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Author's title

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

Fri, 04 Dec 2009 03:27:10 -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/2009/Dec/04/t1259922466eupgqvzwnimcxsa.htm/, Retrieved Sun, 28 Apr 2024 03:43:22 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63247, Retrieved Sun, 28 Apr 2024 03:43:22 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

151

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

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
F    D      [Variance Reduction Matrix] [WS9] [2009-12-04 10:27:10] [9a1fef436e1d399a5ecd6808bfbd8489] [Current]

Feedback Forum

2009-12-11 13:27:34 [6af4ee214cbc060e38f4dce8356a5567] [reply] 
De laagste waarden vind je terug bij d=0 en D=0. Je zou dus niet moeten differentiëren, maar dit kan je best nog eens nagaan met de ACF-methode.

Post a new message

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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	'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63247&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63247&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63247&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	391575.795480226	Range	2939	Trim Var.	271364.893081761
V(Y[t],d=1,D=0)	487832.185271771	Range	3342	Trim Var.	314512.164005806
V(Y[t],d=2,D=0)	1486253.61191773	Range	5482	Trim Var.	978829.814102564
V(Y[t],d=3,D=0)	4906923.53446115	Range	9842	Trim Var.	3379150.64078431
V(Y[t],d=0,D=1)	559667.402482269	Range	3092	Trim Var.	359294.819976771
V(Y[t],d=1,D=1)	693722.215541166	Range	3618	Trim Var.	379978.030487805
V(Y[t],d=2,D=1)	1963995.48019324	Range	6938	Trim Var.	936929.6
V(Y[t],d=3,D=1)	6135037.4979798	Range	12199	Trim Var.	2929422.36167341
V(Y[t],d=0,D=2)	1202998.42142857	Range	4381	Trim Var.	752436.322580645
V(Y[t],d=1,D=2)	1715122.99663866	Range	5959	Trim Var.	957985.165591398
V(Y[t],d=2,D=2)	4880353.10249554	Range	10971	Trim Var.	2390086.7
V(Y[t],d=3,D=2)	15313912.4848485	Range	19925	Trim Var.	7597661.18472906

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 391575.795480226 & Range & 2939 & Trim Var. & 271364.893081761 \tabularnewline
V(Y[t],d=1,D=0) & 487832.185271771 & Range & 3342 & Trim Var. & 314512.164005806 \tabularnewline
V(Y[t],d=2,D=0) & 1486253.61191773 & Range & 5482 & Trim Var. & 978829.814102564 \tabularnewline
V(Y[t],d=3,D=0) & 4906923.53446115 & Range & 9842 & Trim Var. & 3379150.64078431 \tabularnewline
V(Y[t],d=0,D=1) & 559667.402482269 & Range & 3092 & Trim Var. & 359294.819976771 \tabularnewline
V(Y[t],d=1,D=1) & 693722.215541166 & Range & 3618 & Trim Var. & 379978.030487805 \tabularnewline
V(Y[t],d=2,D=1) & 1963995.48019324 & Range & 6938 & Trim Var. & 936929.6 \tabularnewline
V(Y[t],d=3,D=1) & 6135037.4979798 & Range & 12199 & Trim Var. & 2929422.36167341 \tabularnewline
V(Y[t],d=0,D=2) & 1202998.42142857 & Range & 4381 & Trim Var. & 752436.322580645 \tabularnewline
V(Y[t],d=1,D=2) & 1715122.99663866 & Range & 5959 & Trim Var. & 957985.165591398 \tabularnewline
V(Y[t],d=2,D=2) & 4880353.10249554 & Range & 10971 & Trim Var. & 2390086.7 \tabularnewline
V(Y[t],d=3,D=2) & 15313912.4848485 & Range & 19925 & Trim Var. & 7597661.18472906 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63247&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]391575.795480226[/C][C]Range[/C][C]2939[/C][C]Trim Var.[/C][C]271364.893081761[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]487832.185271771[/C][C]Range[/C][C]3342[/C][C]Trim Var.[/C][C]314512.164005806[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1486253.61191773[/C][C]Range[/C][C]5482[/C][C]Trim Var.[/C][C]978829.814102564[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4906923.53446115[/C][C]Range[/C][C]9842[/C][C]Trim Var.[/C][C]3379150.64078431[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]559667.402482269[/C][C]Range[/C][C]3092[/C][C]Trim Var.[/C][C]359294.819976771[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]693722.215541166[/C][C]Range[/C][C]3618[/C][C]Trim Var.[/C][C]379978.030487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1963995.48019324[/C][C]Range[/C][C]6938[/C][C]Trim Var.[/C][C]936929.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6135037.4979798[/C][C]Range[/C][C]12199[/C][C]Trim Var.[/C][C]2929422.36167341[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1202998.42142857[/C][C]Range[/C][C]4381[/C][C]Trim Var.[/C][C]752436.322580645[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1715122.99663866[/C][C]Range[/C][C]5959[/C][C]Trim Var.[/C][C]957985.165591398[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4880353.10249554[/C][C]Range[/C][C]10971[/C][C]Trim Var.[/C][C]2390086.7[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]15313912.4848485[/C][C]Range[/C][C]19925[/C][C]Trim Var.[/C][C]7597661.18472906[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63247&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63247&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)	391575.795480226	Range	2939	Trim Var.	271364.893081761
V(Y[t],d=1,D=0)	487832.185271771	Range	3342	Trim Var.	314512.164005806
V(Y[t],d=2,D=0)	1486253.61191773	Range	5482	Trim Var.	978829.814102564
V(Y[t],d=3,D=0)	4906923.53446115	Range	9842	Trim Var.	3379150.64078431
V(Y[t],d=0,D=1)	559667.402482269	Range	3092	Trim Var.	359294.819976771
V(Y[t],d=1,D=1)	693722.215541166	Range	3618	Trim Var.	379978.030487805
V(Y[t],d=2,D=1)	1963995.48019324	Range	6938	Trim Var.	936929.6
V(Y[t],d=3,D=1)	6135037.4979798	Range	12199	Trim Var.	2929422.36167341
V(Y[t],d=0,D=2)	1202998.42142857	Range	4381	Trim Var.	752436.322580645
V(Y[t],d=1,D=2)	1715122.99663866	Range	5959	Trim Var.	957985.165591398
V(Y[t],d=2,D=2)	4880353.10249554	Range	10971	Trim Var.	2390086.7
V(Y[t],d=3,D=2)	15313912.4848485	Range	19925	Trim Var.	7597661.18472906

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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