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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, 10 Dec 2010 21:08:50 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/10/t12920152546301d62im3p8el4.htm/, Retrieved Mon, 29 Apr 2024 16:28:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107946, Retrieved Mon, 29 Apr 2024 16:28:08 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
- R  D        [Variance Reduction Matrix] [Bestedingen consu...] [2009-11-24 15:46:16] [54d83950395cfb8ca1091bdb7440f70a]
-   PD            [Variance Reduction Matrix] [Workshop 9] [2010-12-10 21:08:50] [d42b17bf3b3c0d56878eb3f5a4351e6d] [Current]
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Dataseries X:
493
514
522
490
484
506
501
462
465
454
464
427
460
473
465
422
415
413
420
363
376
380
384
346
389
407
393
346
348
353
364
305
307
312
312
286
324
336
327
302
299
311
315
264
278
278
287
279
324
354
354
360
363
385
412
370
389
395
417
404




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

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107946&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107946&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107946&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)4855.27005649718Range258Trim Var.3745.00628930818
V(Y[t],d=1,D=0)595.564582115722Range104Trim Var.384.317851959361
V(Y[t],d=2,D=0)1377.96612220206Range151Trim Var.948.901960784314
V(Y[t],d=3,D=0)4103.34837092732Range240Trim Var.3000.13019607843
V(Y[t],d=0,D=1)4398.29742907801Range229Trim Var.3019.80255516841
V(Y[t],d=1,D=1)123.322849213691Range55Trim Var.64.8987804878049
V(Y[t],d=2,D=1)221.395652173913Range66Trim Var.131.922435897436
V(Y[t],d=3,D=1)712.131313131313Range125Trim Var.380.708502024291
V(Y[t],d=0,D=2)3187.89206349206Range193Trim Var.2480.70060483871
V(Y[t],d=1,D=2)193.420168067227Range54Trim Var.127.195698924731
V(Y[t],d=2,D=2)394.48128342246Range67Trim Var.297.512643678161
V(Y[t],d=3,D=2)1170.51704545455Range124Trim Var.830.507389162562

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4855.27005649718 & Range & 258 & Trim Var. & 3745.00628930818 \tabularnewline
V(Y[t],d=1,D=0) & 595.564582115722 & Range & 104 & Trim Var. & 384.317851959361 \tabularnewline
V(Y[t],d=2,D=0) & 1377.96612220206 & Range & 151 & Trim Var. & 948.901960784314 \tabularnewline
V(Y[t],d=3,D=0) & 4103.34837092732 & Range & 240 & Trim Var. & 3000.13019607843 \tabularnewline
V(Y[t],d=0,D=1) & 4398.29742907801 & Range & 229 & Trim Var. & 3019.80255516841 \tabularnewline
V(Y[t],d=1,D=1) & 123.322849213691 & Range & 55 & Trim Var. & 64.8987804878049 \tabularnewline
V(Y[t],d=2,D=1) & 221.395652173913 & Range & 66 & Trim Var. & 131.922435897436 \tabularnewline
V(Y[t],d=3,D=1) & 712.131313131313 & Range & 125 & Trim Var. & 380.708502024291 \tabularnewline
V(Y[t],d=0,D=2) & 3187.89206349206 & Range & 193 & Trim Var. & 2480.70060483871 \tabularnewline
V(Y[t],d=1,D=2) & 193.420168067227 & Range & 54 & Trim Var. & 127.195698924731 \tabularnewline
V(Y[t],d=2,D=2) & 394.48128342246 & Range & 67 & Trim Var. & 297.512643678161 \tabularnewline
V(Y[t],d=3,D=2) & 1170.51704545455 & Range & 124 & Trim Var. & 830.507389162562 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107946&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4855.27005649718[/C][C]Range[/C][C]258[/C][C]Trim Var.[/C][C]3745.00628930818[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]595.564582115722[/C][C]Range[/C][C]104[/C][C]Trim Var.[/C][C]384.317851959361[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1377.96612220206[/C][C]Range[/C][C]151[/C][C]Trim Var.[/C][C]948.901960784314[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4103.34837092732[/C][C]Range[/C][C]240[/C][C]Trim Var.[/C][C]3000.13019607843[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4398.29742907801[/C][C]Range[/C][C]229[/C][C]Trim Var.[/C][C]3019.80255516841[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]123.322849213691[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]64.8987804878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]221.395652173913[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]131.922435897436[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]712.131313131313[/C][C]Range[/C][C]125[/C][C]Trim Var.[/C][C]380.708502024291[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3187.89206349206[/C][C]Range[/C][C]193[/C][C]Trim Var.[/C][C]2480.70060483871[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]193.420168067227[/C][C]Range[/C][C]54[/C][C]Trim Var.[/C][C]127.195698924731[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]394.48128342246[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]297.512643678161[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1170.51704545455[/C][C]Range[/C][C]124[/C][C]Trim Var.[/C][C]830.507389162562[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107946&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107946&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)4855.27005649718Range258Trim Var.3745.00628930818
V(Y[t],d=1,D=0)595.564582115722Range104Trim Var.384.317851959361
V(Y[t],d=2,D=0)1377.96612220206Range151Trim Var.948.901960784314
V(Y[t],d=3,D=0)4103.34837092732Range240Trim Var.3000.13019607843
V(Y[t],d=0,D=1)4398.29742907801Range229Trim Var.3019.80255516841
V(Y[t],d=1,D=1)123.322849213691Range55Trim Var.64.8987804878049
V(Y[t],d=2,D=1)221.395652173913Range66Trim Var.131.922435897436
V(Y[t],d=3,D=1)712.131313131313Range125Trim Var.380.708502024291
V(Y[t],d=0,D=2)3187.89206349206Range193Trim Var.2480.70060483871
V(Y[t],d=1,D=2)193.420168067227Range54Trim Var.127.195698924731
V(Y[t],d=2,D=2)394.48128342246Range67Trim Var.297.512643678161
V(Y[t],d=3,D=2)1170.51704545455Range124Trim Var.830.507389162562



Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 0 ; par4 = 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')