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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 12 Dec 2008 02:33:20 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/12/t1229074517xbmw06qm8hnvaig.htm/, Retrieved Fri, 17 May 2024 04:19:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32498, Retrieved Fri, 17 May 2024 04:19:37 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact220
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [Standard Deviatio...] [2008-12-11 14:19:03] [b518240a1c80d4f939bf8b3e34f77cec]
- RMPD  [Box-Cox Normality Plot] [Box-Cox Normality...] [2008-12-11 16:03:52] [b518240a1c80d4f939bf8b3e34f77cec]
- RMPD      [Variance Reduction Matrix] [Variance reductio...] [2008-12-12 09:33:20] [6aa66640011d9b98524a5838bcf7301d] [Current]
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Dataseries X:
99.5
98.2
108.9
100.0
105.0
108.4
96.7
100.5
115.6
114.9
110.7
107.7
113.5
106.9
119.6
109.4
106.9
118.7
108.9
113.1
125.1
126.5
122.7
127.5
107.1
112.0
122.1
111.5
113.2
128.2
115.1
117.4
132.0
130.8
128.0
132.7
117.0
110.9
123.5
117.4
122.7
123.5
111.5
113.8
131.2
127.0
126.2
121.2
118.8
117.9
135.2
120.7
126.4
129.6
113.4
120.5
135.5
137.6
130.6
133.1
121.5
120.5
136.9
123.7
128.5
135.0
120.9
121.1
132.2
134.5
133.6
136.1
124.5
124.6
133.5
132.3
125.3
135.5
121.2
117.5
135.9




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32498&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32498&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32498&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)108.731679012346Range40.9Trim Var.70.6286625258799
V(Y[t],d=1,D=0)85.7518734177215Range38.8Trim Var.62.3982609546166
V(Y[t],d=2,D=0)226.906890619928Range57.1Trim Var.175.507408450704
V(Y[t],d=3,D=0)673.320547785547Range102.000000000000Trim Var.495.737730848861
V(Y[t],d=0,D=1)31.6504646206308Range31.3Trim Var.19.604
V(Y[t],d=1,D=1)40.7499978050922Range39.5Trim Var.17.9457937853107
V(Y[t],d=2,D=1)121.904400723654Range71.7Trim Var.54.2280596142606
V(Y[t],d=3,D=1)415.80706993007Range123.5Trim Var.189.515635208711
V(Y[t],d=0,D=2)71.1430325814536Range43.8Trim Var.40.2835843137255
V(Y[t],d=1,D=2)98.996974025974Range53.4Trim Var.53.0140775510204
V(Y[t],d=2,D=2)281.192033670033Range92.2Trim Var.153.312465986394
V(Y[t],d=3,D=2)937.781411600279Range173.2Trim Var.492.888492907801

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 108.731679012346 & Range & 40.9 & Trim Var. & 70.6286625258799 \tabularnewline
V(Y[t],d=1,D=0) & 85.7518734177215 & Range & 38.8 & Trim Var. & 62.3982609546166 \tabularnewline
V(Y[t],d=2,D=0) & 226.906890619928 & Range & 57.1 & Trim Var. & 175.507408450704 \tabularnewline
V(Y[t],d=3,D=0) & 673.320547785547 & Range & 102.000000000000 & Trim Var. & 495.737730848861 \tabularnewline
V(Y[t],d=0,D=1) & 31.6504646206308 & Range & 31.3 & Trim Var. & 19.604 \tabularnewline
V(Y[t],d=1,D=1) & 40.7499978050922 & Range & 39.5 & Trim Var. & 17.9457937853107 \tabularnewline
V(Y[t],d=2,D=1) & 121.904400723654 & Range & 71.7 & Trim Var. & 54.2280596142606 \tabularnewline
V(Y[t],d=3,D=1) & 415.80706993007 & Range & 123.5 & Trim Var. & 189.515635208711 \tabularnewline
V(Y[t],d=0,D=2) & 71.1430325814536 & Range & 43.8 & Trim Var. & 40.2835843137255 \tabularnewline
V(Y[t],d=1,D=2) & 98.996974025974 & Range & 53.4 & Trim Var. & 53.0140775510204 \tabularnewline
V(Y[t],d=2,D=2) & 281.192033670033 & Range & 92.2 & Trim Var. & 153.312465986394 \tabularnewline
V(Y[t],d=3,D=2) & 937.781411600279 & Range & 173.2 & Trim Var. & 492.888492907801 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32498&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]108.731679012346[/C][C]Range[/C][C]40.9[/C][C]Trim Var.[/C][C]70.6286625258799[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]85.7518734177215[/C][C]Range[/C][C]38.8[/C][C]Trim Var.[/C][C]62.3982609546166[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]226.906890619928[/C][C]Range[/C][C]57.1[/C][C]Trim Var.[/C][C]175.507408450704[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]673.320547785547[/C][C]Range[/C][C]102.000000000000[/C][C]Trim Var.[/C][C]495.737730848861[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]31.6504646206308[/C][C]Range[/C][C]31.3[/C][C]Trim Var.[/C][C]19.604[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]40.7499978050922[/C][C]Range[/C][C]39.5[/C][C]Trim Var.[/C][C]17.9457937853107[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]121.904400723654[/C][C]Range[/C][C]71.7[/C][C]Trim Var.[/C][C]54.2280596142606[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]415.80706993007[/C][C]Range[/C][C]123.5[/C][C]Trim Var.[/C][C]189.515635208711[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]71.1430325814536[/C][C]Range[/C][C]43.8[/C][C]Trim Var.[/C][C]40.2835843137255[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]98.996974025974[/C][C]Range[/C][C]53.4[/C][C]Trim Var.[/C][C]53.0140775510204[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]281.192033670033[/C][C]Range[/C][C]92.2[/C][C]Trim Var.[/C][C]153.312465986394[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]937.781411600279[/C][C]Range[/C][C]173.2[/C][C]Trim Var.[/C][C]492.888492907801[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32498&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32498&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)108.731679012346Range40.9Trim Var.70.6286625258799
V(Y[t],d=1,D=0)85.7518734177215Range38.8Trim Var.62.3982609546166
V(Y[t],d=2,D=0)226.906890619928Range57.1Trim Var.175.507408450704
V(Y[t],d=3,D=0)673.320547785547Range102.000000000000Trim Var.495.737730848861
V(Y[t],d=0,D=1)31.6504646206308Range31.3Trim Var.19.604
V(Y[t],d=1,D=1)40.7499978050922Range39.5Trim Var.17.9457937853107
V(Y[t],d=2,D=1)121.904400723654Range71.7Trim Var.54.2280596142606
V(Y[t],d=3,D=1)415.80706993007Range123.5Trim Var.189.515635208711
V(Y[t],d=0,D=2)71.1430325814536Range43.8Trim Var.40.2835843137255
V(Y[t],d=1,D=2)98.996974025974Range53.4Trim Var.53.0140775510204
V(Y[t],d=2,D=2)281.192033670033Range92.2Trim Var.153.312465986394
V(Y[t],d=3,D=2)937.781411600279Range173.2Trim Var.492.888492907801



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')