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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 computationSun, 14 Dec 2008 12:55:58 -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/14/t1229284596hgcfy3opou5g3d2.htm/, Retrieved Thu, 16 May 2024 02:41:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33550, Retrieved Thu, 16 May 2024 02:41:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Mean Plot] [Mean plot vervaar...] [2007-11-09 12:25:12] [74be16979710d4c4e7c6647856088456]
- R  D  [Mean Plot] [Mean plot Vlaams ...] [2008-12-13 21:24:44] [005293453b571dbccb80b45226e44173]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 16:50:50] [005293453b571dbccb80b45226e44173]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2008-12-14 17:00:55] [005293453b571dbccb80b45226e44173]
-   PD        [Variance Reduction Matrix] [variance reductio...] [2008-12-14 19:54:08] [005293453b571dbccb80b45226e44173]
-    D            [Variance Reduction Matrix] [variance reductio...] [2008-12-14 19:55:58] [b0654df83a8a0e1de3ceb7bf60f0d58f] [Current]
-    D              [Variance Reduction Matrix] [variance reductio...] [2008-12-14 20:04:12] [005293453b571dbccb80b45226e44173]
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Dataseries X:
88827
85874
85211
87130
88620
89563
89056
88542
89504
89428
86040
96240
94423
93028
92285
91685
94260
93858
92437
92980
92099
92803
88551
98334
98329
96455
97109
97687
98512
98673
96028
98014
95580
97838
97760
99913
97588
93942
93656
93365
92881
93120
91063
90930
91946
94624
95484
95862
95530
94574
94677
93845
91533
91214
90922
89563
89945
91850
92505
92437




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=33550&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=33550&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33550&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)12533274.9310734Range14702Trim Var.8831919.14220825
V(Y[t],d=1,D=0)5869274.91291642Range14452Trim Var.1725597.02394775
V(Y[t],d=2,D=0)15149738.8617665Range26052Trim Var.3826208.34200603
V(Y[t],d=3,D=0)48731366.7299499Range44596Trim Var.12440971.3137255
V(Y[t],d=0,D=1)16557492.7801418Range16293Trim Var.11801725.0342625
V(Y[t],d=1,D=1)3590862.62627197Range11804Trim Var.1481394.90487805
V(Y[t],d=2,D=1)8410472.16231884Range17373Trim Var.3785250.87115385
V(Y[t],d=3,D=1)26467222.5888889Range31538Trim Var.11651616.1228070
V(Y[t],d=0,D=2)29430204.3142857Range18816Trim Var.22628055.4475806
V(Y[t],d=1,D=2)8533639.02857143Range13068Trim Var.5376218.74623656
V(Y[t],d=2,D=2)17290833.8787879Range21342Trim Var.7637873.0816092
V(Y[t],d=3,D=2)52431423.5018939Range31847Trim Var.27126796.4334975

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 12533274.9310734 & Range & 14702 & Trim Var. & 8831919.14220825 \tabularnewline
V(Y[t],d=1,D=0) & 5869274.91291642 & Range & 14452 & Trim Var. & 1725597.02394775 \tabularnewline
V(Y[t],d=2,D=0) & 15149738.8617665 & Range & 26052 & Trim Var. & 3826208.34200603 \tabularnewline
V(Y[t],d=3,D=0) & 48731366.7299499 & Range & 44596 & Trim Var. & 12440971.3137255 \tabularnewline
V(Y[t],d=0,D=1) & 16557492.7801418 & Range & 16293 & Trim Var. & 11801725.0342625 \tabularnewline
V(Y[t],d=1,D=1) & 3590862.62627197 & Range & 11804 & Trim Var. & 1481394.90487805 \tabularnewline
V(Y[t],d=2,D=1) & 8410472.16231884 & Range & 17373 & Trim Var. & 3785250.87115385 \tabularnewline
V(Y[t],d=3,D=1) & 26467222.5888889 & Range & 31538 & Trim Var. & 11651616.1228070 \tabularnewline
V(Y[t],d=0,D=2) & 29430204.3142857 & Range & 18816 & Trim Var. & 22628055.4475806 \tabularnewline
V(Y[t],d=1,D=2) & 8533639.02857143 & Range & 13068 & Trim Var. & 5376218.74623656 \tabularnewline
V(Y[t],d=2,D=2) & 17290833.8787879 & Range & 21342 & Trim Var. & 7637873.0816092 \tabularnewline
V(Y[t],d=3,D=2) & 52431423.5018939 & Range & 31847 & Trim Var. & 27126796.4334975 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33550&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]12533274.9310734[/C][C]Range[/C][C]14702[/C][C]Trim Var.[/C][C]8831919.14220825[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5869274.91291642[/C][C]Range[/C][C]14452[/C][C]Trim Var.[/C][C]1725597.02394775[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]15149738.8617665[/C][C]Range[/C][C]26052[/C][C]Trim Var.[/C][C]3826208.34200603[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]48731366.7299499[/C][C]Range[/C][C]44596[/C][C]Trim Var.[/C][C]12440971.3137255[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]16557492.7801418[/C][C]Range[/C][C]16293[/C][C]Trim Var.[/C][C]11801725.0342625[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3590862.62627197[/C][C]Range[/C][C]11804[/C][C]Trim Var.[/C][C]1481394.90487805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]8410472.16231884[/C][C]Range[/C][C]17373[/C][C]Trim Var.[/C][C]3785250.87115385[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]26467222.5888889[/C][C]Range[/C][C]31538[/C][C]Trim Var.[/C][C]11651616.1228070[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]29430204.3142857[/C][C]Range[/C][C]18816[/C][C]Trim Var.[/C][C]22628055.4475806[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]8533639.02857143[/C][C]Range[/C][C]13068[/C][C]Trim Var.[/C][C]5376218.74623656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]17290833.8787879[/C][C]Range[/C][C]21342[/C][C]Trim Var.[/C][C]7637873.0816092[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]52431423.5018939[/C][C]Range[/C][C]31847[/C][C]Trim Var.[/C][C]27126796.4334975[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33550&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33550&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)12533274.9310734Range14702Trim Var.8831919.14220825
V(Y[t],d=1,D=0)5869274.91291642Range14452Trim Var.1725597.02394775
V(Y[t],d=2,D=0)15149738.8617665Range26052Trim Var.3826208.34200603
V(Y[t],d=3,D=0)48731366.7299499Range44596Trim Var.12440971.3137255
V(Y[t],d=0,D=1)16557492.7801418Range16293Trim Var.11801725.0342625
V(Y[t],d=1,D=1)3590862.62627197Range11804Trim Var.1481394.90487805
V(Y[t],d=2,D=1)8410472.16231884Range17373Trim Var.3785250.87115385
V(Y[t],d=3,D=1)26467222.5888889Range31538Trim Var.11651616.1228070
V(Y[t],d=0,D=2)29430204.3142857Range18816Trim Var.22628055.4475806
V(Y[t],d=1,D=2)8533639.02857143Range13068Trim Var.5376218.74623656
V(Y[t],d=2,D=2)17290833.8787879Range21342Trim Var.7637873.0816092
V(Y[t],d=3,D=2)52431423.5018939Range31847Trim Var.27126796.4334975



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')