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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 08:33:15 -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/t1259854452sac796dhtv87a9j.htm/, Retrieved Fri, 29 Mar 2024 06:59:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62844, Retrieved Fri, 29 Mar 2024 06:59:45 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact203
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] [SHW WS9] [2009-12-03 15:33:15] [b7e46d23597387652ca7420fdeb9acca] [Current]
-    D        [Variance Reduction Matrix] [variance reductio...] [2009-12-04 14:50:25] [ba905ddf7cdf9ecb063c35348c4dab2e]
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Dataseries X:
1.59
1.26
1.13
1.92
2.61
2.26
2.41
2.26
2.03
2.86
2.55
2.27
2.26
2.57
3.07
2.76
2.51
2.87
3.14
3.11
3.16
2.47
2.57
2.89
2.63
2.38
1.69
1.96
2.19
1.87
1.6
1.63
1.22
1.21
1.49
1.64
1.66
1.77
1.82
1.78
1.28
1.29
1.37
1.12
1.51
2.24
2.94
3.09
3.46
3.64
4.39
4.15
5.21
5.8
5.91
5.39
5.46
4.72
3.14
2.63




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62844&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]0 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=62844&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62844&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)1.44771353107345Range4.79Trim Var.0.929283018867925
V(Y[t],d=1,D=0)0.209545996493279Range2.64Trim Var.0.110933182503771
V(Y[t],d=2,D=0)0.313190199637024Range2.44Trim Var.0.206448567119155
V(Y[t],d=3,D=0)0.850646804511278Range4.49Trim Var.0.519413176470588
V(Y[t],d=0,D=1)2.83212442375887Range6.48Trim Var.1.77855708478513
V(Y[t],d=1,D=1)0.535468085106383Range3.84Trim Var.0.283535487804878
V(Y[t],d=2,D=1)0.80379690821256Range3.73Trim Var.0.47606608974359
V(Y[t],d=3,D=1)2.11208313131313Range6.47Trim Var.1.30865519568151
V(Y[t],d=0,D=2)5.77364444444444Range8.41Trim Var.4.36141572580645
V(Y[t],d=1,D=2)1.41210705882353Range4.99Trim Var.0.859393978494624
V(Y[t],d=2,D=2)2.26163707664884Range6.32Trim Var.1.30683
V(Y[t],d=3,D=2)5.86991837121212Range9.49Trim Var.3.95093990147783

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.44771353107345 & Range & 4.79 & Trim Var. & 0.929283018867925 \tabularnewline
V(Y[t],d=1,D=0) & 0.209545996493279 & Range & 2.64 & Trim Var. & 0.110933182503771 \tabularnewline
V(Y[t],d=2,D=0) & 0.313190199637024 & Range & 2.44 & Trim Var. & 0.206448567119155 \tabularnewline
V(Y[t],d=3,D=0) & 0.850646804511278 & Range & 4.49 & Trim Var. & 0.519413176470588 \tabularnewline
V(Y[t],d=0,D=1) & 2.83212442375887 & Range & 6.48 & Trim Var. & 1.77855708478513 \tabularnewline
V(Y[t],d=1,D=1) & 0.535468085106383 & Range & 3.84 & Trim Var. & 0.283535487804878 \tabularnewline
V(Y[t],d=2,D=1) & 0.80379690821256 & Range & 3.73 & Trim Var. & 0.47606608974359 \tabularnewline
V(Y[t],d=3,D=1) & 2.11208313131313 & Range & 6.47 & Trim Var. & 1.30865519568151 \tabularnewline
V(Y[t],d=0,D=2) & 5.77364444444444 & Range & 8.41 & Trim Var. & 4.36141572580645 \tabularnewline
V(Y[t],d=1,D=2) & 1.41210705882353 & Range & 4.99 & Trim Var. & 0.859393978494624 \tabularnewline
V(Y[t],d=2,D=2) & 2.26163707664884 & Range & 6.32 & Trim Var. & 1.30683 \tabularnewline
V(Y[t],d=3,D=2) & 5.86991837121212 & Range & 9.49 & Trim Var. & 3.95093990147783 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62844&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.44771353107345[/C][C]Range[/C][C]4.79[/C][C]Trim Var.[/C][C]0.929283018867925[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.209545996493279[/C][C]Range[/C][C]2.64[/C][C]Trim Var.[/C][C]0.110933182503771[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.313190199637024[/C][C]Range[/C][C]2.44[/C][C]Trim Var.[/C][C]0.206448567119155[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.850646804511278[/C][C]Range[/C][C]4.49[/C][C]Trim Var.[/C][C]0.519413176470588[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.83212442375887[/C][C]Range[/C][C]6.48[/C][C]Trim Var.[/C][C]1.77855708478513[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.535468085106383[/C][C]Range[/C][C]3.84[/C][C]Trim Var.[/C][C]0.283535487804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.80379690821256[/C][C]Range[/C][C]3.73[/C][C]Trim Var.[/C][C]0.47606608974359[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.11208313131313[/C][C]Range[/C][C]6.47[/C][C]Trim Var.[/C][C]1.30865519568151[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.77364444444444[/C][C]Range[/C][C]8.41[/C][C]Trim Var.[/C][C]4.36141572580645[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.41210705882353[/C][C]Range[/C][C]4.99[/C][C]Trim Var.[/C][C]0.859393978494624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.26163707664884[/C][C]Range[/C][C]6.32[/C][C]Trim Var.[/C][C]1.30683[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5.86991837121212[/C][C]Range[/C][C]9.49[/C][C]Trim Var.[/C][C]3.95093990147783[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62844&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62844&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)1.44771353107345Range4.79Trim Var.0.929283018867925
V(Y[t],d=1,D=0)0.209545996493279Range2.64Trim Var.0.110933182503771
V(Y[t],d=2,D=0)0.313190199637024Range2.44Trim Var.0.206448567119155
V(Y[t],d=3,D=0)0.850646804511278Range4.49Trim Var.0.519413176470588
V(Y[t],d=0,D=1)2.83212442375887Range6.48Trim Var.1.77855708478513
V(Y[t],d=1,D=1)0.535468085106383Range3.84Trim Var.0.283535487804878
V(Y[t],d=2,D=1)0.80379690821256Range3.73Trim Var.0.47606608974359
V(Y[t],d=3,D=1)2.11208313131313Range6.47Trim Var.1.30865519568151
V(Y[t],d=0,D=2)5.77364444444444Range8.41Trim Var.4.36141572580645
V(Y[t],d=1,D=2)1.41210705882353Range4.99Trim Var.0.859393978494624
V(Y[t],d=2,D=2)2.26163707664884Range6.32Trim Var.1.30683
V(Y[t],d=3,D=2)5.86991837121212Range9.49Trim Var.3.95093990147783



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')