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 computationThu, 03 Dec 2009 03:20:54 -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/03/t1259835829yg1sekma9b4gpkx.htm/, Retrieved Fri, 29 Mar 2024 08:18:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62666, Retrieved Fri, 29 Mar 2024 08:18:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact193
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D    [Variance Reduction Matrix] [] [2009-12-03 09:53:47] [4b0ddbda2a8eb8bbc60159112cb39d44]
-    D        [Variance Reduction Matrix] [] [2009-12-03 10:20:54] [aa8eb70c35ea8a87edcd21d6427e653e] [Current]
Feedback Forum

Post a new message
Dataseries X:
2849,27
2921,44
2981,85
3080,58
3106,22
3119,31
3061,26
3097,31
3161,69
3257,16
3277,01
3295,32
3363,99
3494,17
3667,03
3813,06
3917,96
3895,51
3801,06
3570,12
3701,61
3862,27
3970,1
4138,52
4199,75
4290,89
4443,91
4502,64
4356,98
4591,27
4696,96
4621,4
4562,84
4202,52
4296,49
4435,23
4105,18
4116,68
3844,49
3720,98
3674,4
3857,62
3801,06
3504,37
3032,6
3047,03
2962,34
2197,82
2014,45
1862,83
1905,41
1810,99
1670,07
1864,44
2052,02
2029,6
2070,83
2293,41
2443,27
2513,17




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=62666&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=62666&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62666&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)727318.047311412Range3026.89Trim Var.575309.426203634
V(Y[t],d=1,D=0)33417.4438538282Range998.81Trim Var.16423.4767327286
V(Y[t],d=2,D=0)47940.8516360859Range1260.98Trim Var.23118.1862872927
V(Y[t],d=3,D=0)132190.686583897Range1886.22Trim Var.69795.3392771766
V(Y[t],d=0,D=1)1162823.89825740Range3305.13Trim Var.951388.482023984
V(Y[t],d=1,D=1)78639.9157158187Range1737.68Trim Var.31254.7361795122
V(Y[t],d=2,D=1)113266.276110966Range1774.54Trim Var.52946.509936859
V(Y[t],d=3,D=1)316382.924524545Range3134.28Trim Var.128420.704904453
V(Y[t],d=0,D=2)1168929.60470635Range5086.88Trim Var.701738.051965222
V(Y[t],d=1,D=2)254555.890558487Range2611.26Trim Var.125966.880311398
V(Y[t],d=2,D=2)371578.772565508Range2504.35Trim Var.215283.714177471
V(Y[t],d=3,D=2)955659.546591666Range4299.74Trim Var.512560.106613794

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 727318.047311412 & Range & 3026.89 & Trim Var. & 575309.426203634 \tabularnewline
V(Y[t],d=1,D=0) & 33417.4438538282 & Range & 998.81 & Trim Var. & 16423.4767327286 \tabularnewline
V(Y[t],d=2,D=0) & 47940.8516360859 & Range & 1260.98 & Trim Var. & 23118.1862872927 \tabularnewline
V(Y[t],d=3,D=0) & 132190.686583897 & Range & 1886.22 & Trim Var. & 69795.3392771766 \tabularnewline
V(Y[t],d=0,D=1) & 1162823.89825740 & Range & 3305.13 & Trim Var. & 951388.482023984 \tabularnewline
V(Y[t],d=1,D=1) & 78639.9157158187 & Range & 1737.68 & Trim Var. & 31254.7361795122 \tabularnewline
V(Y[t],d=2,D=1) & 113266.276110966 & Range & 1774.54 & Trim Var. & 52946.509936859 \tabularnewline
V(Y[t],d=3,D=1) & 316382.924524545 & Range & 3134.28 & Trim Var. & 128420.704904453 \tabularnewline
V(Y[t],d=0,D=2) & 1168929.60470635 & Range & 5086.88 & Trim Var. & 701738.051965222 \tabularnewline
V(Y[t],d=1,D=2) & 254555.890558487 & Range & 2611.26 & Trim Var. & 125966.880311398 \tabularnewline
V(Y[t],d=2,D=2) & 371578.772565508 & Range & 2504.35 & Trim Var. & 215283.714177471 \tabularnewline
V(Y[t],d=3,D=2) & 955659.546591666 & Range & 4299.74 & Trim Var. & 512560.106613794 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62666&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]727318.047311412[/C][C]Range[/C][C]3026.89[/C][C]Trim Var.[/C][C]575309.426203634[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]33417.4438538282[/C][C]Range[/C][C]998.81[/C][C]Trim Var.[/C][C]16423.4767327286[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]47940.8516360859[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]23118.1862872927[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]132190.686583897[/C][C]Range[/C][C]1886.22[/C][C]Trim Var.[/C][C]69795.3392771766[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1162823.89825740[/C][C]Range[/C][C]3305.13[/C][C]Trim Var.[/C][C]951388.482023984[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]78639.9157158187[/C][C]Range[/C][C]1737.68[/C][C]Trim Var.[/C][C]31254.7361795122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]113266.276110966[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]52946.509936859[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]316382.924524545[/C][C]Range[/C][C]3134.28[/C][C]Trim Var.[/C][C]128420.704904453[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1168929.60470635[/C][C]Range[/C][C]5086.88[/C][C]Trim Var.[/C][C]701738.051965222[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]254555.890558487[/C][C]Range[/C][C]2611.26[/C][C]Trim Var.[/C][C]125966.880311398[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]371578.772565508[/C][C]Range[/C][C]2504.35[/C][C]Trim Var.[/C][C]215283.714177471[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]955659.546591666[/C][C]Range[/C][C]4299.74[/C][C]Trim Var.[/C][C]512560.106613794[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62666&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62666&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)727318.047311412Range3026.89Trim Var.575309.426203634
V(Y[t],d=1,D=0)33417.4438538282Range998.81Trim Var.16423.4767327286
V(Y[t],d=2,D=0)47940.8516360859Range1260.98Trim Var.23118.1862872927
V(Y[t],d=3,D=0)132190.686583897Range1886.22Trim Var.69795.3392771766
V(Y[t],d=0,D=1)1162823.89825740Range3305.13Trim Var.951388.482023984
V(Y[t],d=1,D=1)78639.9157158187Range1737.68Trim Var.31254.7361795122
V(Y[t],d=2,D=1)113266.276110966Range1774.54Trim Var.52946.509936859
V(Y[t],d=3,D=1)316382.924524545Range3134.28Trim Var.128420.704904453
V(Y[t],d=0,D=2)1168929.60470635Range5086.88Trim Var.701738.051965222
V(Y[t],d=1,D=2)254555.890558487Range2611.26Trim Var.125966.880311398
V(Y[t],d=2,D=2)371578.772565508Range2504.35Trim Var.215283.714177471
V(Y[t],d=3,D=2)955659.546591666Range4299.74Trim Var.512560.106613794



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')