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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 computationWed, 03 Dec 2008 04:44:19 -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/03/t1228304712r74kah4yzql4ihm.htm/, Retrieved Fri, 17 May 2024 16:19:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28636, Retrieved Fri, 17 May 2024 16:19:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsVRM mannen
Estimated Impact215
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] [non stat time ser...] [2008-12-03 11:38:06] [c96f3dce3a823a83b6ede18389e1cfd4]
F    D      [Variance Reduction Matrix] [non stat time ser...] [2008-12-03 11:44:19] [3bdbbe597ac6c61989658933956ee6ac] [Current]
Feedback Forum
2008-12-10 00:03:44 [Peter Van Doninck] [reply
De student heeft hier echter wel de juiste conclusie genomen. d=1 en D=0.

Post a new message
Dataseries X:
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
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
7.1
7.2
7.1
6.9
7
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
6.5




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=28636&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=28636&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28636&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)0.422622950819672Range2.3Trim Var.0.284281632653061
V(Y[t],d=1,D=0)0.0815225988700565Range1.7Trim Var.0.0406095791001451
V(Y[t],d=2,D=0)0.102057276446523Range1.5Trim Var.0.0612917271407837
V(Y[t],d=3,D=0)0.237846339987901Range2.7Trim Var.0.122006033182504
V(Y[t],d=0,D=1)0.300935374149660Range2.3Trim Var.0.195569105691057
V(Y[t],d=1,D=1)0.0959175531914893Range1.5Trim Var.0.0570499419279907
V(Y[t],d=2,D=1)0.0964939870490286Range1.400Trim Var.0.0513780487804877
V(Y[t],d=3,D=1)0.180444444444444Range2.00000000000000Trim Var.0.0984358974358972
V(Y[t],d=0,D=2)0.618258258258258Range2.7Trim Var.0.448860887096774
V(Y[t],d=1,D=2)0.201142857142857Range2Trim Var.0.0970229885057471
V(Y[t],d=2,D=2)0.235848739495798Range2.10000000000000Trim Var.0.126064516129032
V(Y[t],d=3,D=2)0.480151515151513Range3.09999999999999Trim Var.0.26722988505747

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.422622950819672 & Range & 2.3 & Trim Var. & 0.284281632653061 \tabularnewline
V(Y[t],d=1,D=0) & 0.0815225988700565 & Range & 1.7 & Trim Var. & 0.0406095791001451 \tabularnewline
V(Y[t],d=2,D=0) & 0.102057276446523 & Range & 1.5 & Trim Var. & 0.0612917271407837 \tabularnewline
V(Y[t],d=3,D=0) & 0.237846339987901 & Range & 2.7 & Trim Var. & 0.122006033182504 \tabularnewline
V(Y[t],d=0,D=1) & 0.300935374149660 & Range & 2.3 & Trim Var. & 0.195569105691057 \tabularnewline
V(Y[t],d=1,D=1) & 0.0959175531914893 & Range & 1.5 & Trim Var. & 0.0570499419279907 \tabularnewline
V(Y[t],d=2,D=1) & 0.0964939870490286 & Range & 1.400 & Trim Var. & 0.0513780487804877 \tabularnewline
V(Y[t],d=3,D=1) & 0.180444444444444 & Range & 2.00000000000000 & Trim Var. & 0.0984358974358972 \tabularnewline
V(Y[t],d=0,D=2) & 0.618258258258258 & Range & 2.7 & Trim Var. & 0.448860887096774 \tabularnewline
V(Y[t],d=1,D=2) & 0.201142857142857 & Range & 2 & Trim Var. & 0.0970229885057471 \tabularnewline
V(Y[t],d=2,D=2) & 0.235848739495798 & Range & 2.10000000000000 & Trim Var. & 0.126064516129032 \tabularnewline
V(Y[t],d=3,D=2) & 0.480151515151513 & Range & 3.09999999999999 & Trim Var. & 0.26722988505747 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28636&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.422622950819672[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.284281632653061[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0815225988700565[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0406095791001451[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.102057276446523[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0612917271407837[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.237846339987901[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.122006033182504[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.300935374149660[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.195569105691057[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0959175531914893[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0570499419279907[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0964939870490286[/C][C]Range[/C][C]1.400[/C][C]Trim Var.[/C][C]0.0513780487804877[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.180444444444444[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.0984358974358972[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.618258258258258[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.448860887096774[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.201142857142857[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.0970229885057471[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.235848739495798[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.126064516129032[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.480151515151513[/C][C]Range[/C][C]3.09999999999999[/C][C]Trim Var.[/C][C]0.26722988505747[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28636&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28636&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)0.422622950819672Range2.3Trim Var.0.284281632653061
V(Y[t],d=1,D=0)0.0815225988700565Range1.7Trim Var.0.0406095791001451
V(Y[t],d=2,D=0)0.102057276446523Range1.5Trim Var.0.0612917271407837
V(Y[t],d=3,D=0)0.237846339987901Range2.7Trim Var.0.122006033182504
V(Y[t],d=0,D=1)0.300935374149660Range2.3Trim Var.0.195569105691057
V(Y[t],d=1,D=1)0.0959175531914893Range1.5Trim Var.0.0570499419279907
V(Y[t],d=2,D=1)0.0964939870490286Range1.400Trim Var.0.0513780487804877
V(Y[t],d=3,D=1)0.180444444444444Range2.00000000000000Trim Var.0.0984358974358972
V(Y[t],d=0,D=2)0.618258258258258Range2.7Trim Var.0.448860887096774
V(Y[t],d=1,D=2)0.201142857142857Range2Trim Var.0.0970229885057471
V(Y[t],d=2,D=2)0.235848739495798Range2.10000000000000Trim Var.0.126064516129032
V(Y[t],d=3,D=2)0.480151515151513Range3.09999999999999Trim Var.0.26722988505747



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')