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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, 01 Dec 2009 14:47:19 -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/2009/Dec/01/t1259704184n8yhfg9thlq5gmu.htm/, Retrieved Thu, 18 Apr 2024 23:25:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62272, Retrieved Thu, 18 Apr 2024 23:25:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact112
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2009-12-01 21:47:19] [c4328af89eba9af53ee195d6fed304d9] [Current]
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Dataseries X:
1111.92
1131.13
1144.94
1113.89
1107.30
1120.68
1140.84
1101.72
1104.24
1114.58
1130.20
1173.78
1211.92
1181.27
1203.60
1180.59
1156.85
1191.50
1191.33
1234.18
1220.33
1228.81
1207.01
1249.48
1248.29
1280.08
1280.66
1302.88
1310.61
1270.05
1270.06
1278.53
1303.80
1335.83
1377.76
1400.63
1418.03
1437.90
1406.80
1420.83
1482.37
1530.63
1504.66
1455.18
1473.96
1527.29
1545.79
1479.63
1467.97
1378.60
1330.45
1326.41
1385.97
1399.62
1276.69
1269.42
1287.83
1164.17
968.67
888.61




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=62272&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=62272&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62272&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)20533.3506416667Range657.18Trim Var.13887.4006100629
V(Y[t],d=1,D=0)2250.36631163062Range257.04Trim Var.1010.13190682148
V(Y[t],d=2,D=0)2823.61377825166Range257.730000000000Trim Var.1641.63817586727
V(Y[t],d=3,D=0)6923.88315Range419.989999999999Trim Var.4245.4290654902
V(Y[t],d=0,D=1)32333.5565772606Range851.6Trim Var.11083.9611405923
V(Y[t],d=1,D=1)3321.32798029602Range302.82Trim Var.1270.11261304878
V(Y[t],d=2,D=1)5245.40648135266Range376.72Trim Var.2831.84916147437
V(Y[t],d=3,D=1)13347.3738245455Range437.75Trim Var.9201.95883967613
V(Y[t],d=0,D=2)56579.2353107143Range927.18Trim Var.34694.6130516129
V(Y[t],d=1,D=2)6650.17063142858Range362.32Trim Var.3786.3706823656
V(Y[t],d=2,D=2)12311.1189134581Range470.11Trim Var.7862.49929298852
V(Y[t],d=3,D=2)30897.0714903409Range640.580000000001Trim Var.22956.9463465518

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 20533.3506416667 & Range & 657.18 & Trim Var. & 13887.4006100629 \tabularnewline
V(Y[t],d=1,D=0) & 2250.36631163062 & Range & 257.04 & Trim Var. & 1010.13190682148 \tabularnewline
V(Y[t],d=2,D=0) & 2823.61377825166 & Range & 257.730000000000 & Trim Var. & 1641.63817586727 \tabularnewline
V(Y[t],d=3,D=0) & 6923.88315 & Range & 419.989999999999 & Trim Var. & 4245.4290654902 \tabularnewline
V(Y[t],d=0,D=1) & 32333.5565772606 & Range & 851.6 & Trim Var. & 11083.9611405923 \tabularnewline
V(Y[t],d=1,D=1) & 3321.32798029602 & Range & 302.82 & Trim Var. & 1270.11261304878 \tabularnewline
V(Y[t],d=2,D=1) & 5245.40648135266 & Range & 376.72 & Trim Var. & 2831.84916147437 \tabularnewline
V(Y[t],d=3,D=1) & 13347.3738245455 & Range & 437.75 & Trim Var. & 9201.95883967613 \tabularnewline
V(Y[t],d=0,D=2) & 56579.2353107143 & Range & 927.18 & Trim Var. & 34694.6130516129 \tabularnewline
V(Y[t],d=1,D=2) & 6650.17063142858 & Range & 362.32 & Trim Var. & 3786.3706823656 \tabularnewline
V(Y[t],d=2,D=2) & 12311.1189134581 & Range & 470.11 & Trim Var. & 7862.49929298852 \tabularnewline
V(Y[t],d=3,D=2) & 30897.0714903409 & Range & 640.580000000001 & Trim Var. & 22956.9463465518 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62272&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]20533.3506416667[/C][C]Range[/C][C]657.18[/C][C]Trim Var.[/C][C]13887.4006100629[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2250.36631163062[/C][C]Range[/C][C]257.04[/C][C]Trim Var.[/C][C]1010.13190682148[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2823.61377825166[/C][C]Range[/C][C]257.730000000000[/C][C]Trim Var.[/C][C]1641.63817586727[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6923.88315[/C][C]Range[/C][C]419.989999999999[/C][C]Trim Var.[/C][C]4245.4290654902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]32333.5565772606[/C][C]Range[/C][C]851.6[/C][C]Trim Var.[/C][C]11083.9611405923[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3321.32798029602[/C][C]Range[/C][C]302.82[/C][C]Trim Var.[/C][C]1270.11261304878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5245.40648135266[/C][C]Range[/C][C]376.72[/C][C]Trim Var.[/C][C]2831.84916147437[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]13347.3738245455[/C][C]Range[/C][C]437.75[/C][C]Trim Var.[/C][C]9201.95883967613[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]56579.2353107143[/C][C]Range[/C][C]927.18[/C][C]Trim Var.[/C][C]34694.6130516129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6650.17063142858[/C][C]Range[/C][C]362.32[/C][C]Trim Var.[/C][C]3786.3706823656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]12311.1189134581[/C][C]Range[/C][C]470.11[/C][C]Trim Var.[/C][C]7862.49929298852[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]30897.0714903409[/C][C]Range[/C][C]640.580000000001[/C][C]Trim Var.[/C][C]22956.9463465518[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62272&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62272&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)20533.3506416667Range657.18Trim Var.13887.4006100629
V(Y[t],d=1,D=0)2250.36631163062Range257.04Trim Var.1010.13190682148
V(Y[t],d=2,D=0)2823.61377825166Range257.730000000000Trim Var.1641.63817586727
V(Y[t],d=3,D=0)6923.88315Range419.989999999999Trim Var.4245.4290654902
V(Y[t],d=0,D=1)32333.5565772606Range851.6Trim Var.11083.9611405923
V(Y[t],d=1,D=1)3321.32798029602Range302.82Trim Var.1270.11261304878
V(Y[t],d=2,D=1)5245.40648135266Range376.72Trim Var.2831.84916147437
V(Y[t],d=3,D=1)13347.3738245455Range437.75Trim Var.9201.95883967613
V(Y[t],d=0,D=2)56579.2353107143Range927.18Trim Var.34694.6130516129
V(Y[t],d=1,D=2)6650.17063142858Range362.32Trim Var.3786.3706823656
V(Y[t],d=2,D=2)12311.1189134581Range470.11Trim Var.7862.49929298852
V(Y[t],d=3,D=2)30897.0714903409Range640.580000000001Trim Var.22956.9463465518



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')