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Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 12 Dec 2008 04:16:48 -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/12/t1229080690kn8o0htxy3nuc2f.htm/, Retrieved Fri, 17 May 2024 15:17:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32554, Retrieved Fri, 17 May 2024 15:17:59 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [variance reductio...] [2008-12-12 11:16:48] [46b5932fe641d17912b9bed340844588] [Current]
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Dataseries X:
124
118,63
121,86
119,97
125,03
130,09
126,65
121,7
119,24
122,63
116,66
114,12
113,11
112,61
113,4
115,18
121,01
119,44
116,68
117,07
117,41
119,58
120,92
117,09
116,77
119,39
122,49
124,08
118,29
112,94
113,79
114,43
118,7
120,36
118,27
118,34
117,82
117,65
118,18
121,02
124,78
131,16
130,14
131,75
134,73
135,35
140,32
136,35
131,6
128,9
133,89
138,25
146,23
144,76
149,3
156,8
159,08
165,12
163,14
153,43
151,01




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32554&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]2 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=32554&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32554&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Variance Reduction Matrix
V(Y[t],d=0,D=0)183.033439562842Range52.51Trim Var.103.625175253991
V(Y[t],d=1,D=0)14.1565338700565Range17.6900000000000Trim Var.9.62618728162125
V(Y[t],d=2,D=0)21.5296275862069Range18.05Trim Var.15.4775673439768
V(Y[t],d=3,D=0)54.2606265275256Range30.67Trim Var.36.6348135746606
V(Y[t],d=0,D=1)126.184842687075Range40.66Trim Var.94.931980730897
V(Y[t],d=1,D=1)21.4649430851064Range23.35Trim Var.11.7550706736353
V(Y[t],d=2,D=1)42.6345115633672Range27.0100000000000Trim Var.28.8877295121951
V(Y[t],d=3,D=1)115.897345120773Range44.68Trim Var.74.9666512179487
V(Y[t],d=0,D=2)101.032236786787Range38.12Trim Var.69.4190047348484
V(Y[t],d=1,D=2)62.8939434920635Range40.75Trim Var.30.0195224798387
V(Y[t],d=2,D=2)124.024884369748Range48.0000000000001Trim Var.74.6702980645161
V(Y[t],d=3,D=2)331.940851336899Range70.7800000000002Trim Var.221.813279195402

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 183.033439562842 & Range & 52.51 & Trim Var. & 103.625175253991 \tabularnewline
V(Y[t],d=1,D=0) & 14.1565338700565 & Range & 17.6900000000000 & Trim Var. & 9.62618728162125 \tabularnewline
V(Y[t],d=2,D=0) & 21.5296275862069 & Range & 18.05 & Trim Var. & 15.4775673439768 \tabularnewline
V(Y[t],d=3,D=0) & 54.2606265275256 & Range & 30.67 & Trim Var. & 36.6348135746606 \tabularnewline
V(Y[t],d=0,D=1) & 126.184842687075 & Range & 40.66 & Trim Var. & 94.931980730897 \tabularnewline
V(Y[t],d=1,D=1) & 21.4649430851064 & Range & 23.35 & Trim Var. & 11.7550706736353 \tabularnewline
V(Y[t],d=2,D=1) & 42.6345115633672 & Range & 27.0100000000000 & Trim Var. & 28.8877295121951 \tabularnewline
V(Y[t],d=3,D=1) & 115.897345120773 & Range & 44.68 & Trim Var. & 74.9666512179487 \tabularnewline
V(Y[t],d=0,D=2) & 101.032236786787 & Range & 38.12 & Trim Var. & 69.4190047348484 \tabularnewline
V(Y[t],d=1,D=2) & 62.8939434920635 & Range & 40.75 & Trim Var. & 30.0195224798387 \tabularnewline
V(Y[t],d=2,D=2) & 124.024884369748 & Range & 48.0000000000001 & Trim Var. & 74.6702980645161 \tabularnewline
V(Y[t],d=3,D=2) & 331.940851336899 & Range & 70.7800000000002 & Trim Var. & 221.813279195402 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32554&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]183.033439562842[/C][C]Range[/C][C]52.51[/C][C]Trim Var.[/C][C]103.625175253991[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.1565338700565[/C][C]Range[/C][C]17.6900000000000[/C][C]Trim Var.[/C][C]9.62618728162125[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]21.5296275862069[/C][C]Range[/C][C]18.05[/C][C]Trim Var.[/C][C]15.4775673439768[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]54.2606265275256[/C][C]Range[/C][C]30.67[/C][C]Trim Var.[/C][C]36.6348135746606[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]126.184842687075[/C][C]Range[/C][C]40.66[/C][C]Trim Var.[/C][C]94.931980730897[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]21.4649430851064[/C][C]Range[/C][C]23.35[/C][C]Trim Var.[/C][C]11.7550706736353[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]42.6345115633672[/C][C]Range[/C][C]27.0100000000000[/C][C]Trim Var.[/C][C]28.8877295121951[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]115.897345120773[/C][C]Range[/C][C]44.68[/C][C]Trim Var.[/C][C]74.9666512179487[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]101.032236786787[/C][C]Range[/C][C]38.12[/C][C]Trim Var.[/C][C]69.4190047348484[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]62.8939434920635[/C][C]Range[/C][C]40.75[/C][C]Trim Var.[/C][C]30.0195224798387[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]124.024884369748[/C][C]Range[/C][C]48.0000000000001[/C][C]Trim Var.[/C][C]74.6702980645161[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]331.940851336899[/C][C]Range[/C][C]70.7800000000002[/C][C]Trim Var.[/C][C]221.813279195402[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32554&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32554&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)183.033439562842Range52.51Trim Var.103.625175253991
V(Y[t],d=1,D=0)14.1565338700565Range17.6900000000000Trim Var.9.62618728162125
V(Y[t],d=2,D=0)21.5296275862069Range18.05Trim Var.15.4775673439768
V(Y[t],d=3,D=0)54.2606265275256Range30.67Trim Var.36.6348135746606
V(Y[t],d=0,D=1)126.184842687075Range40.66Trim Var.94.931980730897
V(Y[t],d=1,D=1)21.4649430851064Range23.35Trim Var.11.7550706736353
V(Y[t],d=2,D=1)42.6345115633672Range27.0100000000000Trim Var.28.8877295121951
V(Y[t],d=3,D=1)115.897345120773Range44.68Trim Var.74.9666512179487
V(Y[t],d=0,D=2)101.032236786787Range38.12Trim Var.69.4190047348484
V(Y[t],d=1,D=2)62.8939434920635Range40.75Trim Var.30.0195224798387
V(Y[t],d=2,D=2)124.024884369748Range48.0000000000001Trim Var.74.6702980645161
V(Y[t],d=3,D=2)331.940851336899Range70.7800000000002Trim Var.221.813279195402



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')