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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 computationSun, 06 Dec 2009 13:29:14 -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/06/t1260131385hdwgqdqztnsn9v8.htm/, Retrieved Mon, 06 May 2024 05:57:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64499, Retrieved Mon, 06 May 2024 05:57:46 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Varince reduction...] [2007-12-17 14:28:08] [0089dec2868056b990fdbd23bf9edb23]
- RM D    [Variance Reduction Matrix] [PAPER] [2009-12-06 20:29:14] [2d9a0b3c2f25bb8f387fafb994d0d852] [Current]
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Dataseries X:
100.00
100.83
101.51
102.16
102.39
102.54
102.85
103.47
103.57
103.69
103.50
103.47
103.45
103.48
103.93
103.89
104.40
104.79
104.77
105.13
105.26
104.96
104.75
105.01
105.15
105.20
105.77
105.78
106.26
106.13
106.12
106.57
106.44
106.54
107.10
108.10
108.40
108.84
109.62
110.42
110.67
111.66
112.28
112.87
112.18
112.36
112.16
111.49
111.25
111.36
111.74
111.10
111.33
111.25
111.04
110.97
111.31
111.02
111.07
111.36




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=64499&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=64499&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64499&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)13.4162728531073Range12.87Trim Var.10.9921302585604
V(Y[t],d=1,D=0)0.145350321449445Range1.69000000000000Trim Var.0.0868833091436866
V(Y[t],d=2,D=0)0.208301270417423Range2.15000000000001Trim Var.0.130352790346909
V(Y[t],d=3,D=0)0.628229135338346Range3.43999999999998Trim Var.0.410195372549022
V(Y[t],d=0,D=1)3.92385372340426Range8.20000000000002Trim Var.2.38090871080140
V(Y[t],d=1,D=1)0.360589361702128Range2.79000000000001Trim Var.0.186545975609756
V(Y[t],d=2,D=1)0.485361352657006Range3.19000000000001Trim Var.0.275889679487179
V(Y[t],d=3,D=1)1.45110373737374Range5.650Trim Var.0.725804588394063
V(Y[t],d=0,D=2)13.3533278571429Range13.0600000000000Trim Var.9.8058995967742
V(Y[t],d=1,D=2)1.19503495798319Range5.04000000000001Trim Var.0.675665806451611
V(Y[t],d=2,D=2)1.42360436720143Range4.84Trim Var.0.861827126436778
V(Y[t],d=3,D=2)4.16981666666667Range8.89999999999998Trim Var.2.1062261083744

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 13.4162728531073 & Range & 12.87 & Trim Var. & 10.9921302585604 \tabularnewline
V(Y[t],d=1,D=0) & 0.145350321449445 & Range & 1.69000000000000 & Trim Var. & 0.0868833091436866 \tabularnewline
V(Y[t],d=2,D=0) & 0.208301270417423 & Range & 2.15000000000001 & Trim Var. & 0.130352790346909 \tabularnewline
V(Y[t],d=3,D=0) & 0.628229135338346 & Range & 3.43999999999998 & Trim Var. & 0.410195372549022 \tabularnewline
V(Y[t],d=0,D=1) & 3.92385372340426 & Range & 8.20000000000002 & Trim Var. & 2.38090871080140 \tabularnewline
V(Y[t],d=1,D=1) & 0.360589361702128 & Range & 2.79000000000001 & Trim Var. & 0.186545975609756 \tabularnewline
V(Y[t],d=2,D=1) & 0.485361352657006 & Range & 3.19000000000001 & Trim Var. & 0.275889679487179 \tabularnewline
V(Y[t],d=3,D=1) & 1.45110373737374 & Range & 5.650 & Trim Var. & 0.725804588394063 \tabularnewline
V(Y[t],d=0,D=2) & 13.3533278571429 & Range & 13.0600000000000 & Trim Var. & 9.8058995967742 \tabularnewline
V(Y[t],d=1,D=2) & 1.19503495798319 & Range & 5.04000000000001 & Trim Var. & 0.675665806451611 \tabularnewline
V(Y[t],d=2,D=2) & 1.42360436720143 & Range & 4.84 & Trim Var. & 0.861827126436778 \tabularnewline
V(Y[t],d=3,D=2) & 4.16981666666667 & Range & 8.89999999999998 & Trim Var. & 2.1062261083744 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64499&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]13.4162728531073[/C][C]Range[/C][C]12.87[/C][C]Trim Var.[/C][C]10.9921302585604[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.145350321449445[/C][C]Range[/C][C]1.69000000000000[/C][C]Trim Var.[/C][C]0.0868833091436866[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.208301270417423[/C][C]Range[/C][C]2.15000000000001[/C][C]Trim Var.[/C][C]0.130352790346909[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.628229135338346[/C][C]Range[/C][C]3.43999999999998[/C][C]Trim Var.[/C][C]0.410195372549022[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3.92385372340426[/C][C]Range[/C][C]8.20000000000002[/C][C]Trim Var.[/C][C]2.38090871080140[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.360589361702128[/C][C]Range[/C][C]2.79000000000001[/C][C]Trim Var.[/C][C]0.186545975609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.485361352657006[/C][C]Range[/C][C]3.19000000000001[/C][C]Trim Var.[/C][C]0.275889679487179[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.45110373737374[/C][C]Range[/C][C]5.650[/C][C]Trim Var.[/C][C]0.725804588394063[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]13.3533278571429[/C][C]Range[/C][C]13.0600000000000[/C][C]Trim Var.[/C][C]9.8058995967742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.19503495798319[/C][C]Range[/C][C]5.04000000000001[/C][C]Trim Var.[/C][C]0.675665806451611[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.42360436720143[/C][C]Range[/C][C]4.84[/C][C]Trim Var.[/C][C]0.861827126436778[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4.16981666666667[/C][C]Range[/C][C]8.89999999999998[/C][C]Trim Var.[/C][C]2.1062261083744[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64499&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64499&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)13.4162728531073Range12.87Trim Var.10.9921302585604
V(Y[t],d=1,D=0)0.145350321449445Range1.69000000000000Trim Var.0.0868833091436866
V(Y[t],d=2,D=0)0.208301270417423Range2.15000000000001Trim Var.0.130352790346909
V(Y[t],d=3,D=0)0.628229135338346Range3.43999999999998Trim Var.0.410195372549022
V(Y[t],d=0,D=1)3.92385372340426Range8.20000000000002Trim Var.2.38090871080140
V(Y[t],d=1,D=1)0.360589361702128Range2.79000000000001Trim Var.0.186545975609756
V(Y[t],d=2,D=1)0.485361352657006Range3.19000000000001Trim Var.0.275889679487179
V(Y[t],d=3,D=1)1.45110373737374Range5.650Trim Var.0.725804588394063
V(Y[t],d=0,D=2)13.3533278571429Range13.0600000000000Trim Var.9.8058995967742
V(Y[t],d=1,D=2)1.19503495798319Range5.04000000000001Trim Var.0.675665806451611
V(Y[t],d=2,D=2)1.42360436720143Range4.84Trim Var.0.861827126436778
V(Y[t],d=3,D=2)4.16981666666667Range8.89999999999998Trim Var.2.1062261083744



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')