## Free Statistics

of Irreproducible Research!

Author's title
Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 16 Dec 2008 16:32:22 -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/17/t1229470438xqiqknsf1y3jnw8.htm/, Retrieved Thu, 30 May 2024 10:25:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=34251, Retrieved Thu, 30 May 2024 10:25:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact238
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Arabica Price in ...] [2008-01-05 23:14:31] [74be16979710d4c4e7c6647856088456]
- RMPD    [Variance Reduction Matrix] [Paper ARIMA Forec...] [2008-12-16 23:32:22] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
101.2
100.5
98
106.6
90.1
96.9
125.9
112
100
123.9
79.8
83.4
113.6
112.9
104
109.9
99
106.3
128.9
111.1
102.9
130
87
87.5
117.6
103.4
110.8
112.6
102.5
112.4
135.6
105.1
127.7
137
91
90.5
122.4
123.3
124.3
120
118.1
119
142.7
123.6
129.6
151.6
110.4
99.2
130.5
136.2
129.7
128
121.6
135.8
143.8
147.5
136.2
156.6
123.3
100.4

 Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 6 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 & 6 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34251&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]6 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=34251&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34251&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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 6 seconds R Server 'George Udny Yule' @ 72.249.76.132

 Variance Reduction Matrix V(Y[t],d=0,D=0) 312.916734463277 Range 76.8 Trim Var. 213.700017470300 V(Y[t],d=1,D=0) 382.718088836937 Range 77.9 Trim Var. 256.729978229318 V(Y[t],d=2,D=0) 999.917592256503 Range 123.2 Trim Var. 711.484524886878 V(Y[t],d=3,D=0) 2978.35872807018 Range 221.1 Trim Var. 1997.57523137255 V(Y[t],d=0,D=1) 46.5112721631206 Range 34.3 Trim Var. 22.5480429732869 V(Y[t],d=1,D=1) 104.161544865865 Range 48.6 Trim Var. 53.6789512195122 V(Y[t],d=2,D=1) 337.017202898551 Range 92.1 Trim Var. 156.266641025641 V(Y[t],d=3,D=1) 1162.59245454545 Range 159.6 Trim Var. 581.807368421052 V(Y[t],d=0,D=2) 122.339142857143 Range 52.3 Trim Var. 58.8646673387097 V(Y[t],d=1,D=2) 263.024907563025 Range 77.9 Trim Var. 147.601397849462 V(Y[t],d=2,D=2) 846.848921568627 Range 149.4 Trim Var. 441.822022988505 V(Y[t],d=3,D=2) 2884.88609848485 Range 250 Trim Var. 1622.67399014778

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 312.916734463277 & Range & 76.8 & Trim Var. & 213.700017470300 \tabularnewline
V(Y[t],d=1,D=0) & 382.718088836937 & Range & 77.9 & Trim Var. & 256.729978229318 \tabularnewline
V(Y[t],d=2,D=0) & 999.917592256503 & Range & 123.2 & Trim Var. & 711.484524886878 \tabularnewline
V(Y[t],d=3,D=0) & 2978.35872807018 & Range & 221.1 & Trim Var. & 1997.57523137255 \tabularnewline
V(Y[t],d=0,D=1) & 46.5112721631206 & Range & 34.3 & Trim Var. & 22.5480429732869 \tabularnewline
V(Y[t],d=1,D=1) & 104.161544865865 & Range & 48.6 & Trim Var. & 53.6789512195122 \tabularnewline
V(Y[t],d=2,D=1) & 337.017202898551 & Range & 92.1 & Trim Var. & 156.266641025641 \tabularnewline
V(Y[t],d=3,D=1) & 1162.59245454545 & Range & 159.6 & Trim Var. & 581.807368421052 \tabularnewline
V(Y[t],d=0,D=2) & 122.339142857143 & Range & 52.3 & Trim Var. & 58.8646673387097 \tabularnewline
V(Y[t],d=1,D=2) & 263.024907563025 & Range & 77.9 & Trim Var. & 147.601397849462 \tabularnewline
V(Y[t],d=2,D=2) & 846.848921568627 & Range & 149.4 & Trim Var. & 441.822022988505 \tabularnewline
V(Y[t],d=3,D=2) & 2884.88609848485 & Range & 250 & Trim Var. & 1622.67399014778 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=34251&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]312.916734463277[/C][C]Range[/C][C]76.8[/C][C]Trim Var.[/C][C]213.700017470300[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]382.718088836937[/C][C]Range[/C][C]77.9[/C][C]Trim Var.[/C][C]256.729978229318[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]999.917592256503[/C][C]Range[/C][C]123.2[/C][C]Trim Var.[/C][C]711.484524886878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2978.35872807018[/C][C]Range[/C][C]221.1[/C][C]Trim Var.[/C][C]1997.57523137255[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]46.5112721631206[/C][C]Range[/C][C]34.3[/C][C]Trim Var.[/C][C]22.5480429732869[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]104.161544865865[/C][C]Range[/C][C]48.6[/C][C]Trim Var.[/C][C]53.6789512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]337.017202898551[/C][C]Range[/C][C]92.1[/C][C]Trim Var.[/C][C]156.266641025641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1162.59245454545[/C][C]Range[/C][C]159.6[/C][C]Trim Var.[/C][C]581.807368421052[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]122.339142857143[/C][C]Range[/C][C]52.3[/C][C]Trim Var.[/C][C]58.8646673387097[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]263.024907563025[/C][C]Range[/C][C]77.9[/C][C]Trim Var.[/C][C]147.601397849462[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]846.848921568627[/C][C]Range[/C][C]149.4[/C][C]Trim Var.[/C][C]441.822022988505[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2884.88609848485[/C][C]Range[/C][C]250[/C][C]Trim Var.[/C][C]1622.67399014778[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=34251&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=34251&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) 312.916734463277 Range 76.8 Trim Var. 213.700017470300 V(Y[t],d=1,D=0) 382.718088836937 Range 77.9 Trim Var. 256.729978229318 V(Y[t],d=2,D=0) 999.917592256503 Range 123.2 Trim Var. 711.484524886878 V(Y[t],d=3,D=0) 2978.35872807018 Range 221.1 Trim Var. 1997.57523137255 V(Y[t],d=0,D=1) 46.5112721631206 Range 34.3 Trim Var. 22.5480429732869 V(Y[t],d=1,D=1) 104.161544865865 Range 48.6 Trim Var. 53.6789512195122 V(Y[t],d=2,D=1) 337.017202898551 Range 92.1 Trim Var. 156.266641025641 V(Y[t],d=3,D=1) 1162.59245454545 Range 159.6 Trim Var. 581.807368421052 V(Y[t],d=0,D=2) 122.339142857143 Range 52.3 Trim Var. 58.8646673387097 V(Y[t],d=1,D=2) 263.024907563025 Range 77.9 Trim Var. 147.601397849462 V(Y[t],d=2,D=2) 846.848921568627 Range 149.4 Trim Var. 441.822022988505 V(Y[t],d=3,D=2) 2884.88609848485 Range 250 Trim Var. 1622.67399014778

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 <- xif (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')