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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 14:28:13 -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/t12283397392kx6zrpkicqyaaf.htm/, Retrieved Fri, 17 May 2024 18:50:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28892, Retrieved Fri, 17 May 2024 18:50:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact108
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] [blok 17 Q6 VRM ] [2008-12-02 20:44:02] [6173c35e31b784a490c8cd5476f785d4]
-    D    [Variance Reduction Matrix] [blok 17 Q8 VRD(1)...] [2008-12-03 21:17:29] [6173c35e31b784a490c8cd5476f785d4]
-    D        [Variance Reduction Matrix] [blok 17 Q8 VRD(1)...] [2008-12-03 21:28:13] [1237f4df7e9be807e4c0a07b90c45721] [Current]
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Dataseries X:
98.1
101.1
111.1
93.3
100
108
70.4
75.4
105.5
112.3
102.5
93.5
86.7
95.2
103.8
97
95.5
101
67.5
64
106.7
100.6
101.2
93.1
84.2
85.8
91.8
92.4
80.3
79.7
62.5
57.1
100.8
100.7
86.2
83.2
71.7
77.5
89.8
80.3
78.7
93.8
57.6
60.6
91
85.3
77.4
77.3
68.3
69.9
81.7
75.1
69.9
84
54.3
60
89.9
77
85.3
77.6
69.2
75.5
85.7
72.2
79.9
85.3
52.2
61.2
82.4
85.4
78.2
70.2




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28892&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28892&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28892&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)214.605602503912Range60.1Trim Var.147.680295138889
V(Y[t],d=1,D=0)242.151521126761Range81.3Trim Var.103.831879160266
V(Y[t],d=2,D=0)577.124803312629Range100.4Trim Var.371.802519830777
V(Y[t],d=3,D=0)1610.93438618926Range185.5Trim Var.900.475726775956
V(Y[t],d=0,D=1)44.7301581920904Range35.4Trim Var.26.391572327044
V(Y[t],d=1,D=1)71.7591174751607Range35.3Trim Var.49.0690348330914
V(Y[t],d=2,D=1)221.646315789474Range62.1Trim Var.154.677647058824
V(Y[t],d=3,D=1)753.263239348371Range118.1Trim Var.520.032996078432
V(Y[t],d=0,D=2)121.440704787234Range59.3Trim Var.68.7095470383275
V(Y[t],d=1,D=2)200.858196114709Range60.8Trim Var.117.106804878049
V(Y[t],d=2,D=2)601.051850241546Range102.7Trim Var.343.057538461539
V(Y[t],d=3,D=2)1987.35967676768Range188.8Trim Var.1163.47028340081

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 214.605602503912 & Range & 60.1 & Trim Var. & 147.680295138889 \tabularnewline
V(Y[t],d=1,D=0) & 242.151521126761 & Range & 81.3 & Trim Var. & 103.831879160266 \tabularnewline
V(Y[t],d=2,D=0) & 577.124803312629 & Range & 100.4 & Trim Var. & 371.802519830777 \tabularnewline
V(Y[t],d=3,D=0) & 1610.93438618926 & Range & 185.5 & Trim Var. & 900.475726775956 \tabularnewline
V(Y[t],d=0,D=1) & 44.7301581920904 & Range & 35.4 & Trim Var. & 26.391572327044 \tabularnewline
V(Y[t],d=1,D=1) & 71.7591174751607 & Range & 35.3 & Trim Var. & 49.0690348330914 \tabularnewline
V(Y[t],d=2,D=1) & 221.646315789474 & Range & 62.1 & Trim Var. & 154.677647058824 \tabularnewline
V(Y[t],d=3,D=1) & 753.263239348371 & Range & 118.1 & Trim Var. & 520.032996078432 \tabularnewline
V(Y[t],d=0,D=2) & 121.440704787234 & Range & 59.3 & Trim Var. & 68.7095470383275 \tabularnewline
V(Y[t],d=1,D=2) & 200.858196114709 & Range & 60.8 & Trim Var. & 117.106804878049 \tabularnewline
V(Y[t],d=2,D=2) & 601.051850241546 & Range & 102.7 & Trim Var. & 343.057538461539 \tabularnewline
V(Y[t],d=3,D=2) & 1987.35967676768 & Range & 188.8 & Trim Var. & 1163.47028340081 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28892&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]214.605602503912[/C][C]Range[/C][C]60.1[/C][C]Trim Var.[/C][C]147.680295138889[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]242.151521126761[/C][C]Range[/C][C]81.3[/C][C]Trim Var.[/C][C]103.831879160266[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]577.124803312629[/C][C]Range[/C][C]100.4[/C][C]Trim Var.[/C][C]371.802519830777[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1610.93438618926[/C][C]Range[/C][C]185.5[/C][C]Trim Var.[/C][C]900.475726775956[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]44.7301581920904[/C][C]Range[/C][C]35.4[/C][C]Trim Var.[/C][C]26.391572327044[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]71.7591174751607[/C][C]Range[/C][C]35.3[/C][C]Trim Var.[/C][C]49.0690348330914[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]221.646315789474[/C][C]Range[/C][C]62.1[/C][C]Trim Var.[/C][C]154.677647058824[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]753.263239348371[/C][C]Range[/C][C]118.1[/C][C]Trim Var.[/C][C]520.032996078432[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]121.440704787234[/C][C]Range[/C][C]59.3[/C][C]Trim Var.[/C][C]68.7095470383275[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]200.858196114709[/C][C]Range[/C][C]60.8[/C][C]Trim Var.[/C][C]117.106804878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]601.051850241546[/C][C]Range[/C][C]102.7[/C][C]Trim Var.[/C][C]343.057538461539[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1987.35967676768[/C][C]Range[/C][C]188.8[/C][C]Trim Var.[/C][C]1163.47028340081[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28892&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28892&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)214.605602503912Range60.1Trim Var.147.680295138889
V(Y[t],d=1,D=0)242.151521126761Range81.3Trim Var.103.831879160266
V(Y[t],d=2,D=0)577.124803312629Range100.4Trim Var.371.802519830777
V(Y[t],d=3,D=0)1610.93438618926Range185.5Trim Var.900.475726775956
V(Y[t],d=0,D=1)44.7301581920904Range35.4Trim Var.26.391572327044
V(Y[t],d=1,D=1)71.7591174751607Range35.3Trim Var.49.0690348330914
V(Y[t],d=2,D=1)221.646315789474Range62.1Trim Var.154.677647058824
V(Y[t],d=3,D=1)753.263239348371Range118.1Trim Var.520.032996078432
V(Y[t],d=0,D=2)121.440704787234Range59.3Trim Var.68.7095470383275
V(Y[t],d=1,D=2)200.858196114709Range60.8Trim Var.117.106804878049
V(Y[t],d=2,D=2)601.051850241546Range102.7Trim Var.343.057538461539
V(Y[t],d=3,D=2)1987.35967676768Range188.8Trim Var.1163.47028340081



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')