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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 06:38:51 -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/t1261921173xqymt6zphvh552p.htm/, Retrieved Thu, 02 May 2024 16:06:26 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70887, Retrieved Thu, 02 May 2024 16:06:26 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

120

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

-     [Variance Reduction Matrix] [vrm inschrijvingen] [2009-12-27 13:26:27] [005293453b571dbccb80b45226e44173]
-    D    [Variance Reduction Matrix] [vrm wlh] [2009-12-27 13:38:51] [b02b8a83db8a631da1ab9c106b4cdcf2] [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=70887&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=70887&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70887&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)	1790860683.74548	Range	159527	Trim Var.	1362279986.94619
V(Y[t],d=1,D=0)	347928155.357686	Range	88991	Trim Var.	182422247.005806
V(Y[t],d=2,D=0)	531937568.049909	Range	116547	Trim Var.	287140743.099170
V(Y[t],d=3,D=0)	1274880015.62281	Range	183118	Trim Var.	645979811.692549
V(Y[t],d=0,D=1)	1318992096.51020	Range	141263	Trim Var.	856794251.26597
V(Y[t],d=1,D=1)	80683260.7234043	Range	37640	Trim Var.	46665286.8195122
V(Y[t],d=2,D=1)	138114272.151208	Range	61245	Trim Var.	62474950.6403846
V(Y[t],d=3,D=1)	428882377.481818	Range	107877	Trim Var.	200036108.186235
V(Y[t],d=0,D=2)	2891697254.77064	Range	174115	Trim Var.	2341080695.93145
V(Y[t],d=1,D=2)	181149012.445378	Range	51545	Trim Var.	116789544.223656
V(Y[t],d=2,D=2)	436248332.799465	Range	94798	Trim Var.	253953735.167816
V(Y[t],d=3,D=2)	1443710136.93939	Range	137188	Trim Var.	993514971.135468

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1790860683.74548 & Range & 159527 & Trim Var. & 1362279986.94619 \tabularnewline
V(Y[t],d=1,D=0) & 347928155.357686 & Range & 88991 & Trim Var. & 182422247.005806 \tabularnewline
V(Y[t],d=2,D=0) & 531937568.049909 & Range & 116547 & Trim Var. & 287140743.099170 \tabularnewline
V(Y[t],d=3,D=0) & 1274880015.62281 & Range & 183118 & Trim Var. & 645979811.692549 \tabularnewline
V(Y[t],d=0,D=1) & 1318992096.51020 & Range & 141263 & Trim Var. & 856794251.26597 \tabularnewline
V(Y[t],d=1,D=1) & 80683260.7234043 & Range & 37640 & Trim Var. & 46665286.8195122 \tabularnewline
V(Y[t],d=2,D=1) & 138114272.151208 & Range & 61245 & Trim Var. & 62474950.6403846 \tabularnewline
V(Y[t],d=3,D=1) & 428882377.481818 & Range & 107877 & Trim Var. & 200036108.186235 \tabularnewline
V(Y[t],d=0,D=2) & 2891697254.77064 & Range & 174115 & Trim Var. & 2341080695.93145 \tabularnewline
V(Y[t],d=1,D=2) & 181149012.445378 & Range & 51545 & Trim Var. & 116789544.223656 \tabularnewline
V(Y[t],d=2,D=2) & 436248332.799465 & Range & 94798 & Trim Var. & 253953735.167816 \tabularnewline
V(Y[t],d=3,D=2) & 1443710136.93939 & Range & 137188 & Trim Var. & 993514971.135468 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70887&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1790860683.74548[/C][C]Range[/C][C]159527[/C][C]Trim Var.[/C][C]1362279986.94619[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]347928155.357686[/C][C]Range[/C][C]88991[/C][C]Trim Var.[/C][C]182422247.005806[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]531937568.049909[/C][C]Range[/C][C]116547[/C][C]Trim Var.[/C][C]287140743.099170[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1274880015.62281[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]645979811.692549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1318992096.51020[/C][C]Range[/C][C]141263[/C][C]Trim Var.[/C][C]856794251.26597[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]80683260.7234043[/C][C]Range[/C][C]37640[/C][C]Trim Var.[/C][C]46665286.8195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]138114272.151208[/C][C]Range[/C][C]61245[/C][C]Trim Var.[/C][C]62474950.6403846[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]428882377.481818[/C][C]Range[/C][C]107877[/C][C]Trim Var.[/C][C]200036108.186235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2891697254.77064[/C][C]Range[/C][C]174115[/C][C]Trim Var.[/C][C]2341080695.93145[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]181149012.445378[/C][C]Range[/C][C]51545[/C][C]Trim Var.[/C][C]116789544.223656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]436248332.799465[/C][C]Range[/C][C]94798[/C][C]Trim Var.[/C][C]253953735.167816[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1443710136.93939[/C][C]Range[/C][C]137188[/C][C]Trim Var.[/C][C]993514971.135468[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70887&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70887&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)	1790860683.74548	Range	159527	Trim Var.	1362279986.94619
V(Y[t],d=1,D=0)	347928155.357686	Range	88991	Trim Var.	182422247.005806
V(Y[t],d=2,D=0)	531937568.049909	Range	116547	Trim Var.	287140743.099170
V(Y[t],d=3,D=0)	1274880015.62281	Range	183118	Trim Var.	645979811.692549
V(Y[t],d=0,D=1)	1318992096.51020	Range	141263	Trim Var.	856794251.26597
V(Y[t],d=1,D=1)	80683260.7234043	Range	37640	Trim Var.	46665286.8195122
V(Y[t],d=2,D=1)	138114272.151208	Range	61245	Trim Var.	62474950.6403846
V(Y[t],d=3,D=1)	428882377.481818	Range	107877	Trim Var.	200036108.186235
V(Y[t],d=0,D=2)	2891697254.77064	Range	174115	Trim Var.	2341080695.93145
V(Y[t],d=1,D=2)	181149012.445378	Range	51545	Trim Var.	116789544.223656
V(Y[t],d=2,D=2)	436248332.799465	Range	94798	Trim Var.	253953735.167816
V(Y[t],d=3,D=2)	1443710136.93939	Range	137188	Trim Var.	993514971.135468

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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