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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 09 Dec 2008 03:07:08 -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/09/t1228817354sj49vj5o9w3eiox.htm/, Retrieved Fri, 17 May 2024 05:14:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31246, Retrieved Fri, 17 May 2024 05:14:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact166
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMPD  [Standard Deviation-Mean Plot] [W8Q1(2)] [2008-12-08 20:04:32] [74be16979710d4c4e7c6647856088456]
F RM D      [Variance Reduction Matrix] [W8Q2(2)] [2008-12-09 10:07:08] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum
2008-12-15 10:09:46 [Toon Wouters] [reply
Goed opgemerkt van de outliers en hier is het verschil duidelijk te zien bij de getrimde variantie.

Post a new message
Dataseries X:
104.9
110.9
104.8
94.1
95.8
99.3
101.1
104
99
105.4
107.1
110.7
117.1
118.7
126.5
127.5
134.6
131.8
135.9
142.7
141.7
153.4
145
137.7
148.3
152.2
169.4
168.6
161.1
174.1
179
190.6
190
181.6
174.8
180.5
196.8
193.8
197
216.3
221.4
217.9
229.7
227.4
204.2
196.6
198.8
207.5
190.7
201.6
210.5
223.5
223.8
231.2
244
234.7
250.2
265.7
287.6
283.3
295.4
312.3
333.8
347.7
383.2
407.1
413.6
362.7
321.9
239.4




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31246&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31246&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31246&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)6256.91551966874Range319.5Trim Var.3852.85113696457
V(Y[t],d=1,D=0)278.716359761296Range118Trim Var.66.353174863388
V(Y[t],d=2,D=0)229.923729148376Range85.1Trim Var.116.32545480226
V(Y[t],d=3,D=0)569.823378561737Range119.3Trim Var.338.711618936295
V(Y[t],d=0,D=1)1786.01895039322Range202.2Trim Var.917.835505279035
V(Y[t],d=1,D=1)447.054385964912Range136.7Trim Var.138.528117647059
V(Y[t],d=2,D=1)413.49625974026Range88.7Trim Var.250.867138775510
V(Y[t],d=3,D=1)1041.30306397306Range147.9Trim Var.620.248256802721
V(Y[t],d=0,D=2)3523.31341545894Range258Trim Var.1941.63225
V(Y[t],d=1,D=2)1045.03022222222Range183.1Trim Var.312.144493927126
V(Y[t],d=2,D=2)1141.34881606765Range147.9Trim Var.657.689815078236
V(Y[t],d=3,D=2)3059.00492801772Range252.6Trim Var.1761.66123123123

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6256.91551966874 & Range & 319.5 & Trim Var. & 3852.85113696457 \tabularnewline
V(Y[t],d=1,D=0) & 278.716359761296 & Range & 118 & Trim Var. & 66.353174863388 \tabularnewline
V(Y[t],d=2,D=0) & 229.923729148376 & Range & 85.1 & Trim Var. & 116.32545480226 \tabularnewline
V(Y[t],d=3,D=0) & 569.823378561737 & Range & 119.3 & Trim Var. & 338.711618936295 \tabularnewline
V(Y[t],d=0,D=1) & 1786.01895039322 & Range & 202.2 & Trim Var. & 917.835505279035 \tabularnewline
V(Y[t],d=1,D=1) & 447.054385964912 & Range & 136.7 & Trim Var. & 138.528117647059 \tabularnewline
V(Y[t],d=2,D=1) & 413.49625974026 & Range & 88.7 & Trim Var. & 250.867138775510 \tabularnewline
V(Y[t],d=3,D=1) & 1041.30306397306 & Range & 147.9 & Trim Var. & 620.248256802721 \tabularnewline
V(Y[t],d=0,D=2) & 3523.31341545894 & Range & 258 & Trim Var. & 1941.63225 \tabularnewline
V(Y[t],d=1,D=2) & 1045.03022222222 & Range & 183.1 & Trim Var. & 312.144493927126 \tabularnewline
V(Y[t],d=2,D=2) & 1141.34881606765 & Range & 147.9 & Trim Var. & 657.689815078236 \tabularnewline
V(Y[t],d=3,D=2) & 3059.00492801772 & Range & 252.6 & Trim Var. & 1761.66123123123 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31246&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6256.91551966874[/C][C]Range[/C][C]319.5[/C][C]Trim Var.[/C][C]3852.85113696457[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]278.716359761296[/C][C]Range[/C][C]118[/C][C]Trim Var.[/C][C]66.353174863388[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]229.923729148376[/C][C]Range[/C][C]85.1[/C][C]Trim Var.[/C][C]116.32545480226[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]569.823378561737[/C][C]Range[/C][C]119.3[/C][C]Trim Var.[/C][C]338.711618936295[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1786.01895039322[/C][C]Range[/C][C]202.2[/C][C]Trim Var.[/C][C]917.835505279035[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]447.054385964912[/C][C]Range[/C][C]136.7[/C][C]Trim Var.[/C][C]138.528117647059[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]413.49625974026[/C][C]Range[/C][C]88.7[/C][C]Trim Var.[/C][C]250.867138775510[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1041.30306397306[/C][C]Range[/C][C]147.9[/C][C]Trim Var.[/C][C]620.248256802721[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3523.31341545894[/C][C]Range[/C][C]258[/C][C]Trim Var.[/C][C]1941.63225[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1045.03022222222[/C][C]Range[/C][C]183.1[/C][C]Trim Var.[/C][C]312.144493927126[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1141.34881606765[/C][C]Range[/C][C]147.9[/C][C]Trim Var.[/C][C]657.689815078236[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3059.00492801772[/C][C]Range[/C][C]252.6[/C][C]Trim Var.[/C][C]1761.66123123123[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31246&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31246&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)6256.91551966874Range319.5Trim Var.3852.85113696457
V(Y[t],d=1,D=0)278.716359761296Range118Trim Var.66.353174863388
V(Y[t],d=2,D=0)229.923729148376Range85.1Trim Var.116.32545480226
V(Y[t],d=3,D=0)569.823378561737Range119.3Trim Var.338.711618936295
V(Y[t],d=0,D=1)1786.01895039322Range202.2Trim Var.917.835505279035
V(Y[t],d=1,D=1)447.054385964912Range136.7Trim Var.138.528117647059
V(Y[t],d=2,D=1)413.49625974026Range88.7Trim Var.250.867138775510
V(Y[t],d=3,D=1)1041.30306397306Range147.9Trim Var.620.248256802721
V(Y[t],d=0,D=2)3523.31341545894Range258Trim Var.1941.63225
V(Y[t],d=1,D=2)1045.03022222222Range183.1Trim Var.312.144493927126
V(Y[t],d=2,D=2)1141.34881606765Range147.9Trim Var.657.689815078236
V(Y[t],d=3,D=2)3059.00492801772Range252.6Trim Var.1761.66123123123



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')