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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sun, 16 Dec 2012 16:32:57 -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/2012/Dec/16/t1355693735w2xa1xghjfbkb34.htm/, Retrieved Fri, 26 Apr 2024 11:07:06 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=200616, Retrieved Fri, 26 Apr 2024 11:07:06 +0000

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-       [Variance Reduction Matrix] [] [2012-12-16 21:32:57] [311e8979fc66fc3b169c8163f1497ef3] [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	2 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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=200616&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]2 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=200616&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=200616&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	2 seconds
R Server	'George Udny Yule' @ yule.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	11868768.1891018	Range	14117.47	Trim Var.	8386811.70901075
V(Y[t],d=1,D=0)	459135.455108156	Range	13767.48	Trim Var.	30177.7191547283
V(Y[t],d=2,D=0)	1158229.3861228	Range	20925.47	Trim Var.	36910.4459931103
V(Y[t],d=3,D=0)	3644746.65097811	Range	40897.19	Trim Var.	99716.0449369003
V(Y[t],d=0,D=1)	2767118.00007169	Range	12879.25	Trim Var.	1035272.71329306
V(Y[t],d=1,D=1)	679873.235478071	Range	13623.73	Trim Var.	64140.3557622745
V(Y[t],d=2,D=1)	1634951.19480798	Range	20880.07	Trim Var.	100569.161375851
V(Y[t],d=3,D=1)	5047300.22722125	Range	40700.3	Trim Var.	269541.797772397
V(Y[t],d=0,D=2)	5001193.16158624	Range	17098.03	Trim Var.	1297530.23312686
V(Y[t],d=1,D=2)	1553135.29532609	Range	16276.97	Trim Var.	225382.233142984
V(Y[t],d=2,D=2)	3501884.24674271	Range	25008.65	Trim Var.	391069.456126344
V(Y[t],d=3,D=2)	10424818.2354407	Range	40308.72	Trim Var.	1070854.42673553

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 11868768.1891018 & Range & 14117.47 & Trim Var. & 8386811.70901075 \tabularnewline
V(Y[t],d=1,D=0) & 459135.455108156 & Range & 13767.48 & Trim Var. & 30177.7191547283 \tabularnewline
V(Y[t],d=2,D=0) & 1158229.3861228 & Range & 20925.47 & Trim Var. & 36910.4459931103 \tabularnewline
V(Y[t],d=3,D=0) & 3644746.65097811 & Range & 40897.19 & Trim Var. & 99716.0449369003 \tabularnewline
V(Y[t],d=0,D=1) & 2767118.00007169 & Range & 12879.25 & Trim Var. & 1035272.71329306 \tabularnewline
V(Y[t],d=1,D=1) & 679873.235478071 & Range & 13623.73 & Trim Var. & 64140.3557622745 \tabularnewline
V(Y[t],d=2,D=1) & 1634951.19480798 & Range & 20880.07 & Trim Var. & 100569.161375851 \tabularnewline
V(Y[t],d=3,D=1) & 5047300.22722125 & Range & 40700.3 & Trim Var. & 269541.797772397 \tabularnewline
V(Y[t],d=0,D=2) & 5001193.16158624 & Range & 17098.03 & Trim Var. & 1297530.23312686 \tabularnewline
V(Y[t],d=1,D=2) & 1553135.29532609 & Range & 16276.97 & Trim Var. & 225382.233142984 \tabularnewline
V(Y[t],d=2,D=2) & 3501884.24674271 & Range & 25008.65 & Trim Var. & 391069.456126344 \tabularnewline
V(Y[t],d=3,D=2) & 10424818.2354407 & Range & 40308.72 & Trim Var. & 1070854.42673553 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=200616&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]11868768.1891018[/C][C]Range[/C][C]14117.47[/C][C]Trim Var.[/C][C]8386811.70901075[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]459135.455108156[/C][C]Range[/C][C]13767.48[/C][C]Trim Var.[/C][C]30177.7191547283[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1158229.3861228[/C][C]Range[/C][C]20925.47[/C][C]Trim Var.[/C][C]36910.4459931103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3644746.65097811[/C][C]Range[/C][C]40897.19[/C][C]Trim Var.[/C][C]99716.0449369003[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2767118.00007169[/C][C]Range[/C][C]12879.25[/C][C]Trim Var.[/C][C]1035272.71329306[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]679873.235478071[/C][C]Range[/C][C]13623.73[/C][C]Trim Var.[/C][C]64140.3557622745[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1634951.19480798[/C][C]Range[/C][C]20880.07[/C][C]Trim Var.[/C][C]100569.161375851[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5047300.22722125[/C][C]Range[/C][C]40700.3[/C][C]Trim Var.[/C][C]269541.797772397[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5001193.16158624[/C][C]Range[/C][C]17098.03[/C][C]Trim Var.[/C][C]1297530.23312686[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1553135.29532609[/C][C]Range[/C][C]16276.97[/C][C]Trim Var.[/C][C]225382.233142984[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3501884.24674271[/C][C]Range[/C][C]25008.65[/C][C]Trim Var.[/C][C]391069.456126344[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10424818.2354407[/C][C]Range[/C][C]40308.72[/C][C]Trim Var.[/C][C]1070854.42673553[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=200616&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=200616&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)	11868768.1891018	Range	14117.47	Trim Var.	8386811.70901075
V(Y[t],d=1,D=0)	459135.455108156	Range	13767.48	Trim Var.	30177.7191547283
V(Y[t],d=2,D=0)	1158229.3861228	Range	20925.47	Trim Var.	36910.4459931103
V(Y[t],d=3,D=0)	3644746.65097811	Range	40897.19	Trim Var.	99716.0449369003
V(Y[t],d=0,D=1)	2767118.00007169	Range	12879.25	Trim Var.	1035272.71329306
V(Y[t],d=1,D=1)	679873.235478071	Range	13623.73	Trim Var.	64140.3557622745
V(Y[t],d=2,D=1)	1634951.19480798	Range	20880.07	Trim Var.	100569.161375851
V(Y[t],d=3,D=1)	5047300.22722125	Range	40700.3	Trim Var.	269541.797772397
V(Y[t],d=0,D=2)	5001193.16158624	Range	17098.03	Trim Var.	1297530.23312686
V(Y[t],d=1,D=2)	1553135.29532609	Range	16276.97	Trim Var.	225382.233142984
V(Y[t],d=2,D=2)	3501884.24674271	Range	25008.65	Trim Var.	391069.456126344
V(Y[t],d=3,D=2)	10424818.2354407	Range	40308.72	Trim Var.	1070854.42673553

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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