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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, 15 Dec 2013 07:51:34 -0500

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/2013/Dec/15/t1387112053ebq7nt7a0nvg7xe.htm/, Retrieved Tue, 23 Apr 2024 08:27:43 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=232342, Retrieved Tue, 23 Apr 2024 08:27:43 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

158

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

-       [Variance Reduction Matrix] [Wine sales - VRM] [2013-12-15 12:51:34] [e87fe8ad852a0fa5d933f43041f410cc] [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	2 seconds
R Server	'George Udny Yule' @ yule.wessa.net

\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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232342&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232342&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232342&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	2 seconds
R Server	'George Udny Yule' @ yule.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	339407	Range	2255	Trim Var.	259054
V(Y[t],d=1,D=0)	482477	Range	2921	Trim Var.	315574
V(Y[t],d=2,D=0)	1193410	Range	4272	Trim Var.	869354
V(Y[t],d=3,D=0)	3415160	Range	7508	Trim Var.	2416210
V(Y[t],d=0,D=1)	115979	Range	1841	Trim Var.	52579.3
V(Y[t],d=1,D=1)	201487	Range	2434	Trim Var.	95874.9
V(Y[t],d=2,D=1)	577915	Range	3834	Trim Var.	270250
V(Y[t],d=3,D=1)	1857150	Range	7259	Trim Var.	833257
V(Y[t],d=0,D=2)	279503	Range	2628	Trim Var.	120500
V(Y[t],d=1,D=2)	570157	Range	3756	Trim Var.	298330
V(Y[t],d=2,D=2)	1685520	Range	6387	Trim Var.	808114
V(Y[t],d=3,D=2)	5495900	Range	11699	Trim Var.	2453840

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 339407 & Range & 2255 & Trim Var. & 259054 \tabularnewline
V(Y[t],d=1,D=0) & 482477 & Range & 2921 & Trim Var. & 315574 \tabularnewline
V(Y[t],d=2,D=0) & 1193410 & Range & 4272 & Trim Var. & 869354 \tabularnewline
V(Y[t],d=3,D=0) & 3415160 & Range & 7508 & Trim Var. & 2416210 \tabularnewline
V(Y[t],d=0,D=1) & 115979 & Range & 1841 & Trim Var. & 52579.3 \tabularnewline
V(Y[t],d=1,D=1) & 201487 & Range & 2434 & Trim Var. & 95874.9 \tabularnewline
V(Y[t],d=2,D=1) & 577915 & Range & 3834 & Trim Var. & 270250 \tabularnewline
V(Y[t],d=3,D=1) & 1857150 & Range & 7259 & Trim Var. & 833257 \tabularnewline
V(Y[t],d=0,D=2) & 279503 & Range & 2628 & Trim Var. & 120500 \tabularnewline
V(Y[t],d=1,D=2) & 570157 & Range & 3756 & Trim Var. & 298330 \tabularnewline
V(Y[t],d=2,D=2) & 1685520 & Range & 6387 & Trim Var. & 808114 \tabularnewline
V(Y[t],d=3,D=2) & 5495900 & Range & 11699 & Trim Var. & 2453840 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232342&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]339407[/C][C]Range[/C][C]2255[/C][C]Trim Var.[/C][C]259054[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]482477[/C][C]Range[/C][C]2921[/C][C]Trim Var.[/C][C]315574[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1193410[/C][C]Range[/C][C]4272[/C][C]Trim Var.[/C][C]869354[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3415160[/C][C]Range[/C][C]7508[/C][C]Trim Var.[/C][C]2416210[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]115979[/C][C]Range[/C][C]1841[/C][C]Trim Var.[/C][C]52579.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]201487[/C][C]Range[/C][C]2434[/C][C]Trim Var.[/C][C]95874.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]577915[/C][C]Range[/C][C]3834[/C][C]Trim Var.[/C][C]270250[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1857150[/C][C]Range[/C][C]7259[/C][C]Trim Var.[/C][C]833257[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]279503[/C][C]Range[/C][C]2628[/C][C]Trim Var.[/C][C]120500[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]570157[/C][C]Range[/C][C]3756[/C][C]Trim Var.[/C][C]298330[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1685520[/C][C]Range[/C][C]6387[/C][C]Trim Var.[/C][C]808114[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5495900[/C][C]Range[/C][C]11699[/C][C]Trim Var.[/C][C]2453840[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232342&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232342&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)	339407	Range	2255	Trim Var.	259054
V(Y[t],d=1,D=0)	482477	Range	2921	Trim Var.	315574
V(Y[t],d=2,D=0)	1193410	Range	4272	Trim Var.	869354
V(Y[t],d=3,D=0)	3415160	Range	7508	Trim Var.	2416210
V(Y[t],d=0,D=1)	115979	Range	1841	Trim Var.	52579.3
V(Y[t],d=1,D=1)	201487	Range	2434	Trim Var.	95874.9
V(Y[t],d=2,D=1)	577915	Range	3834	Trim Var.	270250
V(Y[t],d=3,D=1)	1857150	Range	7259	Trim Var.	833257
V(Y[t],d=0,D=2)	279503	Range	2628	Trim Var.	120500
V(Y[t],d=1,D=2)	570157	Range	3756	Trim Var.	298330
V(Y[t],d=2,D=2)	1685520	Range	6387	Trim Var.	808114
V(Y[t],d=3,D=2)	5495900	Range	11699	Trim Var.	2453840

Figure 1

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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(myx,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()

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Input Parameters & R Code