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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

Wed, 10 Dec 2008 06:59:42 -0700

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/2008/Dec/10/t1228917605budfgtsvh52hz0t.htm/, Retrieved Wed, 05 Jun 2024 12:16:57 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31961, Retrieved Wed, 05 Jun 2024 12:16:57 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

193

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

-       [Variance Reduction Matrix] [VRM] [2008-12-10 13:59:42] [5f3e73ccf1ddc75508eed47fa51813d3] [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	0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31961&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]0 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=31961&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31961&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	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	815566.762004662	Range	3012	Trim Var.	647729.596188748
V(Y[t],d=1,D=0)	430818.152884615	Range	2935	Trim Var.	269329.073934837
V(Y[t],d=2,D=0)	719110.216021825	Range	3735	Trim Var.	457532.715584416
V(Y[t],d=3,D=0)	2101899.92370712	Range	6669	Trim Var.	1383109.49696970
V(Y[t],d=0,D=1)	38971.4189378057	Range	1172	Trim Var.	13414.4321808511
V(Y[t],d=1,D=1)	100452.267053701	Range	1938	Trim Var.	34918.4449583719
V(Y[t],d=2,D=1)	319681.548642534	Range	3550	Trim Var.	103787.532367150
V(Y[t],d=3,D=1)	1078658.44	Range	6223	Trim Var.	342751.825252525
V(Y[t],d=0,D=2)	78545.4756097561	Range	1561	Trim Var.	27510.3071428571
V(Y[t],d=1,D=2)	185670.362195122	Range	2327	Trim Var.	62743.7848739496
V(Y[t],d=2,D=2)	568537.27948718	Range	3763	Trim Var.	295449.371428571
V(Y[t],d=3,D=2)	1871969.25236167	Range	6490	Trim Var.	972633.7697479

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 815566.762004662 & Range & 3012 & Trim Var. & 647729.596188748 \tabularnewline
V(Y[t],d=1,D=0) & 430818.152884615 & Range & 2935 & Trim Var. & 269329.073934837 \tabularnewline
V(Y[t],d=2,D=0) & 719110.216021825 & Range & 3735 & Trim Var. & 457532.715584416 \tabularnewline
V(Y[t],d=3,D=0) & 2101899.92370712 & Range & 6669 & Trim Var. & 1383109.49696970 \tabularnewline
V(Y[t],d=0,D=1) & 38971.4189378057 & Range & 1172 & Trim Var. & 13414.4321808511 \tabularnewline
V(Y[t],d=1,D=1) & 100452.267053701 & Range & 1938 & Trim Var. & 34918.4449583719 \tabularnewline
V(Y[t],d=2,D=1) & 319681.548642534 & Range & 3550 & Trim Var. & 103787.532367150 \tabularnewline
V(Y[t],d=3,D=1) & 1078658.44 & Range & 6223 & Trim Var. & 342751.825252525 \tabularnewline
V(Y[t],d=0,D=2) & 78545.4756097561 & Range & 1561 & Trim Var. & 27510.3071428571 \tabularnewline
V(Y[t],d=1,D=2) & 185670.362195122 & Range & 2327 & Trim Var. & 62743.7848739496 \tabularnewline
V(Y[t],d=2,D=2) & 568537.27948718 & Range & 3763 & Trim Var. & 295449.371428571 \tabularnewline
V(Y[t],d=3,D=2) & 1871969.25236167 & Range & 6490 & Trim Var. & 972633.7697479 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31961&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]815566.762004662[/C][C]Range[/C][C]3012[/C][C]Trim Var.[/C][C]647729.596188748[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]430818.152884615[/C][C]Range[/C][C]2935[/C][C]Trim Var.[/C][C]269329.073934837[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]719110.216021825[/C][C]Range[/C][C]3735[/C][C]Trim Var.[/C][C]457532.715584416[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2101899.92370712[/C][C]Range[/C][C]6669[/C][C]Trim Var.[/C][C]1383109.49696970[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]38971.4189378057[/C][C]Range[/C][C]1172[/C][C]Trim Var.[/C][C]13414.4321808511[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]100452.267053701[/C][C]Range[/C][C]1938[/C][C]Trim Var.[/C][C]34918.4449583719[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]319681.548642534[/C][C]Range[/C][C]3550[/C][C]Trim Var.[/C][C]103787.532367150[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1078658.44[/C][C]Range[/C][C]6223[/C][C]Trim Var.[/C][C]342751.825252525[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]78545.4756097561[/C][C]Range[/C][C]1561[/C][C]Trim Var.[/C][C]27510.3071428571[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]185670.362195122[/C][C]Range[/C][C]2327[/C][C]Trim Var.[/C][C]62743.7848739496[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]568537.27948718[/C][C]Range[/C][C]3763[/C][C]Trim Var.[/C][C]295449.371428571[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1871969.25236167[/C][C]Range[/C][C]6490[/C][C]Trim Var.[/C][C]972633.7697479[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31961&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31961&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)	815566.762004662	Range	3012	Trim Var.	647729.596188748
V(Y[t],d=1,D=0)	430818.152884615	Range	2935	Trim Var.	269329.073934837
V(Y[t],d=2,D=0)	719110.216021825	Range	3735	Trim Var.	457532.715584416
V(Y[t],d=3,D=0)	2101899.92370712	Range	6669	Trim Var.	1383109.49696970
V(Y[t],d=0,D=1)	38971.4189378057	Range	1172	Trim Var.	13414.4321808511
V(Y[t],d=1,D=1)	100452.267053701	Range	1938	Trim Var.	34918.4449583719
V(Y[t],d=2,D=1)	319681.548642534	Range	3550	Trim Var.	103787.532367150
V(Y[t],d=3,D=1)	1078658.44	Range	6223	Trim Var.	342751.825252525
V(Y[t],d=0,D=2)	78545.4756097561	Range	1561	Trim Var.	27510.3071428571
V(Y[t],d=1,D=2)	185670.362195122	Range	2327	Trim Var.	62743.7848739496
V(Y[t],d=2,D=2)	568537.27948718	Range	3763	Trim Var.	295449.371428571
V(Y[t],d=3,D=2)	1871969.25236167	Range	6490	Trim Var.	972633.7697479

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(x,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')

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