| | *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: Fri, 04 Dec 2009 08:11:58 -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/04/t1259939546tb53a5jebpvpks4.htm/, Retrieved Fri, 04 Dec 2009 16:12:26 +0100 | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Dec/04/t1259939546tb53a5jebpvpks4.htm/},
year = {2009},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2009},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 100
108,1560276
114,0150276
102,1880309
110,3672031
96,8602511
94,1944583
99,51621961
94,06333487
97,5541476
78,15062422
81,2434643
92,36262465
96,06324371
114,0523777
110,6616666
104,9171949
90,00187193
95,7008067
86,02741157
84,85287668
100,04328
80,91713823
74,06539709
77,30281369
97,23043249
90,75515676
100,5614455
92,01293267
99,24012138
105,8672755
90,9920463
93,30624423
91,17419413
77,33295039
91,1277721
85,01249943
83,90390242
104,8626302
110,9039108
95,43714373
111,6238727
108,8925403
96,17511682
101,9740205
99,11953031
86,78158147
118,4195003
118,7441447
106,5296192
134,7772694
104,6778714
105,2954304
139,4139849
103,6060491
99,78182974
103,4610301
120,0594945
96,71377168
107,1308929
105,3608372
111,6942359
132,0519998
126,8037879
154,4824253
141,5570984
109,9506882
127,904198
133,0888617
120,0796299
117,5557142
143,0362309
159,982927
128,5991124
149,7373327
126,8169313
140,9639674
137,6691981
117,9402337
122,3095247
127 etc... | | Output produced by software: |
Variance Reduction Matrix | V(Y[t],d=0,D=0) | 333.622996394259 | Range | 89.65594151 | Trim Var. | 194.719584143510 | V(Y[t],d=1,D=0) | 272.570569998782 | Range | 109.4060591 | Trim Var. | 145.357997672195 | V(Y[t],d=2,D=0) | 779.362457950817 | Range | 179.8146924 | Trim Var. | 428.494355657311 | V(Y[t],d=3,D=0) | 2487.97207605918 | Range | 324.0885195 | Trim Var. | 1324.97205560861 | V(Y[t],d=0,D=1) | 312.834668935754 | Range | 106.1361162 | Trim Var. | 166.858227527527 | V(Y[t],d=1,D=1) | 391.28319523376 | Range | 114.5439467 | Trim Var. | 230.026930854816 | V(Y[t],d=2,D=1) | 1043.37839469832 | Range | 192.9271235 | Trim Var. | 572.245542196957 | V(Y[t],d=3,D=1) | 3268.76144700998 | Range | 341.5109861 | Trim Var. | 1899.49694480607 | V(Y[t],d=0,D=2) | 812.10527766169 | Range | 166.2703907 | Trim Var. | 398.50771868963 | V(Y[t],d=1,D=2) | 1028.83063151709 | Range | 184.1071149 | Trim Var. | 558.711846686502 | V(Y[t],d=2,D=2) | 2610.75983752822 | Range | 341.5109861 | Trim Var. | 1263.24963408876 | V(Y[t],d=3,D=2) | 8005.24253549319 | Range | 547.5832885 | Trim Var. | 4051.91816301804 |
| Charts produced by software: | | | 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) & smyx<quantile(smyx,0.95)]))
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
| |
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