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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 computationFri, 12 Dec 2008 06:00:23 -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/t1229086876ztnzdyenam7q64y.htm/, Retrieved Fri, 17 May 2024 13:54:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32659, Retrieved Fri, 17 May 2024 13:54:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact208
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [paper var red mat 1] [2007-12-01 10:13:36] [22f18fc6a98517db16300404be421f9a]
-    D  [Variance Reduction Matrix] [Variance Reductio...] [2008-12-12 12:57:02] [29747f79f5beb5b2516e1271770ecb47]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2008-12-12 13:00:23] [c0a347e3519123f7eef62b705326dad9] [Current]
- RMPD        [Spectral Analysis] [Spectrum - Totale...] [2008-12-16 11:33:36] [7506b5e9e41ec66c6657f4234f97306e]
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Dataseries X:
101,5
100,7
110,6
96,8
100,0
104,8
86,8
92,0
100,2
106,6
102,1
93,7
97,6
96,9
105,6
102,8
101,7
104,2
92,7
91,9
106,5
112,3
102,8
96,5
101,0
98,9
105,1
103,0
99,0
104,3
94,6
90,4
108,9
111,4
100,8
102,5
98,2
98,7
113,3
104,6
99,3
111,8
97,3
97,7
115,6
111,9
107,0
107,1
100,6
99,2
108,4
103,0
99,8
115,0
90,8
95,9
114,4
108,2
112,6
109,1
105,0
105,0
118,5
103,7
112,5
116,6
96,6
101,9
116,5
119,3
115,4
108,5
111,5
108,8
121,8
109,6
112,2
119,6
104,1
105,3
115,0
124,1
116,8
107,5
115,6
116,2
116,3
119,0
111,9
118,6
106,9
103,2




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=32659&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=32659&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32659&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)65.5783994266603Range37.3Trim Var.44.7298178259560
V(Y[t],d=1,D=0)79.5213137973138Range42.7Trim Var.44.9702239532619
V(Y[t],d=2,D=0)210.324905118602Range68.7Trim Var.142.768202531645
V(Y[t],d=3,D=0)627.210319203268Range126.5Trim Var.399.435796819214
V(Y[t],d=0,D=1)16.1385300632911Range19.2Trim Var.10.3342077464789
V(Y[t],d=1,D=1)31.3528075300227Range27.8Trim Var.19.9171951710261
V(Y[t],d=2,D=1)100.80336996337Range52.4Trim Var.63.3270579710145
V(Y[t],d=3,D=1)341.218010936432Range96.4Trim Var.202.459258312020
V(Y[t],d=0,D=2)36.6272344161545Range28.1Trim Var.20.3571158192090
V(Y[t],d=1,D=2)55.5096155585708Range32.6Trim Var.33.5909000584454
V(Y[t],d=2,D=2)177.275424242424Range62.8Trim Var.99.976551724138
V(Y[t],d=3,D=2)613.125759615385Range109.8Trim Var.352.92179197995

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 65.5783994266603 & Range & 37.3 & Trim Var. & 44.7298178259560 \tabularnewline
V(Y[t],d=1,D=0) & 79.5213137973138 & Range & 42.7 & Trim Var. & 44.9702239532619 \tabularnewline
V(Y[t],d=2,D=0) & 210.324905118602 & Range & 68.7 & Trim Var. & 142.768202531645 \tabularnewline
V(Y[t],d=3,D=0) & 627.210319203268 & Range & 126.5 & Trim Var. & 399.435796819214 \tabularnewline
V(Y[t],d=0,D=1) & 16.1385300632911 & Range & 19.2 & Trim Var. & 10.3342077464789 \tabularnewline
V(Y[t],d=1,D=1) & 31.3528075300227 & Range & 27.8 & Trim Var. & 19.9171951710261 \tabularnewline
V(Y[t],d=2,D=1) & 100.80336996337 & Range & 52.4 & Trim Var. & 63.3270579710145 \tabularnewline
V(Y[t],d=3,D=1) & 341.218010936432 & Range & 96.4 & Trim Var. & 202.459258312020 \tabularnewline
V(Y[t],d=0,D=2) & 36.6272344161545 & Range & 28.1 & Trim Var. & 20.3571158192090 \tabularnewline
V(Y[t],d=1,D=2) & 55.5096155585708 & Range & 32.6 & Trim Var. & 33.5909000584454 \tabularnewline
V(Y[t],d=2,D=2) & 177.275424242424 & Range & 62.8 & Trim Var. & 99.976551724138 \tabularnewline
V(Y[t],d=3,D=2) & 613.125759615385 & Range & 109.8 & Trim Var. & 352.92179197995 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32659&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]65.5783994266603[/C][C]Range[/C][C]37.3[/C][C]Trim Var.[/C][C]44.7298178259560[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]79.5213137973138[/C][C]Range[/C][C]42.7[/C][C]Trim Var.[/C][C]44.9702239532619[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]210.324905118602[/C][C]Range[/C][C]68.7[/C][C]Trim Var.[/C][C]142.768202531645[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]627.210319203268[/C][C]Range[/C][C]126.5[/C][C]Trim Var.[/C][C]399.435796819214[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]16.1385300632911[/C][C]Range[/C][C]19.2[/C][C]Trim Var.[/C][C]10.3342077464789[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]31.3528075300227[/C][C]Range[/C][C]27.8[/C][C]Trim Var.[/C][C]19.9171951710261[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]100.80336996337[/C][C]Range[/C][C]52.4[/C][C]Trim Var.[/C][C]63.3270579710145[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]341.218010936432[/C][C]Range[/C][C]96.4[/C][C]Trim Var.[/C][C]202.459258312020[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]36.6272344161545[/C][C]Range[/C][C]28.1[/C][C]Trim Var.[/C][C]20.3571158192090[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]55.5096155585708[/C][C]Range[/C][C]32.6[/C][C]Trim Var.[/C][C]33.5909000584454[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]177.275424242424[/C][C]Range[/C][C]62.8[/C][C]Trim Var.[/C][C]99.976551724138[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]613.125759615385[/C][C]Range[/C][C]109.8[/C][C]Trim Var.[/C][C]352.92179197995[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32659&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32659&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)65.5783994266603Range37.3Trim Var.44.7298178259560
V(Y[t],d=1,D=0)79.5213137973138Range42.7Trim Var.44.9702239532619
V(Y[t],d=2,D=0)210.324905118602Range68.7Trim Var.142.768202531645
V(Y[t],d=3,D=0)627.210319203268Range126.5Trim Var.399.435796819214
V(Y[t],d=0,D=1)16.1385300632911Range19.2Trim Var.10.3342077464789
V(Y[t],d=1,D=1)31.3528075300227Range27.8Trim Var.19.9171951710261
V(Y[t],d=2,D=1)100.80336996337Range52.4Trim Var.63.3270579710145
V(Y[t],d=3,D=1)341.218010936432Range96.4Trim Var.202.459258312020
V(Y[t],d=0,D=2)36.6272344161545Range28.1Trim Var.20.3571158192090
V(Y[t],d=1,D=2)55.5096155585708Range32.6Trim Var.33.5909000584454
V(Y[t],d=2,D=2)177.275424242424Range62.8Trim Var.99.976551724138
V(Y[t],d=3,D=2)613.125759615385Range109.8Trim Var.352.92179197995



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')