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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Mon, 19 Jan 2015 14:49:25 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Jan/19/t1421678975v1zb9gnqxve535h.htm/, Retrieved Thu, 31 Oct 2024 22:46:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=274599, Retrieved Thu, 31 Oct 2024 22:46:22 +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] [] [2015-01-19 14:49:25] [d6e8bf517fe66b8503604aeb9a6628d3] [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	'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=274599&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]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=274599&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=274599&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	'George Udny Yule' @ yule.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	2781150	Range	6107	Trim Var.	2241210
V(Y[t],d=1,D=0)	1315990	Range	5804	Trim Var.	841009
V(Y[t],d=2,D=0)	2106150	Range	7286	Trim Var.	1343060
V(Y[t],d=3,D=0)	6182220	Range	13052	Trim Var.	3791230
V(Y[t],d=0,D=1)	172027	Range	2911	Trim Var.	73169.5
V(Y[t],d=1,D=1)	439812	Range	4321	Trim Var.	169031
V(Y[t],d=2,D=1)	1484010	Range	8392	Trim Var.	535149
V(Y[t],d=3,D=1)	5200960	Range	15662	Trim Var.	2012440
V(Y[t],d=0,D=2)	329958	Range	3527	Trim Var.	146145
V(Y[t],d=1,D=2)	796680	Range	4934	Trim Var.	376653
V(Y[t],d=2,D=2)	2615530	Range	9055	Trim Var.	1216430
V(Y[t],d=3,D=2)	9053510	Range	17759	Trim Var.	4263350

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2781150 & Range & 6107 & Trim Var. & 2241210 \tabularnewline
V(Y[t],d=1,D=0) & 1315990 & Range & 5804 & Trim Var. & 841009 \tabularnewline
V(Y[t],d=2,D=0) & 2106150 & Range & 7286 & Trim Var. & 1343060 \tabularnewline
V(Y[t],d=3,D=0) & 6182220 & Range & 13052 & Trim Var. & 3791230 \tabularnewline
V(Y[t],d=0,D=1) & 172027 & Range & 2911 & Trim Var. & 73169.5 \tabularnewline
V(Y[t],d=1,D=1) & 439812 & Range & 4321 & Trim Var. & 169031 \tabularnewline
V(Y[t],d=2,D=1) & 1484010 & Range & 8392 & Trim Var. & 535149 \tabularnewline
V(Y[t],d=3,D=1) & 5200960 & Range & 15662 & Trim Var. & 2012440 \tabularnewline
V(Y[t],d=0,D=2) & 329958 & Range & 3527 & Trim Var. & 146145 \tabularnewline
V(Y[t],d=1,D=2) & 796680 & Range & 4934 & Trim Var. & 376653 \tabularnewline
V(Y[t],d=2,D=2) & 2615530 & Range & 9055 & Trim Var. & 1216430 \tabularnewline
V(Y[t],d=3,D=2) & 9053510 & Range & 17759 & Trim Var. & 4263350 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=274599&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2781150[/C][C]Range[/C][C]6107[/C][C]Trim Var.[/C][C]2241210[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1315990[/C][C]Range[/C][C]5804[/C][C]Trim Var.[/C][C]841009[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2106150[/C][C]Range[/C][C]7286[/C][C]Trim Var.[/C][C]1343060[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6182220[/C][C]Range[/C][C]13052[/C][C]Trim Var.[/C][C]3791230[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]172027[/C][C]Range[/C][C]2911[/C][C]Trim Var.[/C][C]73169.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]439812[/C][C]Range[/C][C]4321[/C][C]Trim Var.[/C][C]169031[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1484010[/C][C]Range[/C][C]8392[/C][C]Trim Var.[/C][C]535149[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5200960[/C][C]Range[/C][C]15662[/C][C]Trim Var.[/C][C]2012440[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]329958[/C][C]Range[/C][C]3527[/C][C]Trim Var.[/C][C]146145[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]796680[/C][C]Range[/C][C]4934[/C][C]Trim Var.[/C][C]376653[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2615530[/C][C]Range[/C][C]9055[/C][C]Trim Var.[/C][C]1216430[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9053510[/C][C]Range[/C][C]17759[/C][C]Trim Var.[/C][C]4263350[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=274599&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=274599&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)	2781150	Range	6107	Trim Var.	2241210
V(Y[t],d=1,D=0)	1315990	Range	5804	Trim Var.	841009
V(Y[t],d=2,D=0)	2106150	Range	7286	Trim Var.	1343060
V(Y[t],d=3,D=0)	6182220	Range	13052	Trim Var.	3791230
V(Y[t],d=0,D=1)	172027	Range	2911	Trim Var.	73169.5
V(Y[t],d=1,D=1)	439812	Range	4321	Trim Var.	169031
V(Y[t],d=2,D=1)	1484010	Range	8392	Trim Var.	535149
V(Y[t],d=3,D=1)	5200960	Range	15662	Trim Var.	2012440
V(Y[t],d=0,D=2)	329958	Range	3527	Trim Var.	146145
V(Y[t],d=1,D=2)	796680	Range	4934	Trim Var.	376653
V(Y[t],d=2,D=2)	2615530	Range	9055	Trim Var.	1216430
V(Y[t],d=3,D=2)	9053510	Range	17759	Trim Var.	4263350

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 <- '12'
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,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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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