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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

Mon, 14 Dec 2009 13:17:44 -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/14/t1260821945957v8yu8bmjjogy.htm/, Retrieved Sun, 05 May 2024 17:37:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67659, Retrieved Sun, 05 May 2024 17:37:37 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

157

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

-     [Variance Reduction Matrix] [Variance reductio...] [2008-12-11 15:42:45] [12d343c4448a5f9e527bb31caeac580b]
-  MPD    [Variance Reduction Matrix] [variance reductio...] [2009-12-14 20:17:44] [244731fa3e7e6c85774b8c0902c58f85] [Current]
- RMPD      [(Partial) Autocorrelation Function] [AcF VARIANCE ] [2009-12-15 20:22:52] [ba905ddf7cdf9ecb063c35348c4dab2e] 

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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	'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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67659&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67659&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67659&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	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	111890.419842710	Range	1697	Trim Var.	68776.334841629
V(Y[t],d=1,D=0)	133307.426691729	Range	1461	Trim Var.	91449.2196078431
V(Y[t],d=2,D=0)	415380.935064935	Range	2665	Trim Var.	275994.675918367
V(Y[t],d=3,D=0)	1418877.33670034	Range	4793	Trim Var.	922130.19302721
V(Y[t],d=0,D=1)	171924.036714976	Range	2269	Trim Var.	80682.1891025641
V(Y[t],d=1,D=1)	243215.981818182	Range	1843	Trim Var.	160516.649122807
V(Y[t],d=2,D=1)	762135.206659619	Range	3155	Trim Var.	523801.229018492
V(Y[t],d=3,D=1)	2676886.12956811	Range	5935	Trim Var.	1906578.91741742
V(Y[t],d=0,D=2)	502983.547237077	Range	3533	Trim Var.	251700.202298851
V(Y[t],d=1,D=2)	702589.875	Range	3418	Trim Var.	455507.02955665
V(Y[t],d=2,D=2)	2235483.35080645	Range	5935	Trim Var.	1421806.73015873
V(Y[t],d=3,D=2)	7921107.5139785	Range	10471	Trim Var.	5468075.96866097

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 111890.419842710 & Range & 1697 & Trim Var. & 68776.334841629 \tabularnewline
V(Y[t],d=1,D=0) & 133307.426691729 & Range & 1461 & Trim Var. & 91449.2196078431 \tabularnewline
V(Y[t],d=2,D=0) & 415380.935064935 & Range & 2665 & Trim Var. & 275994.675918367 \tabularnewline
V(Y[t],d=3,D=0) & 1418877.33670034 & Range & 4793 & Trim Var. & 922130.19302721 \tabularnewline
V(Y[t],d=0,D=1) & 171924.036714976 & Range & 2269 & Trim Var. & 80682.1891025641 \tabularnewline
V(Y[t],d=1,D=1) & 243215.981818182 & Range & 1843 & Trim Var. & 160516.649122807 \tabularnewline
V(Y[t],d=2,D=1) & 762135.206659619 & Range & 3155 & Trim Var. & 523801.229018492 \tabularnewline
V(Y[t],d=3,D=1) & 2676886.12956811 & Range & 5935 & Trim Var. & 1906578.91741742 \tabularnewline
V(Y[t],d=0,D=2) & 502983.547237077 & Range & 3533 & Trim Var. & 251700.202298851 \tabularnewline
V(Y[t],d=1,D=2) & 702589.875 & Range & 3418 & Trim Var. & 455507.02955665 \tabularnewline
V(Y[t],d=2,D=2) & 2235483.35080645 & Range & 5935 & Trim Var. & 1421806.73015873 \tabularnewline
V(Y[t],d=3,D=2) & 7921107.5139785 & Range & 10471 & Trim Var. & 5468075.96866097 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67659&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]111890.419842710[/C][C]Range[/C][C]1697[/C][C]Trim Var.[/C][C]68776.334841629[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]133307.426691729[/C][C]Range[/C][C]1461[/C][C]Trim Var.[/C][C]91449.2196078431[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]415380.935064935[/C][C]Range[/C][C]2665[/C][C]Trim Var.[/C][C]275994.675918367[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1418877.33670034[/C][C]Range[/C][C]4793[/C][C]Trim Var.[/C][C]922130.19302721[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]171924.036714976[/C][C]Range[/C][C]2269[/C][C]Trim Var.[/C][C]80682.1891025641[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]243215.981818182[/C][C]Range[/C][C]1843[/C][C]Trim Var.[/C][C]160516.649122807[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]762135.206659619[/C][C]Range[/C][C]3155[/C][C]Trim Var.[/C][C]523801.229018492[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2676886.12956811[/C][C]Range[/C][C]5935[/C][C]Trim Var.[/C][C]1906578.91741742[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]502983.547237077[/C][C]Range[/C][C]3533[/C][C]Trim Var.[/C][C]251700.202298851[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]702589.875[/C][C]Range[/C][C]3418[/C][C]Trim Var.[/C][C]455507.02955665[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2235483.35080645[/C][C]Range[/C][C]5935[/C][C]Trim Var.[/C][C]1421806.73015873[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]7921107.5139785[/C][C]Range[/C][C]10471[/C][C]Trim Var.[/C][C]5468075.96866097[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67659&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67659&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)	111890.419842710	Range	1697	Trim Var.	68776.334841629
V(Y[t],d=1,D=0)	133307.426691729	Range	1461	Trim Var.	91449.2196078431
V(Y[t],d=2,D=0)	415380.935064935	Range	2665	Trim Var.	275994.675918367
V(Y[t],d=3,D=0)	1418877.33670034	Range	4793	Trim Var.	922130.19302721
V(Y[t],d=0,D=1)	171924.036714976	Range	2269	Trim Var.	80682.1891025641
V(Y[t],d=1,D=1)	243215.981818182	Range	1843	Trim Var.	160516.649122807
V(Y[t],d=2,D=1)	762135.206659619	Range	3155	Trim Var.	523801.229018492
V(Y[t],d=3,D=1)	2676886.12956811	Range	5935	Trim Var.	1906578.91741742
V(Y[t],d=0,D=2)	502983.547237077	Range	3533	Trim Var.	251700.202298851
V(Y[t],d=1,D=2)	702589.875	Range	3418	Trim Var.	455507.02955665
V(Y[t],d=2,D=2)	2235483.35080645	Range	5935	Trim Var.	1421806.73015873
V(Y[t],d=3,D=2)	7921107.5139785	Range	10471	Trim Var.	5468075.96866097

Parameters (Session):

par1 = Industri�le omzetcijfers volgens BTW ; par2 = ADSEI ; par3 = maandelijkse industri�le omzet volgens BTW in Belgi� ;

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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Input Parameters & R Code