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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

Sun, 27 Dec 2009 03:02:36 -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/27/t1261908193h42gadmubw626bu.htm/, Retrieved Thu, 02 May 2024 16:16:25 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70806, Retrieved Thu, 02 May 2024 16:16:25 +0000

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No (this computation is public)

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Estimated Impact

195

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

-       [Variance Reduction Matrix] [] [2009-12-27 10:02:36] [f6a332ba2d530c028d935c5a5bbb53af] [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	'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=70806&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=70806&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70806&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)	34085422.178882	Range	27071	Trim Var.	21328616.5552618
V(Y[t],d=1,D=0)	42141899.1419437	Range	31112	Trim Var.	16636989.2366120
V(Y[t],d=2,D=0)	114084528.004170	Range	56102	Trim Var.	46027948.6268362
V(Y[t],d=3,D=0)	374293125.448666	Range	91616	Trim Var.	176779148.210988
V(Y[t],d=0,D=1)	9014162.16485178	Range	13417	Trim Var.	5950879.40082956
V(Y[t],d=1,D=1)	8803373.76754386	Range	14391	Trim Var.	5478015.29019608
V(Y[t],d=2,D=1)	24599153.1477273	Range	23280	Trim Var.	14317348.5306122
V(Y[t],d=3,D=1)	86076749.250505	Range	45511	Trim Var.	48136356.7482993
V(Y[t],d=0,D=2)	26619404.8082126	Range	24566	Trim Var.	15524943.1275641
V(Y[t],d=1,D=2)	21942173.0979798	Range	22090	Trim Var.	12045296.0985155
V(Y[t],d=2,D=2)	62203227.4603594	Range	35175	Trim Var.	32694334.7176387
V(Y[t],d=3,D=2)	221889172.991141	Range	64342	Trim Var.	120022445.471471

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 34085422.178882 & Range & 27071 & Trim Var. & 21328616.5552618 \tabularnewline
V(Y[t],d=1,D=0) & 42141899.1419437 & Range & 31112 & Trim Var. & 16636989.2366120 \tabularnewline
V(Y[t],d=2,D=0) & 114084528.004170 & Range & 56102 & Trim Var. & 46027948.6268362 \tabularnewline
V(Y[t],d=3,D=0) & 374293125.448666 & Range & 91616 & Trim Var. & 176779148.210988 \tabularnewline
V(Y[t],d=0,D=1) & 9014162.16485178 & Range & 13417 & Trim Var. & 5950879.40082956 \tabularnewline
V(Y[t],d=1,D=1) & 8803373.76754386 & Range & 14391 & Trim Var. & 5478015.29019608 \tabularnewline
V(Y[t],d=2,D=1) & 24599153.1477273 & Range & 23280 & Trim Var. & 14317348.5306122 \tabularnewline
V(Y[t],d=3,D=1) & 86076749.250505 & Range & 45511 & Trim Var. & 48136356.7482993 \tabularnewline
V(Y[t],d=0,D=2) & 26619404.8082126 & Range & 24566 & Trim Var. & 15524943.1275641 \tabularnewline
V(Y[t],d=1,D=2) & 21942173.0979798 & Range & 22090 & Trim Var. & 12045296.0985155 \tabularnewline
V(Y[t],d=2,D=2) & 62203227.4603594 & Range & 35175 & Trim Var. & 32694334.7176387 \tabularnewline
V(Y[t],d=3,D=2) & 221889172.991141 & Range & 64342 & Trim Var. & 120022445.471471 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70806&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]34085422.178882[/C][C]Range[/C][C]27071[/C][C]Trim Var.[/C][C]21328616.5552618[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]42141899.1419437[/C][C]Range[/C][C]31112[/C][C]Trim Var.[/C][C]16636989.2366120[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]114084528.004170[/C][C]Range[/C][C]56102[/C][C]Trim Var.[/C][C]46027948.6268362[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]374293125.448666[/C][C]Range[/C][C]91616[/C][C]Trim Var.[/C][C]176779148.210988[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9014162.16485178[/C][C]Range[/C][C]13417[/C][C]Trim Var.[/C][C]5950879.40082956[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8803373.76754386[/C][C]Range[/C][C]14391[/C][C]Trim Var.[/C][C]5478015.29019608[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]24599153.1477273[/C][C]Range[/C][C]23280[/C][C]Trim Var.[/C][C]14317348.5306122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]86076749.250505[/C][C]Range[/C][C]45511[/C][C]Trim Var.[/C][C]48136356.7482993[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]26619404.8082126[/C][C]Range[/C][C]24566[/C][C]Trim Var.[/C][C]15524943.1275641[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]21942173.0979798[/C][C]Range[/C][C]22090[/C][C]Trim Var.[/C][C]12045296.0985155[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]62203227.4603594[/C][C]Range[/C][C]35175[/C][C]Trim Var.[/C][C]32694334.7176387[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]221889172.991141[/C][C]Range[/C][C]64342[/C][C]Trim Var.[/C][C]120022445.471471[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70806&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70806&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)	34085422.178882	Range	27071	Trim Var.	21328616.5552618
V(Y[t],d=1,D=0)	42141899.1419437	Range	31112	Trim Var.	16636989.2366120
V(Y[t],d=2,D=0)	114084528.004170	Range	56102	Trim Var.	46027948.6268362
V(Y[t],d=3,D=0)	374293125.448666	Range	91616	Trim Var.	176779148.210988
V(Y[t],d=0,D=1)	9014162.16485178	Range	13417	Trim Var.	5950879.40082956
V(Y[t],d=1,D=1)	8803373.76754386	Range	14391	Trim Var.	5478015.29019608
V(Y[t],d=2,D=1)	24599153.1477273	Range	23280	Trim Var.	14317348.5306122
V(Y[t],d=3,D=1)	86076749.250505	Range	45511	Trim Var.	48136356.7482993
V(Y[t],d=0,D=2)	26619404.8082126	Range	24566	Trim Var.	15524943.1275641
V(Y[t],d=1,D=2)	21942173.0979798	Range	22090	Trim Var.	12045296.0985155
V(Y[t],d=2,D=2)	62203227.4603594	Range	35175	Trim Var.	32694334.7176387
V(Y[t],d=3,D=2)	221889172.991141	Range	64342	Trim Var.	120022445.471471

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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