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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 computationTue, 16 Dec 2008 10:51:31 -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/t12294499520watri8ysb9jgut.htm/, Retrieved Wed, 15 May 2024 08:01:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34059, Retrieved Wed, 15 May 2024 08:01:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact157
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Variance Reductio...] [2008-12-11 17:36:41] [888addc516c3b812dd7be4bd54caa358]
-    D    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-16 17:51:31] [4f54996111e63ee83b19b6a8540c6bad] [Current]
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Dataseries X:
5.7
5.7
5.6
5.8
5.6
5.6
5.6
5.5
5.4
5.4
5.5
5.4
5.4
5.2
5.4
5.2
5.1
5.1
5.0
5.0
4.9
5.1
5.0
5.0
4.8
4.7
4.7
4.7
4.7
4.7
4.6
4.7
4.7
4.5
4.4
4.5
4.4
4.6
4.5
4.4
4.5
4.5
4.6
4.7
4.7
4.7
4.8
4.7
5.0
4.9
4.8
5.1
5.0
5.5
5.5
5.7
6.1
6.1
6.5
6.7




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=34059&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=34059&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34059&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)0.277793785310734Range2.3Trim Var.0.158272859216255
V(Y[t],d=1,D=0)0.0245353594389246Range0.7Trim Var.0.0132078431372549
V(Y[t],d=2,D=0)0.0564791288566243Range1.1Trim Var.0.0361647058823528
V(Y[t],d=3,D=0)0.197675438596491Range2.1Trim Var.0.128996078431372
V(Y[t],d=0,D=1)0.447867907801418Range2.7Trim Var.0.209679943100996
V(Y[t],d=1,D=1)0.0429879740980573Range0.9Trim Var.0.0225064102564102
V(Y[t],d=2,D=1)0.120990338164251Range1.4Trim Var.0.0768653846153844
V(Y[t],d=3,D=1)0.417828282828282Range2.60000000000000Trim Var.0.248394062078272
V(Y[t],d=0,D=2)0.282920634920635Range2.3Trim Var.0.185
V(Y[t],d=1,D=2)0.0995294117647057Range1.2Trim Var.0.0642580645161289
V(Y[t],d=2,D=2)0.284812834224598Range2Trim Var.0.210344827586206
V(Y[t],d=3,D=2)0.928636363636361Range3.60000000000000Trim Var.0.646625615763544

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.277793785310734 & Range & 2.3 & Trim Var. & 0.158272859216255 \tabularnewline
V(Y[t],d=1,D=0) & 0.0245353594389246 & Range & 0.7 & Trim Var. & 0.0132078431372549 \tabularnewline
V(Y[t],d=2,D=0) & 0.0564791288566243 & Range & 1.1 & Trim Var. & 0.0361647058823528 \tabularnewline
V(Y[t],d=3,D=0) & 0.197675438596491 & Range & 2.1 & Trim Var. & 0.128996078431372 \tabularnewline
V(Y[t],d=0,D=1) & 0.447867907801418 & Range & 2.7 & Trim Var. & 0.209679943100996 \tabularnewline
V(Y[t],d=1,D=1) & 0.0429879740980573 & Range & 0.9 & Trim Var. & 0.0225064102564102 \tabularnewline
V(Y[t],d=2,D=1) & 0.120990338164251 & Range & 1.4 & Trim Var. & 0.0768653846153844 \tabularnewline
V(Y[t],d=3,D=1) & 0.417828282828282 & Range & 2.60000000000000 & Trim Var. & 0.248394062078272 \tabularnewline
V(Y[t],d=0,D=2) & 0.282920634920635 & Range & 2.3 & Trim Var. & 0.185 \tabularnewline
V(Y[t],d=1,D=2) & 0.0995294117647057 & Range & 1.2 & Trim Var. & 0.0642580645161289 \tabularnewline
V(Y[t],d=2,D=2) & 0.284812834224598 & Range & 2 & Trim Var. & 0.210344827586206 \tabularnewline
V(Y[t],d=3,D=2) & 0.928636363636361 & Range & 3.60000000000000 & Trim Var. & 0.646625615763544 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34059&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.277793785310734[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.158272859216255[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0245353594389246[/C][C]Range[/C][C]0.7[/C][C]Trim Var.[/C][C]0.0132078431372549[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0564791288566243[/C][C]Range[/C][C]1.1[/C][C]Trim Var.[/C][C]0.0361647058823528[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.197675438596491[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.128996078431372[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.447867907801418[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.209679943100996[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0429879740980573[/C][C]Range[/C][C]0.9[/C][C]Trim Var.[/C][C]0.0225064102564102[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.120990338164251[/C][C]Range[/C][C]1.4[/C][C]Trim Var.[/C][C]0.0768653846153844[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.417828282828282[/C][C]Range[/C][C]2.60000000000000[/C][C]Trim Var.[/C][C]0.248394062078272[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.282920634920635[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.185[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0995294117647057[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0642580645161289[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.284812834224598[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.210344827586206[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.928636363636361[/C][C]Range[/C][C]3.60000000000000[/C][C]Trim Var.[/C][C]0.646625615763544[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34059&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34059&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)0.277793785310734Range2.3Trim Var.0.158272859216255
V(Y[t],d=1,D=0)0.0245353594389246Range0.7Trim Var.0.0132078431372549
V(Y[t],d=2,D=0)0.0564791288566243Range1.1Trim Var.0.0361647058823528
V(Y[t],d=3,D=0)0.197675438596491Range2.1Trim Var.0.128996078431372
V(Y[t],d=0,D=1)0.447867907801418Range2.7Trim Var.0.209679943100996
V(Y[t],d=1,D=1)0.0429879740980573Range0.9Trim Var.0.0225064102564102
V(Y[t],d=2,D=1)0.120990338164251Range1.4Trim Var.0.0768653846153844
V(Y[t],d=3,D=1)0.417828282828282Range2.60000000000000Trim Var.0.248394062078272
V(Y[t],d=0,D=2)0.282920634920635Range2.3Trim Var.0.185
V(Y[t],d=1,D=2)0.0995294117647057Range1.2Trim Var.0.0642580645161289
V(Y[t],d=2,D=2)0.284812834224598Range2Trim Var.0.210344827586206
V(Y[t],d=3,D=2)0.928636363636361Range3.60000000000000Trim Var.0.646625615763544



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')