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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

Thu, 18 Dec 2014 20:22:34 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2014/Dec/18/t1418934222svs5rvb2f35k4o9.htm/, Retrieved Sat, 18 May 2024 13:41:35 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=271272, Retrieved Sat, 18 May 2024 13:41:35 +0000

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

-       [Variance Reduction Matrix] [Variantie reducti...] [2014-12-18 20:22:34] [0adf43ccf8dfa476608a94fd7836e72e] [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	'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=271272&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=271272&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271272&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	'Herman Ole Andreas Wold' @ wold.wessa.net

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1216880	Range	3886.57	Trim Var.	1007110
V(Y[t],d=1,D=0)	4219.86	Range	578.46	Trim Var.	1782.26
V(Y[t],d=2,D=0)	8098.74	Range	873.5	Trim Var.	3496.39
V(Y[t],d=3,D=0)	23309.3	Range	1502.13	Trim Var.	10274.4
V(Y[t],d=0,D=1)	46727.8	Range	1675.64	Trim Var.	22508.3
V(Y[t],d=1,D=1)	9521.28	Range	935.6	Trim Var.	4088.05
V(Y[t],d=2,D=1)	18838.8	Range	1199.91	Trim Var.	8489.54
V(Y[t],d=3,D=1)	53805.9	Range	1814.28	Trim Var.	25224.8
V(Y[t],d=0,D=2)	90300.8	Range	2733.3	Trim Var.	38302.1
V(Y[t],d=1,D=2)	30311.3	Range	1555.1	Trim Var.	12385.6
V(Y[t],d=2,D=2)	60362.3	Range	1980.36	Trim Var.	27382
V(Y[t],d=3,D=2)	170684	Range	3252.52	Trim Var.	79681.5

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1216880 & Range & 3886.57 & Trim Var. & 1007110 \tabularnewline
V(Y[t],d=1,D=0) & 4219.86 & Range & 578.46 & Trim Var. & 1782.26 \tabularnewline
V(Y[t],d=2,D=0) & 8098.74 & Range & 873.5 & Trim Var. & 3496.39 \tabularnewline
V(Y[t],d=3,D=0) & 23309.3 & Range & 1502.13 & Trim Var. & 10274.4 \tabularnewline
V(Y[t],d=0,D=1) & 46727.8 & Range & 1675.64 & Trim Var. & 22508.3 \tabularnewline
V(Y[t],d=1,D=1) & 9521.28 & Range & 935.6 & Trim Var. & 4088.05 \tabularnewline
V(Y[t],d=2,D=1) & 18838.8 & Range & 1199.91 & Trim Var. & 8489.54 \tabularnewline
V(Y[t],d=3,D=1) & 53805.9 & Range & 1814.28 & Trim Var. & 25224.8 \tabularnewline
V(Y[t],d=0,D=2) & 90300.8 & Range & 2733.3 & Trim Var. & 38302.1 \tabularnewline
V(Y[t],d=1,D=2) & 30311.3 & Range & 1555.1 & Trim Var. & 12385.6 \tabularnewline
V(Y[t],d=2,D=2) & 60362.3 & Range & 1980.36 & Trim Var. & 27382 \tabularnewline
V(Y[t],d=3,D=2) & 170684 & Range & 3252.52 & Trim Var. & 79681.5 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=271272&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1216880[/C][C]Range[/C][C]3886.57[/C][C]Trim Var.[/C][C]1007110[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4219.86[/C][C]Range[/C][C]578.46[/C][C]Trim Var.[/C][C]1782.26[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]8098.74[/C][C]Range[/C][C]873.5[/C][C]Trim Var.[/C][C]3496.39[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]23309.3[/C][C]Range[/C][C]1502.13[/C][C]Trim Var.[/C][C]10274.4[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]46727.8[/C][C]Range[/C][C]1675.64[/C][C]Trim Var.[/C][C]22508.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]9521.28[/C][C]Range[/C][C]935.6[/C][C]Trim Var.[/C][C]4088.05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]18838.8[/C][C]Range[/C][C]1199.91[/C][C]Trim Var.[/C][C]8489.54[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]53805.9[/C][C]Range[/C][C]1814.28[/C][C]Trim Var.[/C][C]25224.8[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]90300.8[/C][C]Range[/C][C]2733.3[/C][C]Trim Var.[/C][C]38302.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]30311.3[/C][C]Range[/C][C]1555.1[/C][C]Trim Var.[/C][C]12385.6[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]60362.3[/C][C]Range[/C][C]1980.36[/C][C]Trim Var.[/C][C]27382[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]170684[/C][C]Range[/C][C]3252.52[/C][C]Trim Var.[/C][C]79681.5[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=271272&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=271272&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)	1216880	Range	3886.57	Trim Var.	1007110
V(Y[t],d=1,D=0)	4219.86	Range	578.46	Trim Var.	1782.26
V(Y[t],d=2,D=0)	8098.74	Range	873.5	Trim Var.	3496.39
V(Y[t],d=3,D=0)	23309.3	Range	1502.13	Trim Var.	10274.4
V(Y[t],d=0,D=1)	46727.8	Range	1675.64	Trim Var.	22508.3
V(Y[t],d=1,D=1)	9521.28	Range	935.6	Trim Var.	4088.05
V(Y[t],d=2,D=1)	18838.8	Range	1199.91	Trim Var.	8489.54
V(Y[t],d=3,D=1)	53805.9	Range	1814.28	Trim Var.	25224.8
V(Y[t],d=0,D=2)	90300.8	Range	2733.3	Trim Var.	38302.1
V(Y[t],d=1,D=2)	30311.3	Range	1555.1	Trim Var.	12385.6
V(Y[t],d=2,D=2)	60362.3	Range	1980.36	Trim Var.	27382
V(Y[t],d=3,D=2)	170684	Range	3252.52	Trim Var.	79681.5

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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