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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 computationMon, 07 Dec 2009 01:34:18 -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/2009/Dec/07/t1260174969xvv4dnfi55t83e8.htm/, Retrieved Sat, 04 May 2024 18:56:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64534, Retrieved Sat, 04 May 2024 18:56:46 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact230
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D    [Variance Reduction Matrix] [BBWS9-VRM] [2009-12-01 20:10:40] [408e92805dcb18620260f240a7fb9d53]
-    D      [Variance Reduction Matrix] [W9: VRM] [2009-12-02 10:19:33] [03d5b865e91ca35b5a5d21b8d6da5aba]
-    D          [Variance Reduction Matrix] [] [2009-12-07 08:34:18] [639ea8fd352c8f9f586ddf87aa833fb6] [Current]
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Dataseries X:
-9,0
9,1
8,7
8,2
7,9
7,9
9,1
9,4
9,4
9,1
9,0
9,3
9,9
9,8
9,3
8,3
8,0
8,5
10,4
11,1
10,9
10,0
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9,0
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9,0
9,0
9,0
9,8
10,0
9,8
9,3
9,0
9,0
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,7
7,9
7,9
8,0




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64534&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64534&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64534&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)6.02959039548023Range20.1Trim Var.0.30443137254902
V(Y[t],d=1,D=0)5.80140853302163Range19.1Trim Var.0.119760522496372
V(Y[t],d=2,D=0)6.18304900181488Range19.9Trim Var.0.1528
V(Y[t],d=3,D=0)6.46375939849624Range21Trim Var.0.240337254901961
V(Y[t],d=0,D=1)8.11261968085106Range21Trim Var.0.268024390243903
V(Y[t],d=1,D=1)7.15487511563367Range18.9Trim Var.0.0844551282051281
V(Y[t],d=2,D=1)7.23621739130435Range18.8Trim Var.0.0775320512820513
V(Y[t],d=3,D=1)7.79063636363636Range19.4Trim Var.0.104993252361673
V(Y[t],d=0,D=2)10.4263492063492Range20.1Trim Var.0.456844758064517
V(Y[t],d=1,D=2)9.97457142857143Range19.9Trim Var.0.203913978494623
V(Y[t],d=2,D=2)9.66114081996435Range19.1Trim Var.0.178344827586206
V(Y[t],d=3,D=2)10.7318939393939Range20.1Trim Var.0.201502463054184

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.02959039548023 & Range & 20.1 & Trim Var. & 0.30443137254902 \tabularnewline
V(Y[t],d=1,D=0) & 5.80140853302163 & Range & 19.1 & Trim Var. & 0.119760522496372 \tabularnewline
V(Y[t],d=2,D=0) & 6.18304900181488 & Range & 19.9 & Trim Var. & 0.1528 \tabularnewline
V(Y[t],d=3,D=0) & 6.46375939849624 & Range & 21 & Trim Var. & 0.240337254901961 \tabularnewline
V(Y[t],d=0,D=1) & 8.11261968085106 & Range & 21 & Trim Var. & 0.268024390243903 \tabularnewline
V(Y[t],d=1,D=1) & 7.15487511563367 & Range & 18.9 & Trim Var. & 0.0844551282051281 \tabularnewline
V(Y[t],d=2,D=1) & 7.23621739130435 & Range & 18.8 & Trim Var. & 0.0775320512820513 \tabularnewline
V(Y[t],d=3,D=1) & 7.79063636363636 & Range & 19.4 & Trim Var. & 0.104993252361673 \tabularnewline
V(Y[t],d=0,D=2) & 10.4263492063492 & Range & 20.1 & Trim Var. & 0.456844758064517 \tabularnewline
V(Y[t],d=1,D=2) & 9.97457142857143 & Range & 19.9 & Trim Var. & 0.203913978494623 \tabularnewline
V(Y[t],d=2,D=2) & 9.66114081996435 & Range & 19.1 & Trim Var. & 0.178344827586206 \tabularnewline
V(Y[t],d=3,D=2) & 10.7318939393939 & Range & 20.1 & Trim Var. & 0.201502463054184 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64534&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.02959039548023[/C][C]Range[/C][C]20.1[/C][C]Trim Var.[/C][C]0.30443137254902[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5.80140853302163[/C][C]Range[/C][C]19.1[/C][C]Trim Var.[/C][C]0.119760522496372[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]6.18304900181488[/C][C]Range[/C][C]19.9[/C][C]Trim Var.[/C][C]0.1528[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6.46375939849624[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]0.240337254901961[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8.11261968085106[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]0.268024390243903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7.15487511563367[/C][C]Range[/C][C]18.9[/C][C]Trim Var.[/C][C]0.0844551282051281[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7.23621739130435[/C][C]Range[/C][C]18.8[/C][C]Trim Var.[/C][C]0.0775320512820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]7.79063636363636[/C][C]Range[/C][C]19.4[/C][C]Trim Var.[/C][C]0.104993252361673[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]10.4263492063492[/C][C]Range[/C][C]20.1[/C][C]Trim Var.[/C][C]0.456844758064517[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]9.97457142857143[/C][C]Range[/C][C]19.9[/C][C]Trim Var.[/C][C]0.203913978494623[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9.66114081996435[/C][C]Range[/C][C]19.1[/C][C]Trim Var.[/C][C]0.178344827586206[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10.7318939393939[/C][C]Range[/C][C]20.1[/C][C]Trim Var.[/C][C]0.201502463054184[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64534&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64534&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)6.02959039548023Range20.1Trim Var.0.30443137254902
V(Y[t],d=1,D=0)5.80140853302163Range19.1Trim Var.0.119760522496372
V(Y[t],d=2,D=0)6.18304900181488Range19.9Trim Var.0.1528
V(Y[t],d=3,D=0)6.46375939849624Range21Trim Var.0.240337254901961
V(Y[t],d=0,D=1)8.11261968085106Range21Trim Var.0.268024390243903
V(Y[t],d=1,D=1)7.15487511563367Range18.9Trim Var.0.0844551282051281
V(Y[t],d=2,D=1)7.23621739130435Range18.8Trim Var.0.0775320512820513
V(Y[t],d=3,D=1)7.79063636363636Range19.4Trim Var.0.104993252361673
V(Y[t],d=0,D=2)10.4263492063492Range20.1Trim Var.0.456844758064517
V(Y[t],d=1,D=2)9.97457142857143Range19.9Trim Var.0.203913978494623
V(Y[t],d=2,D=2)9.66114081996435Range19.1Trim Var.0.178344827586206
V(Y[t],d=3,D=2)10.7318939393939Range20.1Trim Var.0.201502463054184



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')