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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

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 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) 48.0807850279988 Range 25.48 Trim Var. 38.2161766483516 V(Y[t],d=1,D=0) 1.19698629685158 Range 5.25999999999999 Trim Var. 0.727782290888725 V(Y[t],d=2,D=0) 3.38698958047293 Range 8.64 Trim Var. 2.10548338092519 V(Y[t],d=3,D=0) 11.1964280158361 Range 15.94 Trim Var. 7.04610048534267 V(Y[t],d=0,D=1) 2.22511254578755 Range 9.09 Trim Var. 0.703187961664329 V(Y[t],d=1,D=1) 0.281735474234504 Range 3.13000000000001 Trim Var. 0.141261669851887 V(Y[t],d=2,D=1) 0.489244603083952 Range 3.78999999999998 Trim Var. 0.261845030525032 V(Y[t],d=3,D=1) 1.45376734614638 Range 6.96 Trim Var. 0.764968651685397 V(Y[t],d=0,D=2) 6.13118894343151 Range 14.5 Trim Var. 1.67720185130767 V(Y[t],d=1,D=2) 0.76126039178213 Range 4.42000000000002 Trim Var. 0.40842071665161 V(Y[t],d=2,D=2) 1.37340048840049 Range 5.81000000000002 Trim Var. 0.801169012345677 V(Y[t],d=3,D=2) 4.10065579275904 Range 10.9400000000001 Trim 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):