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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, 01 Dec 2008 09:35:50 -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/2008/Dec/01/t1228149389ztos4k2nahgs0eq.htm/, Retrieved Sun, 05 May 2024 10:46:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26977, Retrieved Sun, 05 May 2024 10:46:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact224
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Variance Reduction Matrix] [q6 ] [2008-12-01 11:04:44] [e43247bc0ab243a5af99ac7f55ba0b41]
F    D      [Variance Reduction Matrix] [variance q8] [2008-12-01 16:35:50] [f24298b2e4c2a19d76cf4460ec5d2246] [Current]
Feedback Forum
2008-12-08 17:28:35 [Lindsay Heyndrickx] [reply
Dit werd correct berekend.

Post a new message
Dataseries X:
7.8
7.6
7.5
7.6
7.5
7.3
7.6
7.5
7.6
7.9
7.9
8.1
8.2
8.0
7.5
6.8
6.5
6.6
7.6
8.0
8.0
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7.0
7.1
7.2
7.1
6.9
7.0
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5
6.8
6.8
6.5
6.3
5.9
5.9
6.4
6.4




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=26977&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=26977&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26977&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)0.384571992976295Range2.3Trim Var.0.25593984962406
V(Y[t],d=1,D=0)0.0759203980099502Range1.7Trim Var.0.0374459380479251
V(Y[t],d=2,D=0)0.099990675990676Range1.5Trim Var.0.0519528619528619
V(Y[t],d=3,D=0)0.236788461538462Range2.7Trim Var.0.111623376623376
V(Y[t],d=0,D=1)0.308360389610390Range2.3Trim Var.0.219251700680272
V(Y[t],d=1,D=1)0.111501683501683Range1.5Trim Var.0.065765306122449
V(Y[t],d=2,D=1)0.113962264150943Range1.4Trim Var.0.06587922705314
V(Y[t],d=3,D=1)0.194600870827286Range2.00000000000000Trim Var.0.112099907493062
V(Y[t],d=0,D=2)0.758583509513742Range3.7Trim Var.0.456187766714082
V(Y[t],d=1,D=2)0.288194905869324Range2.8Trim Var.0.118858858858859
V(Y[t],d=2,D=2)0.281910569105691Range2.4Trim Var.0.142944444444444
V(Y[t],d=3,D=2)0.516975609756096Range3.09999999999999Trim Var.0.29252100840336

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.384571992976295 & Range & 2.3 & Trim Var. & 0.25593984962406 \tabularnewline
V(Y[t],d=1,D=0) & 0.0759203980099502 & Range & 1.7 & Trim Var. & 0.0374459380479251 \tabularnewline
V(Y[t],d=2,D=0) & 0.099990675990676 & Range & 1.5 & Trim Var. & 0.0519528619528619 \tabularnewline
V(Y[t],d=3,D=0) & 0.236788461538462 & Range & 2.7 & Trim Var. & 0.111623376623376 \tabularnewline
V(Y[t],d=0,D=1) & 0.308360389610390 & Range & 2.3 & Trim Var. & 0.219251700680272 \tabularnewline
V(Y[t],d=1,D=1) & 0.111501683501683 & Range & 1.5 & Trim Var. & 0.065765306122449 \tabularnewline
V(Y[t],d=2,D=1) & 0.113962264150943 & Range & 1.4 & Trim Var. & 0.06587922705314 \tabularnewline
V(Y[t],d=3,D=1) & 0.194600870827286 & Range & 2.00000000000000 & Trim Var. & 0.112099907493062 \tabularnewline
V(Y[t],d=0,D=2) & 0.758583509513742 & Range & 3.7 & Trim Var. & 0.456187766714082 \tabularnewline
V(Y[t],d=1,D=2) & 0.288194905869324 & Range & 2.8 & Trim Var. & 0.118858858858859 \tabularnewline
V(Y[t],d=2,D=2) & 0.281910569105691 & Range & 2.4 & Trim Var. & 0.142944444444444 \tabularnewline
V(Y[t],d=3,D=2) & 0.516975609756096 & Range & 3.09999999999999 & Trim Var. & 0.29252100840336 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26977&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.384571992976295[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.25593984962406[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0759203980099502[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0374459380479251[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.099990675990676[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0519528619528619[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.236788461538462[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.111623376623376[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.308360389610390[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.219251700680272[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.111501683501683[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.065765306122449[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.113962264150943[/C][C]Range[/C][C]1.4[/C][C]Trim Var.[/C][C]0.06587922705314[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.194600870827286[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.112099907493062[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.758583509513742[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.456187766714082[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.288194905869324[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.118858858858859[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.281910569105691[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.142944444444444[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.516975609756096[/C][C]Range[/C][C]3.09999999999999[/C][C]Trim Var.[/C][C]0.29252100840336[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26977&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26977&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)0.384571992976295Range2.3Trim Var.0.25593984962406
V(Y[t],d=1,D=0)0.0759203980099502Range1.7Trim Var.0.0374459380479251
V(Y[t],d=2,D=0)0.099990675990676Range1.5Trim Var.0.0519528619528619
V(Y[t],d=3,D=0)0.236788461538462Range2.7Trim Var.0.111623376623376
V(Y[t],d=0,D=1)0.308360389610390Range2.3Trim Var.0.219251700680272
V(Y[t],d=1,D=1)0.111501683501683Range1.5Trim Var.0.065765306122449
V(Y[t],d=2,D=1)0.113962264150943Range1.4Trim Var.0.06587922705314
V(Y[t],d=3,D=1)0.194600870827286Range2.00000000000000Trim Var.0.112099907493062
V(Y[t],d=0,D=2)0.758583509513742Range3.7Trim Var.0.456187766714082
V(Y[t],d=1,D=2)0.288194905869324Range2.8Trim Var.0.118858858858859
V(Y[t],d=2,D=2)0.281910569105691Range2.4Trim Var.0.142944444444444
V(Y[t],d=3,D=2)0.516975609756096Range3.09999999999999Trim Var.0.29252100840336



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')