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TG5

*The author of this computation has been verified*
R Software Module: /rwasp_variancereduction.wasp (opens new window with default values)
Title produced by software: Variance Reduction Matrix
Date of computation: Wed, 25 Nov 2009 10:24:11 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Nov/25/t12591698687t6p5b9rubttoko.htm/, Retrieved Wed, 25 Nov 2009 18:24:28 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Nov/25/t12591698687t6p5b9rubttoko.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
101.3 106.3 94 102.8 102 105.1 92.4 81.4 105.8 120.3 100.7 88.8 94.3 99.9 103.4 103.3 98.8 104.2 91.2 74.7 108.5 114.5 96.9 89.6 97.1 100.3 122.6 115.4 109 129.1 102.8 96.2 127.7 128.9 126.5 119.8 113.2 114.1 134.1 130 121.8 132.1 105.3 103 117.1 126.3 138.1 119.5 138 135.5 178.6 162.2 176.9 204.9 132.2 142.5 164.3 174.9 175.4 143
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Variance Reduction Matrix
V(Y[t],d=0,D=0)706.167581920904Range130.2Trim Var.432.700283018868
V(Y[t],d=1,D=0)334.917539450614Range115.8Trim Var.160.170994194485
V(Y[t],d=2,D=0)827.013042952208Range183.7Trim Var.388.821579939668
V(Y[t],d=3,D=0)2450.92447368421Range297.7Trim Var.1210.66120784314
V(Y[t],d=0,D=1)340.238257978723Range83.4Trim Var.200.806579558653
V(Y[t],d=1,D=1)164.534727104533Range71Trim Var.81.473743902439
V(Y[t],d=2,D=1)458.91715942029Range122.1Trim Var.218.137846153846
V(Y[t],d=3,D=1)1510.01563636364Range187.6Trim Var.796.223252361673
V(Y[t],d=0,D=2)534.459015873016Range100.3Trim Var.314.999183467742
V(Y[t],d=1,D=2)303.430588235294Range84.6Trim Var.176.908494623656
V(Y[t],d=2,D=2)821.351951871658Range126.6Trim Var.502.278436781609
V(Y[t],d=3,D=2)2620.97291666667Range218.6Trim Var.1682.02376847291
 
Charts produced by software:
 
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) & smyx<quantile(smyx,0.95)]))
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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