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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 computationThu, 10 Dec 2009 05:20:28 -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/10/t126044769494xeahn94xxic8x.htm/, Retrieved Thu, 25 Apr 2024 21:51:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65306, Retrieved Thu, 25 Apr 2024 21:51:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact107
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] [WS 9: Variance re...] [2009-12-04 13:57:58] [f924a0adda9c1905a1ba8f1c751261ff]
-    D        [Variance Reduction Matrix] [xt VRM] [2009-12-10 12:20:28] [ac86848d66148c9c4c9404e0c9a511eb] [Current]
- R  D          [Variance Reduction Matrix] [] [2009-12-11 15:09:37] [2c5be225250d91402426bbbf07a5e2b3]
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Dataseries X:
109.87
95.74
123.06
123.39
120.28
115.33
110.4
114.49
132.03
123.16
118.82
128.32
112.24
104.53
132.57
122.52
131.8
124.55
120.96
122.6
145.52
118.57
134.25
136.7
121.37
111.63
134.42
137.65
137.86
119.77
130.69
128.28
147.45
128.42
136.9
143.95
135.64
122.48
136.83
153.04
142.71
123.46
144.37
146.15
147.61
158.51
147.4
165.05
154.64
126.2
157.36
154.15
123.21
113.07
110.45
113.57
122.44
114.93
111.85
126.04




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=65306&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=65306&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65306&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)222.767412288136Range69.31Trim Var.152.812528057303
V(Y[t],d=1,D=0)207.658507305669Range62.1Trim Var.135.534955370102
V(Y[t],d=2,D=0)552.063400483969Range109.47Trim Var.372.441457315234
V(Y[t],d=3,D=0)1647.79407481203Range186.47Trim Var.1080.65058117647
V(Y[t],d=0,D=1)274.721327482270Range73.67Trim Var.149.167190011614
V(Y[t],d=1,D=1)142.136065032377Range53.46Trim Var.89.630122195122
V(Y[t],d=2,D=1)453.75875884058Range97.16Trim Var.277.895744615385
V(Y[t],d=3,D=1)1576.06986636364Range176.87Trim Var.947.600297300944
V(Y[t],d=0,D=2)507.571451111111Range93.91Trim Var.294.471683870968
V(Y[t],d=1,D=2)328.445893781512Range75.96Trim Var.211.585731182796
V(Y[t],d=2,D=2)1081.82506818182Range149.42Trim Var.679.195356436782
V(Y[t],d=3,D=2)3733.28385909091Range267.060000000000Trim Var.2301.32529482759

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 222.767412288136 & Range & 69.31 & Trim Var. & 152.812528057303 \tabularnewline
V(Y[t],d=1,D=0) & 207.658507305669 & Range & 62.1 & Trim Var. & 135.534955370102 \tabularnewline
V(Y[t],d=2,D=0) & 552.063400483969 & Range & 109.47 & Trim Var. & 372.441457315234 \tabularnewline
V(Y[t],d=3,D=0) & 1647.79407481203 & Range & 186.47 & Trim Var. & 1080.65058117647 \tabularnewline
V(Y[t],d=0,D=1) & 274.721327482270 & Range & 73.67 & Trim Var. & 149.167190011614 \tabularnewline
V(Y[t],d=1,D=1) & 142.136065032377 & Range & 53.46 & Trim Var. & 89.630122195122 \tabularnewline
V(Y[t],d=2,D=1) & 453.75875884058 & Range & 97.16 & Trim Var. & 277.895744615385 \tabularnewline
V(Y[t],d=3,D=1) & 1576.06986636364 & Range & 176.87 & Trim Var. & 947.600297300944 \tabularnewline
V(Y[t],d=0,D=2) & 507.571451111111 & Range & 93.91 & Trim Var. & 294.471683870968 \tabularnewline
V(Y[t],d=1,D=2) & 328.445893781512 & Range & 75.96 & Trim Var. & 211.585731182796 \tabularnewline
V(Y[t],d=2,D=2) & 1081.82506818182 & Range & 149.42 & Trim Var. & 679.195356436782 \tabularnewline
V(Y[t],d=3,D=2) & 3733.28385909091 & Range & 267.060000000000 & Trim Var. & 2301.32529482759 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65306&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]222.767412288136[/C][C]Range[/C][C]69.31[/C][C]Trim Var.[/C][C]152.812528057303[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]207.658507305669[/C][C]Range[/C][C]62.1[/C][C]Trim Var.[/C][C]135.534955370102[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]552.063400483969[/C][C]Range[/C][C]109.47[/C][C]Trim Var.[/C][C]372.441457315234[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1647.79407481203[/C][C]Range[/C][C]186.47[/C][C]Trim Var.[/C][C]1080.65058117647[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]274.721327482270[/C][C]Range[/C][C]73.67[/C][C]Trim Var.[/C][C]149.167190011614[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]142.136065032377[/C][C]Range[/C][C]53.46[/C][C]Trim Var.[/C][C]89.630122195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]453.75875884058[/C][C]Range[/C][C]97.16[/C][C]Trim Var.[/C][C]277.895744615385[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1576.06986636364[/C][C]Range[/C][C]176.87[/C][C]Trim Var.[/C][C]947.600297300944[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]507.571451111111[/C][C]Range[/C][C]93.91[/C][C]Trim Var.[/C][C]294.471683870968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]328.445893781512[/C][C]Range[/C][C]75.96[/C][C]Trim Var.[/C][C]211.585731182796[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1081.82506818182[/C][C]Range[/C][C]149.42[/C][C]Trim Var.[/C][C]679.195356436782[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3733.28385909091[/C][C]Range[/C][C]267.060000000000[/C][C]Trim Var.[/C][C]2301.32529482759[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65306&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65306&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)222.767412288136Range69.31Trim Var.152.812528057303
V(Y[t],d=1,D=0)207.658507305669Range62.1Trim Var.135.534955370102
V(Y[t],d=2,D=0)552.063400483969Range109.47Trim Var.372.441457315234
V(Y[t],d=3,D=0)1647.79407481203Range186.47Trim Var.1080.65058117647
V(Y[t],d=0,D=1)274.721327482270Range73.67Trim Var.149.167190011614
V(Y[t],d=1,D=1)142.136065032377Range53.46Trim Var.89.630122195122
V(Y[t],d=2,D=1)453.75875884058Range97.16Trim Var.277.895744615385
V(Y[t],d=3,D=1)1576.06986636364Range176.87Trim Var.947.600297300944
V(Y[t],d=0,D=2)507.571451111111Range93.91Trim Var.294.471683870968
V(Y[t],d=1,D=2)328.445893781512Range75.96Trim Var.211.585731182796
V(Y[t],d=2,D=2)1081.82506818182Range149.42Trim Var.679.195356436782
V(Y[t],d=3,D=2)3733.28385909091Range267.060000000000Trim Var.2301.32529482759



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')