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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sun, 18 Dec 2011 11:14:36 -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/18/t132422489861sy5c67zvyeolt.htm/, Retrieved Sun, 05 May 2024 16:00:23 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=157040, Retrieved Sun, 05 May 2024 16:00:23 +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] [] [2011-12-18 16:14:36] [c8f7c4812ba63eaa5bf379ee3b4bd6a3] [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	'AstonUniversity' @ aston.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 & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=157040&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]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=157040&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=157040&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	'AstonUniversity' @ aston.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1565.89360097149	Range	176.172	Trim Var.	989.332960014346
V(Y[t],d=1,D=0)	7.60459040768671	Range	22.927	Trim Var.	3.80150752607669
V(Y[t],d=2,D=0)	18.5515132479363	Range	28.191	Trim Var.	9.969912290754
V(Y[t],d=3,D=0)	59.898058626506	Range	49.1269999999999	Trim Var.	34.5224293452716
V(Y[t],d=0,D=1)	57.1393625229599	Range	39.062	Trim Var.	27.9896957150619
V(Y[t],d=1,D=1)	9.12292594281728	Range	29.855	Trim Var.	3.81173099015933
V(Y[t],d=2,D=1)	20.8546706238529	Range	38.1199999999999	Trim Var.	10.2621580134753
V(Y[t],d=3,D=1)	65.4611283584902	Range	64.787	Trim Var.	32.6076719578781
V(Y[t],d=0,D=2)	69.4428531888837	Range	56.321	Trim Var.	29.9474323073649
V(Y[t],d=1,D=2)	26.3779507970476	Range	51.9549999999999	Trim Var.	10.5566597811987
V(Y[t],d=2,D=2)	60.8767880205449	Range	60.3049999999998	Trim Var.	28.9960909646393
V(Y[t],d=3,D=2)	189.64250271585	Range	114.053	Trim Var.	93.1540580872862

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1565.89360097149 & Range & 176.172 & Trim Var. & 989.332960014346 \tabularnewline
V(Y[t],d=1,D=0) & 7.60459040768671 & Range & 22.927 & Trim Var. & 3.80150752607669 \tabularnewline
V(Y[t],d=2,D=0) & 18.5515132479363 & Range & 28.191 & Trim Var. & 9.969912290754 \tabularnewline
V(Y[t],d=3,D=0) & 59.898058626506 & Range & 49.1269999999999 & Trim Var. & 34.5224293452716 \tabularnewline
V(Y[t],d=0,D=1) & 57.1393625229599 & Range & 39.062 & Trim Var. & 27.9896957150619 \tabularnewline
V(Y[t],d=1,D=1) & 9.12292594281728 & Range & 29.855 & Trim Var. & 3.81173099015933 \tabularnewline
V(Y[t],d=2,D=1) & 20.8546706238529 & Range & 38.1199999999999 & Trim Var. & 10.2621580134753 \tabularnewline
V(Y[t],d=3,D=1) & 65.4611283584902 & Range & 64.787 & Trim Var. & 32.6076719578781 \tabularnewline
V(Y[t],d=0,D=2) & 69.4428531888837 & Range & 56.321 & Trim Var. & 29.9474323073649 \tabularnewline
V(Y[t],d=1,D=2) & 26.3779507970476 & Range & 51.9549999999999 & Trim Var. & 10.5566597811987 \tabularnewline
V(Y[t],d=2,D=2) & 60.8767880205449 & Range & 60.3049999999998 & Trim Var. & 28.9960909646393 \tabularnewline
V(Y[t],d=3,D=2) & 189.64250271585 & Range & 114.053 & Trim Var. & 93.1540580872862 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=157040&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1565.89360097149[/C][C]Range[/C][C]176.172[/C][C]Trim Var.[/C][C]989.332960014346[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]7.60459040768671[/C][C]Range[/C][C]22.927[/C][C]Trim Var.[/C][C]3.80150752607669[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]18.5515132479363[/C][C]Range[/C][C]28.191[/C][C]Trim Var.[/C][C]9.969912290754[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]59.898058626506[/C][C]Range[/C][C]49.1269999999999[/C][C]Trim Var.[/C][C]34.5224293452716[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]57.1393625229599[/C][C]Range[/C][C]39.062[/C][C]Trim Var.[/C][C]27.9896957150619[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]9.12292594281728[/C][C]Range[/C][C]29.855[/C][C]Trim Var.[/C][C]3.81173099015933[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]20.8546706238529[/C][C]Range[/C][C]38.1199999999999[/C][C]Trim Var.[/C][C]10.2621580134753[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]65.4611283584902[/C][C]Range[/C][C]64.787[/C][C]Trim Var.[/C][C]32.6076719578781[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]69.4428531888837[/C][C]Range[/C][C]56.321[/C][C]Trim Var.[/C][C]29.9474323073649[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]26.3779507970476[/C][C]Range[/C][C]51.9549999999999[/C][C]Trim Var.[/C][C]10.5566597811987[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]60.8767880205449[/C][C]Range[/C][C]60.3049999999998[/C][C]Trim Var.[/C][C]28.9960909646393[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]189.64250271585[/C][C]Range[/C][C]114.053[/C][C]Trim Var.[/C][C]93.1540580872862[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=157040&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=157040&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)	1565.89360097149	Range	176.172	Trim Var.	989.332960014346
V(Y[t],d=1,D=0)	7.60459040768671	Range	22.927	Trim Var.	3.80150752607669
V(Y[t],d=2,D=0)	18.5515132479363	Range	28.191	Trim Var.	9.969912290754
V(Y[t],d=3,D=0)	59.898058626506	Range	49.1269999999999	Trim Var.	34.5224293452716
V(Y[t],d=0,D=1)	57.1393625229599	Range	39.062	Trim Var.	27.9896957150619
V(Y[t],d=1,D=1)	9.12292594281728	Range	29.855	Trim Var.	3.81173099015933
V(Y[t],d=2,D=1)	20.8546706238529	Range	38.1199999999999	Trim Var.	10.2621580134753
V(Y[t],d=3,D=1)	65.4611283584902	Range	64.787	Trim Var.	32.6076719578781
V(Y[t],d=0,D=2)	69.4428531888837	Range	56.321	Trim Var.	29.9474323073649
V(Y[t],d=1,D=2)	26.3779507970476	Range	51.9549999999999	Trim Var.	10.5566597811987
V(Y[t],d=2,D=2)	60.8767880205449	Range	60.3049999999998	Trim Var.	28.9960909646393
V(Y[t],d=3,D=2)	189.64250271585	Range	114.053	Trim Var.	93.1540580872862

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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