Free Statistics

of Irreproducible Research!

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 computationTue, 16 Dec 2008 03:27:06 -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/16/t122942327595w324rppchvubp.htm/, Retrieved Wed, 15 May 2024 04:30:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33898, Retrieved Wed, 15 May 2024 04:30:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact175
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [VRM suiker] [2008-12-16 10:27:06] [3fc0b50a130253095e963177b0139835] [Current]
Feedback Forum

Post a new message
Dataseries X:
101.02
100.67
100.47
100.38
100.33
100.34
100.37
100.39
100.21
100.21
100.22
100.28
100.25
100.25
100.21
100.16
100.18
100.1
99.96
99.88
99.88
99.86
99.84
99.8
99.82
99.81
99.92
100.03
99.99
100.02
100.01
100.13
100.33
100.13
99.96
100.05
99.83
99.8
100.01
100.1
100.13
100.16
100.41
101.34
101.65
101.85
102.07
102.12
102.14
102.21
102.28
102.19
102.33
102.54
102.44
102.78
102.9
103.08
102.77
102.65
102.71
103.29
102.86
103.45
103.72
103.65
103.83
104.45
105.14
105.07
105.31
105.19
105.3
105.02
105.17
105.28
105.45
105.38
105.8
105.96
105.08
105.11
105.61
105.5




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=33898&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=33898&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33898&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)4.27624662937464Range6.16Trim Var.3.57431375416513
V(Y[t],d=1,D=0)0.0618193652659423Range1.81000000000000Trim Var.0.0207473363774736
V(Y[t],d=2,D=0)0.113729599518219Range2.06000000000000Trim Var.0.0412612676056348
V(Y[t],d=3,D=0)0.323923364197538Range3.56000000000007Trim Var.0.113031388329983
V(Y[t],d=0,D=1)1.03594223395931Range3.36Trim Var.0.863515252976191
V(Y[t],d=1,D=1)0.123065311871229Range2.38000000000001Trim Var.0.0476587301587312
V(Y[t],d=2,D=1)0.247642732919261Range2.77999999999999Trim Var.0.0977252247488129
V(Y[t],d=3,D=1)0.75976687979542Range5.28000000000003Trim Var.0.287124316939901
V(Y[t],d=0,D=2)1.55897115819209Range4.72Trim Var.1.1301784765898
V(Y[t],d=1,D=2)0.336430216247813Range3.22000000000001Trim Var.0.155956095791004
V(Y[t],d=2,D=2)0.673770871143395Range4.73000000000003Trim Var.0.305732880844656
V(Y[t],d=3,D=2)2.14238314536348Range8.58000000000007Trim Var.0.867726352941212

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4.27624662937464 & Range & 6.16 & Trim Var. & 3.57431375416513 \tabularnewline
V(Y[t],d=1,D=0) & 0.0618193652659423 & Range & 1.81000000000000 & Trim Var. & 0.0207473363774736 \tabularnewline
V(Y[t],d=2,D=0) & 0.113729599518219 & Range & 2.06000000000000 & Trim Var. & 0.0412612676056348 \tabularnewline
V(Y[t],d=3,D=0) & 0.323923364197538 & Range & 3.56000000000007 & Trim Var. & 0.113031388329983 \tabularnewline
V(Y[t],d=0,D=1) & 1.03594223395931 & Range & 3.36 & Trim Var. & 0.863515252976191 \tabularnewline
V(Y[t],d=1,D=1) & 0.123065311871229 & Range & 2.38000000000001 & Trim Var. & 0.0476587301587312 \tabularnewline
V(Y[t],d=2,D=1) & 0.247642732919261 & Range & 2.77999999999999 & Trim Var. & 0.0977252247488129 \tabularnewline
V(Y[t],d=3,D=1) & 0.75976687979542 & Range & 5.28000000000003 & Trim Var. & 0.287124316939901 \tabularnewline
V(Y[t],d=0,D=2) & 1.55897115819209 & Range & 4.72 & Trim Var. & 1.1301784765898 \tabularnewline
V(Y[t],d=1,D=2) & 0.336430216247813 & Range & 3.22000000000001 & Trim Var. & 0.155956095791004 \tabularnewline
V(Y[t],d=2,D=2) & 0.673770871143395 & Range & 4.73000000000003 & Trim Var. & 0.305732880844656 \tabularnewline
V(Y[t],d=3,D=2) & 2.14238314536348 & Range & 8.58000000000007 & Trim Var. & 0.867726352941212 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33898&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4.27624662937464[/C][C]Range[/C][C]6.16[/C][C]Trim Var.[/C][C]3.57431375416513[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0618193652659423[/C][C]Range[/C][C]1.81000000000000[/C][C]Trim Var.[/C][C]0.0207473363774736[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.113729599518219[/C][C]Range[/C][C]2.06000000000000[/C][C]Trim Var.[/C][C]0.0412612676056348[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.323923364197538[/C][C]Range[/C][C]3.56000000000007[/C][C]Trim Var.[/C][C]0.113031388329983[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.03594223395931[/C][C]Range[/C][C]3.36[/C][C]Trim Var.[/C][C]0.863515252976191[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.123065311871229[/C][C]Range[/C][C]2.38000000000001[/C][C]Trim Var.[/C][C]0.0476587301587312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.247642732919261[/C][C]Range[/C][C]2.77999999999999[/C][C]Trim Var.[/C][C]0.0977252247488129[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.75976687979542[/C][C]Range[/C][C]5.28000000000003[/C][C]Trim Var.[/C][C]0.287124316939901[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.55897115819209[/C][C]Range[/C][C]4.72[/C][C]Trim Var.[/C][C]1.1301784765898[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.336430216247813[/C][C]Range[/C][C]3.22000000000001[/C][C]Trim Var.[/C][C]0.155956095791004[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.673770871143395[/C][C]Range[/C][C]4.73000000000003[/C][C]Trim Var.[/C][C]0.305732880844656[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.14238314536348[/C][C]Range[/C][C]8.58000000000007[/C][C]Trim Var.[/C][C]0.867726352941212[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33898&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33898&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)4.27624662937464Range6.16Trim Var.3.57431375416513
V(Y[t],d=1,D=0)0.0618193652659423Range1.81000000000000Trim Var.0.0207473363774736
V(Y[t],d=2,D=0)0.113729599518219Range2.06000000000000Trim Var.0.0412612676056348
V(Y[t],d=3,D=0)0.323923364197538Range3.56000000000007Trim Var.0.113031388329983
V(Y[t],d=0,D=1)1.03594223395931Range3.36Trim Var.0.863515252976191
V(Y[t],d=1,D=1)0.123065311871229Range2.38000000000001Trim Var.0.0476587301587312
V(Y[t],d=2,D=1)0.247642732919261Range2.77999999999999Trim Var.0.0977252247488129
V(Y[t],d=3,D=1)0.75976687979542Range5.28000000000003Trim Var.0.287124316939901
V(Y[t],d=0,D=2)1.55897115819209Range4.72Trim Var.1.1301784765898
V(Y[t],d=1,D=2)0.336430216247813Range3.22000000000001Trim Var.0.155956095791004
V(Y[t],d=2,D=2)0.673770871143395Range4.73000000000003Trim Var.0.305732880844656
V(Y[t],d=3,D=2)2.14238314536348Range8.58000000000007Trim Var.0.867726352941212



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')