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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, 28 Dec 2009 12:57:28 -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/28/t1262030409t0168qndlnk9xvv.htm/, Retrieved Sat, 04 May 2024 20:10:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71047, Retrieved Sat, 04 May 2024 20:10:42 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

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

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
- RM D          [Variance Reduction Matrix] [methode 2] [2009-12-28 19:57:28] [f47dffd5f5a8c03c3681db4cc9472742] [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=71047&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=71047&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71047&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)	340.727266409117	Range	70.327	Trim Var.	254.94844425254
V(Y[t],d=1,D=0)	63.6432474280097	Range	36.978	Trim Var.	33.4279362337858
V(Y[t],d=2,D=0)	112.647739586466	Range	54.6159999999999	Trim Var.	57.9385899937256
V(Y[t],d=3,D=0)	304.923566236039	Range	91.8739999999998	Trim Var.	157.369345900409
V(Y[t],d=0,D=1)	622.83732393432	Range	85.185	Trim Var.	461.289961106098
V(Y[t],d=1,D=1)	26.9006716869565	Range	22.338	Trim Var.	15.5722227461538
V(Y[t],d=2,D=1)	48.2798817343434	Range	31.7370000000000	Trim Var.	24.7986444129555
V(Y[t],d=3,D=1)	159.236785764799	Range	57.35900	Trim Var.	87.5746065490753
V(Y[t],d=0,D=2)	1090.59172305882	Range	104.636	Trim Var.	893.385373432258
V(Y[t],d=1,D=2)	70.2011748600712	Range	31.2960000000000	Trim Var.	47.7115259827585
V(Y[t],d=2,D=2)	162.043603153409	Range	54.2139999999999	Trim Var.	106.852548364532
V(Y[t],d=3,D=2)	551.840360435484	Range	84.5400000000002	Trim Var.	384.528285476191

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 340.727266409117 & Range & 70.327 & Trim Var. & 254.94844425254 \tabularnewline
V(Y[t],d=1,D=0) & 63.6432474280097 & Range & 36.978 & Trim Var. & 33.4279362337858 \tabularnewline
V(Y[t],d=2,D=0) & 112.647739586466 & Range & 54.6159999999999 & Trim Var. & 57.9385899937256 \tabularnewline
V(Y[t],d=3,D=0) & 304.923566236039 & Range & 91.8739999999998 & Trim Var. & 157.369345900409 \tabularnewline
V(Y[t],d=0,D=1) & 622.83732393432 & Range & 85.185 & Trim Var. & 461.289961106098 \tabularnewline
V(Y[t],d=1,D=1) & 26.9006716869565 & Range & 22.338 & Trim Var. & 15.5722227461538 \tabularnewline
V(Y[t],d=2,D=1) & 48.2798817343434 & Range & 31.7370000000000 & Trim Var. & 24.7986444129555 \tabularnewline
V(Y[t],d=3,D=1) & 159.236785764799 & Range & 57.35900 & Trim Var. & 87.5746065490753 \tabularnewline
V(Y[t],d=0,D=2) & 1090.59172305882 & Range & 104.636 & Trim Var. & 893.385373432258 \tabularnewline
V(Y[t],d=1,D=2) & 70.2011748600712 & Range & 31.2960000000000 & Trim Var. & 47.7115259827585 \tabularnewline
V(Y[t],d=2,D=2) & 162.043603153409 & Range & 54.2139999999999 & Trim Var. & 106.852548364532 \tabularnewline
V(Y[t],d=3,D=2) & 551.840360435484 & Range & 84.5400000000002 & Trim Var. & 384.528285476191 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71047&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]340.727266409117[/C][C]Range[/C][C]70.327[/C][C]Trim Var.[/C][C]254.94844425254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]63.6432474280097[/C][C]Range[/C][C]36.978[/C][C]Trim Var.[/C][C]33.4279362337858[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]112.647739586466[/C][C]Range[/C][C]54.6159999999999[/C][C]Trim Var.[/C][C]57.9385899937256[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]304.923566236039[/C][C]Range[/C][C]91.8739999999998[/C][C]Trim Var.[/C][C]157.369345900409[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]622.83732393432[/C][C]Range[/C][C]85.185[/C][C]Trim Var.[/C][C]461.289961106098[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]26.9006716869565[/C][C]Range[/C][C]22.338[/C][C]Trim Var.[/C][C]15.5722227461538[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]48.2798817343434[/C][C]Range[/C][C]31.7370000000000[/C][C]Trim Var.[/C][C]24.7986444129555[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]159.236785764799[/C][C]Range[/C][C]57.35900[/C][C]Trim Var.[/C][C]87.5746065490753[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1090.59172305882[/C][C]Range[/C][C]104.636[/C][C]Trim Var.[/C][C]893.385373432258[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]70.2011748600712[/C][C]Range[/C][C]31.2960000000000[/C][C]Trim Var.[/C][C]47.7115259827585[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]162.043603153409[/C][C]Range[/C][C]54.2139999999999[/C][C]Trim Var.[/C][C]106.852548364532[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]551.840360435484[/C][C]Range[/C][C]84.5400000000002[/C][C]Trim Var.[/C][C]384.528285476191[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71047&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71047&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)	340.727266409117	Range	70.327	Trim Var.	254.94844425254
V(Y[t],d=1,D=0)	63.6432474280097	Range	36.978	Trim Var.	33.4279362337858
V(Y[t],d=2,D=0)	112.647739586466	Range	54.6159999999999	Trim Var.	57.9385899937256
V(Y[t],d=3,D=0)	304.923566236039	Range	91.8739999999998	Trim Var.	157.369345900409
V(Y[t],d=0,D=1)	622.83732393432	Range	85.185	Trim Var.	461.289961106098
V(Y[t],d=1,D=1)	26.9006716869565	Range	22.338	Trim Var.	15.5722227461538
V(Y[t],d=2,D=1)	48.2798817343434	Range	31.7370000000000	Trim Var.	24.7986444129555
V(Y[t],d=3,D=1)	159.236785764799	Range	57.35900	Trim Var.	87.5746065490753
V(Y[t],d=0,D=2)	1090.59172305882	Range	104.636	Trim Var.	893.385373432258
V(Y[t],d=1,D=2)	70.2011748600712	Range	31.2960000000000	Trim Var.	47.7115259827585
V(Y[t],d=2,D=2)	162.043603153409	Range	54.2139999999999	Trim Var.	106.852548364532
V(Y[t],d=3,D=2)	551.840360435484	Range	84.5400000000002	Trim Var.	384.528285476191

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

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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