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Paper PAF ICP VRM

*The author of this computation has been verified*
R Software Module: /rwasp_variancereduction.wasp (opens new window with default values)
Title produced by software: Variance Reduction Matrix
Date of computation: Sat, 12 Dec 2009 13:07:41 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/12/t1260648519m5zfgdjcobfahyv.htm/, Retrieved Tue, 18 Jun 2013 06:37:39 +0000
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
System-generated keywords (parent):
t1259185034rhjri5cpwxte4on (pk = 59652)
Estimated Impact
40
 
Dataseries X:
» Textfile « » CSV « » Stem and Leaf « » Histogram « » Kernel Density « » Harrell-Davis Quantiles « » Central Tendency « » Variability «
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Variance Reduction Matrix
V(Y[t],d=0,D=0)48.0807850279988Range25.48Trim Var.38.2161766483516
V(Y[t],d=1,D=0)1.19698629685158Range5.25999999999999Trim Var.0.727782290888725
V(Y[t],d=2,D=0)3.38698958047293Range8.64Trim Var.2.10548338092519
V(Y[t],d=3,D=0)11.1964280158361Range15.94Trim Var.7.04610048534267
V(Y[t],d=0,D=1)2.22511254578755Range9.09Trim Var.0.703187961664329
V(Y[t],d=1,D=1)0.281735474234504Range3.13000000000001Trim Var.0.141261669851887
V(Y[t],d=2,D=1)0.489244603083952Range3.78999999999998Trim Var.0.261845030525032
V(Y[t],d=3,D=1)1.45376734614638Range6.96Trim Var.0.764968651685397
V(Y[t],d=0,D=2)6.13118894343151Range14.5Trim Var.1.67720185130767
V(Y[t],d=1,D=2)0.76126039178213Range4.42000000000002Trim Var.0.40842071665161
V(Y[t],d=2,D=2)1.37340048840049Range5.81000000000002Trim Var.0.801169012345677
V(Y[t],d=3,D=2)4.10065579275904Range10.9400000000001Trim Var.2.36954424050633
 
Charts produced by software:
 
Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
 
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
 
R code (references can be found in the software module):