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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 computationTue, 21 Dec 2010 13:54:38 +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/21/t1292939550gooqj6e0hck7zcj.htm/, Retrieved Sat, 11 May 2024 18:20:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113569, Retrieved Sat, 11 May 2024 18:20:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact126
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       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [Variance Reduction Matrix] [Births] [2010-11-29 09:39:41] [b98453cac15ba1066b407e146608df68]
- R PD          [Variance Reduction Matrix] [WS9 3.3 VRM matrix ] [2010-12-07 10:25:28] [afe9379cca749d06b3d6872e02cc47ed]
-    D            [Variance Reduction Matrix] [Apple Inc - VRM] [2010-12-14 16:19:52] [afe9379cca749d06b3d6872e02cc47ed]
-    D                [Variance Reduction Matrix] [Paper - C&S VRM] [2010-12-21 13:54:38] [89d441ae0711e9b79b5d358f420c1317] [Current]
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Dataseries X:
105.31
105.63
106.02
105.85
106.57
106.48
106.60
106.75
106.69
106.69
106.93
107.21
107.88
108.84
108.96
109.52
108.45
108.67
108.96
108.76
107.85
108.78
107.51
108.83
111.54
111.74
112.04
111.74
111.81
111.86
114.23
114.80
115.17
115.11
114.43
114.66
115.11
117.74
118.18
118.56
117.63
117.71
117.46
117.37
117.34
117.09
116.65
116.71
116.82
117.33
117.95
123.53
124.91
125.99
126.29
125.68
125.52




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113569&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113569&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113569&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Variance Reduction Matrix
V(Y[t],d=0,D=0)35.6112107769424Range20.98Trim Var.26.4804266666667
V(Y[t],d=1,D=0)1.08977191558442Range6.85Trim Var.0.307263836734695
V(Y[t],d=2,D=0)1.82976686868687Range9.16Trim Var.0.693689200680274
V(Y[t],d=3,D=0)5.38239105520616Range14.01Trim Var.2.19565740248229
V(Y[t],d=0,D=1)5.91499767676768Range9.24Trim Var.3.96780499325236
V(Y[t],d=1,D=1)1.9372284883721Range7.82Trim Var.0.785975604551928
V(Y[t],d=2,D=1)3.62235980066448Range7.91000000000001Trim Var.2.07346696696699
V(Y[t],d=3,D=1)10.8354966318236Range13.7700000000000Trim Var.6.68390634920646
V(Y[t],d=0,D=2)14.7357320075758Range12.75Trim Var.11.0068935960591
V(Y[t],d=1,D=2)5.35182419354842Range9.22000000000001Trim Var.3.37216455026458
V(Y[t],d=2,D=2)11.2983045161292Range13.9600000000000Trim Var.7.53714871794883
V(Y[t],d=3,D=2)36.3487167816097Range21.7800000000001Trim Var.26.205127538462

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 35.6112107769424 & Range & 20.98 & Trim Var. & 26.4804266666667 \tabularnewline
V(Y[t],d=1,D=0) & 1.08977191558442 & Range & 6.85 & Trim Var. & 0.307263836734695 \tabularnewline
V(Y[t],d=2,D=0) & 1.82976686868687 & Range & 9.16 & Trim Var. & 0.693689200680274 \tabularnewline
V(Y[t],d=3,D=0) & 5.38239105520616 & Range & 14.01 & Trim Var. & 2.19565740248229 \tabularnewline
V(Y[t],d=0,D=1) & 5.91499767676768 & Range & 9.24 & Trim Var. & 3.96780499325236 \tabularnewline
V(Y[t],d=1,D=1) & 1.9372284883721 & Range & 7.82 & Trim Var. & 0.785975604551928 \tabularnewline
V(Y[t],d=2,D=1) & 3.62235980066448 & Range & 7.91000000000001 & Trim Var. & 2.07346696696699 \tabularnewline
V(Y[t],d=3,D=1) & 10.8354966318236 & Range & 13.7700000000000 & Trim Var. & 6.68390634920646 \tabularnewline
V(Y[t],d=0,D=2) & 14.7357320075758 & Range & 12.75 & Trim Var. & 11.0068935960591 \tabularnewline
V(Y[t],d=1,D=2) & 5.35182419354842 & Range & 9.22000000000001 & Trim Var. & 3.37216455026458 \tabularnewline
V(Y[t],d=2,D=2) & 11.2983045161292 & Range & 13.9600000000000 & Trim Var. & 7.53714871794883 \tabularnewline
V(Y[t],d=3,D=2) & 36.3487167816097 & Range & 21.7800000000001 & Trim Var. & 26.205127538462 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113569&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]35.6112107769424[/C][C]Range[/C][C]20.98[/C][C]Trim Var.[/C][C]26.4804266666667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.08977191558442[/C][C]Range[/C][C]6.85[/C][C]Trim Var.[/C][C]0.307263836734695[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.82976686868687[/C][C]Range[/C][C]9.16[/C][C]Trim Var.[/C][C]0.693689200680274[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5.38239105520616[/C][C]Range[/C][C]14.01[/C][C]Trim Var.[/C][C]2.19565740248229[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5.91499767676768[/C][C]Range[/C][C]9.24[/C][C]Trim Var.[/C][C]3.96780499325236[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.9372284883721[/C][C]Range[/C][C]7.82[/C][C]Trim Var.[/C][C]0.785975604551928[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3.62235980066448[/C][C]Range[/C][C]7.91000000000001[/C][C]Trim Var.[/C][C]2.07346696696699[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10.8354966318236[/C][C]Range[/C][C]13.7700000000000[/C][C]Trim Var.[/C][C]6.68390634920646[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]14.7357320075758[/C][C]Range[/C][C]12.75[/C][C]Trim Var.[/C][C]11.0068935960591[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.35182419354842[/C][C]Range[/C][C]9.22000000000001[/C][C]Trim Var.[/C][C]3.37216455026458[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]11.2983045161292[/C][C]Range[/C][C]13.9600000000000[/C][C]Trim Var.[/C][C]7.53714871794883[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]36.3487167816097[/C][C]Range[/C][C]21.7800000000001[/C][C]Trim Var.[/C][C]26.205127538462[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113569&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113569&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)35.6112107769424Range20.98Trim Var.26.4804266666667
V(Y[t],d=1,D=0)1.08977191558442Range6.85Trim Var.0.307263836734695
V(Y[t],d=2,D=0)1.82976686868687Range9.16Trim Var.0.693689200680274
V(Y[t],d=3,D=0)5.38239105520616Range14.01Trim Var.2.19565740248229
V(Y[t],d=0,D=1)5.91499767676768Range9.24Trim Var.3.96780499325236
V(Y[t],d=1,D=1)1.9372284883721Range7.82Trim Var.0.785975604551928
V(Y[t],d=2,D=1)3.62235980066448Range7.91000000000001Trim Var.2.07346696696699
V(Y[t],d=3,D=1)10.8354966318236Range13.7700000000000Trim Var.6.68390634920646
V(Y[t],d=0,D=2)14.7357320075758Range12.75Trim Var.11.0068935960591
V(Y[t],d=1,D=2)5.35182419354842Range9.22000000000001Trim Var.3.37216455026458
V(Y[t],d=2,D=2)11.2983045161292Range13.9600000000000Trim Var.7.53714871794883
V(Y[t],d=3,D=2)36.3487167816097Range21.7800000000001Trim Var.26.205127538462



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')