularnewline
V(Y[t],d=2,D=0) & 2391215.48598688 & Range & 9608 & Trim Var. & 1371395.74955022 \tabularnewline
V(Y[t],d=3,D=0) & 7067992.9914002 & Range & 17322 & Trim Var. & 3995031.37757437 \tabularnewline
V(Y[t],d=0,D=1) & 253729.67394958 & Range & 4255 & Trim Var. & 78800.4866735895 \tabularnewline
V(Y[t],d=1,D=1) & 677702.413473864 & Range & 7204 & Trim Var. & 195686.691412449 \tabularnewline
V(Y[t],d=2,D=1) & 2200593.07641605 & Range & 11887 & Trim Var. & 629276.889577718 \tabularnewline
V(Y[t],d=3,D=1) & 7518264.91659299 & Range & 23525 & Trim Var. & 2253878.54084249 \tabularnewline
V(Y[t],d=0,D=2) & 602169.802959502 & Range & 6727 & Trim Var. & 177552.690789474 \tabularnewline
V(Y[t],d=1,D=2) & 1638648.91906189 & Range & 11761 & Trim Var. & 372168.358790594 \tabularnewline
V(Y[t],d=2,D=2) & 5203208.44070081 & Range & 19791 & Trim Var. & 1262877.43353924 \tabularnewline
V(Y[t],d=3,D=2) & 17501887.7512821 & Range & 38149 & Trim Var. & 4368922.12716223 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=155540&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2651496.72935461[/C][C]Range[/C][C]6829[/C][C]Trim Var.[/C][C]2132877.72504708[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1390463.91967117[/C][C]Range[/C][C]6450[/C][C]Trim Var.[/C][C]820590.896551724[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2391215.48598688[/C][C]Range[/C][C]9608[/C][C]Trim Var.[/C][C]1371395.74955022[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7067992.9914002[/C][C]Range[/C][C]17322[/C][C]Trim Var.[/C][C]3995031.37757437[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]253729.67394958[/C][C]Range[/C][C]4255[/C][C]Trim Var.[/C][C]78800.4866735895[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]677702.413473864[/C][C]Range[/C][C]7204[/C][C]Trim Var.[/C][C]195686.691412449[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2200593.07641605[/C][C]Range[/C][C]11887[/C][C]Trim Var.[/C][C]629276.889577718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]7518264.91659299[/C][C]Range[/C][C]23525[/C][C]Trim Var.[/C][C]2253878.54084249[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]602169.802959502[/C][C]Range[/C][C]6727[/C][C]Trim Var.[/C][C]177552.690789474[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1638648.91906189[/C][C]Range[/C][C]11761[/C][C]Trim Var.[/C][C]372168.358790594[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5203208.44070081[/C][C]Range[/C][C]19791[/C][C]Trim Var.[/C][C]1262877.43353924[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]17501887.7512821[/C][C]Range[/C][C]38149[/C][C]Trim Var.[/C][C]4368922.12716223[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=155540&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155540&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)	2651496.72935461	Range	6829	Trim Var.	2132877.72504708
V(Y[t],d=1,D=0)	1390463.91967117	Range	6450	Trim Var.	820590.896551724
V(Y[t],d=2,D=0)	2391215.48598688	Range	9608	Trim Var.	1371395.74955022
V(Y[t],d=3,D=0)	7067992.9914002	Range	17322	Trim Var.	3995031.37757437
V(Y[t],d=0,D=1)	253729.67394958	Range	4255	Trim Var.	78800.4866735895
V(Y[t],d=1,D=1)	677702.413473864	Range	7204	Trim Var.	195686.691412449
V(Y[t],d=2,D=1)	2200593.07641605	Range	11887	Trim Var.	629276.889577718
V(Y[t],d=3,D=1)	7518264.91659299	Range	23525	Trim Var.	2253878.54084249
V(Y[t],d=0,D=2)	602169.802959502	Range	6727	Trim Var.	177552.690789474
V(Y[t],d=1,D=2)	1638648.91906189	Range	11761	Trim Var.	372168.358790594
V(Y[t],d=2,D=2)	5203208.44070081	Range	19791	Trim Var.	1262877.43353924
V(Y[t],d=3,D=2)	17501887.7512821	Range	38149	Trim Var.	4368922.12716223

Figure 1

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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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