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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

Tue, 21 Dec 2010 10:53:29 +0000

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/2010/Dec/21/t1292928685uitzh1uo4c0l2ss.htm/, Retrieved Sun, 19 May 2024 03:09:51 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113254, Retrieved Sun, 19 May 2024 03:09:51 +0000

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No (this computation is public)

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Estimated Impact

107

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

-       [Variance Reduction Matrix] [Variance Reductio...] [2010-12-21 10:53:29] [7a87ed98a7b21a29d6a45388a9b7b229] [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	4 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\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 & 4 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113254&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]4 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113254&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113254&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	4 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	72674986938.794	Range	960607	Trim Var.	58520170174.1384
V(Y[t],d=1,D=0)	25312166043.948	Range	601406	Trim Var.	19471969983.246
V(Y[t],d=2,D=0)	27471955873.3784	Range	619207	Trim Var.	19495166852.8808
V(Y[t],d=3,D=0)	74159981557.812	Range	1056704	Trim Var.	50553797564.0102
V(Y[t],d=0,D=1)	12092980252.8400	Range	447726	Trim Var.	7819234943.91231
V(Y[t],d=1,D=1)	1770128327.81036	Range	211512	Trim Var.	987519385.756098
V(Y[t],d=2,D=1)	3705379964.24928	Range	317142	Trim Var.	1750285963.05064
V(Y[t],d=3,D=1)	11129499287.1091	Range	621276	Trim Var.	4260335076.1471
V(Y[t],d=0,D=2)	28316980211.1897	Range	629568	Trim Var.	20812520695.5877
V(Y[t],d=1,D=2)	4732976923.49244	Range	272866	Trim Var.	2936906394.38495
V(Y[t],d=2,D=2)	8879867126.6533	Range	442338	Trim Var.	5064338927.72414
V(Y[t],d=3,D=2)	25764462012.1326	Range	695927	Trim Var.	15421996273.9483

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 72674986938.794 & Range & 960607 & Trim Var. & 58520170174.1384 \tabularnewline
V(Y[t],d=1,D=0) & 25312166043.948 & Range & 601406 & Trim Var. & 19471969983.246 \tabularnewline
V(Y[t],d=2,D=0) & 27471955873.3784 & Range & 619207 & Trim Var. & 19495166852.8808 \tabularnewline
V(Y[t],d=3,D=0) & 74159981557.812 & Range & 1056704 & Trim Var. & 50553797564.0102 \tabularnewline
V(Y[t],d=0,D=1) & 12092980252.8400 & Range & 447726 & Trim Var. & 7819234943.91231 \tabularnewline
V(Y[t],d=1,D=1) & 1770128327.81036 & Range & 211512 & Trim Var. & 987519385.756098 \tabularnewline
V(Y[t],d=2,D=1) & 3705379964.24928 & Range & 317142 & Trim Var. & 1750285963.05064 \tabularnewline
V(Y[t],d=3,D=1) & 11129499287.1091 & Range & 621276 & Trim Var. & 4260335076.1471 \tabularnewline
V(Y[t],d=0,D=2) & 28316980211.1897 & Range & 629568 & Trim Var. & 20812520695.5877 \tabularnewline
V(Y[t],d=1,D=2) & 4732976923.49244 & Range & 272866 & Trim Var. & 2936906394.38495 \tabularnewline
V(Y[t],d=2,D=2) & 8879867126.6533 & Range & 442338 & Trim Var. & 5064338927.72414 \tabularnewline
V(Y[t],d=3,D=2) & 25764462012.1326 & Range & 695927 & Trim Var. & 15421996273.9483 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113254&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]72674986938.794[/C][C]Range[/C][C]960607[/C][C]Trim Var.[/C][C]58520170174.1384[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]25312166043.948[/C][C]Range[/C][C]601406[/C][C]Trim Var.[/C][C]19471969983.246[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]27471955873.3784[/C][C]Range[/C][C]619207[/C][C]Trim Var.[/C][C]19495166852.8808[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]74159981557.812[/C][C]Range[/C][C]1056704[/C][C]Trim Var.[/C][C]50553797564.0102[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12092980252.8400[/C][C]Range[/C][C]447726[/C][C]Trim Var.[/C][C]7819234943.91231[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1770128327.81036[/C][C]Range[/C][C]211512[/C][C]Trim Var.[/C][C]987519385.756098[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3705379964.24928[/C][C]Range[/C][C]317142[/C][C]Trim Var.[/C][C]1750285963.05064[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11129499287.1091[/C][C]Range[/C][C]621276[/C][C]Trim Var.[/C][C]4260335076.1471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]28316980211.1897[/C][C]Range[/C][C]629568[/C][C]Trim Var.[/C][C]20812520695.5877[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4732976923.49244[/C][C]Range[/C][C]272866[/C][C]Trim Var.[/C][C]2936906394.38495[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]8879867126.6533[/C][C]Range[/C][C]442338[/C][C]Trim Var.[/C][C]5064338927.72414[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]25764462012.1326[/C][C]Range[/C][C]695927[/C][C]Trim Var.[/C][C]15421996273.9483[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113254&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113254&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)	72674986938.794	Range	960607	Trim Var.	58520170174.1384
V(Y[t],d=1,D=0)	25312166043.948	Range	601406	Trim Var.	19471969983.246
V(Y[t],d=2,D=0)	27471955873.3784	Range	619207	Trim Var.	19495166852.8808
V(Y[t],d=3,D=0)	74159981557.812	Range	1056704	Trim Var.	50553797564.0102
V(Y[t],d=0,D=1)	12092980252.8400	Range	447726	Trim Var.	7819234943.91231
V(Y[t],d=1,D=1)	1770128327.81036	Range	211512	Trim Var.	987519385.756098
V(Y[t],d=2,D=1)	3705379964.24928	Range	317142	Trim Var.	1750285963.05064
V(Y[t],d=3,D=1)	11129499287.1091	Range	621276	Trim Var.	4260335076.1471
V(Y[t],d=0,D=2)	28316980211.1897	Range	629568	Trim Var.	20812520695.5877
V(Y[t],d=1,D=2)	4732976923.49244	Range	272866	Trim Var.	2936906394.38495
V(Y[t],d=2,D=2)	8879867126.6533	Range	442338	Trim Var.	5064338927.72414
V(Y[t],d=3,D=2)	25764462012.1326	Range	695927	Trim Var.	15421996273.9483

Figure 1

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Postscript link

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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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