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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 08:47:16 -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/t1260460087aqzxtoanap3xu8r.htm/, Retrieved Fri, 29 Mar 2024 09:53:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65503, Retrieved Fri, 29 Mar 2024 09:53:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact120
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   [Standard Deviation-Mean Plot] [] [2009-11-27 14:40:44] [b98453cac15ba1066b407e146608df68]
- RM D      [Variance Reduction Matrix] [] [2009-12-10 15:47:16] [66ffaa9e54a90d3ae4874684602d24e9] [Current]
-    D        [Variance Reduction Matrix] [] [2009-12-14 10:21:46] [a9a33b1951d9ae87ed6d7d9055d41c93]
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Dataseries X:
462
455
461
461
463
462
456
455
456
472
472
471
465
459
465
468
467
463
460
462
461
476
476
471
453
443
442
444
438
427
424
416
406
431
434
418
412
404
409
412
406
398
397
385
390
413
413
401
397
397
409
419
424
428
430
424
433
456
459
446




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=65503&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=65503&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65503&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)699.065254237288Range91Trim Var.515.454901960784
V(Y[t],d=1,D=0)79.8907071887785Range43Trim Var.41.8425253991292
V(Y[t],d=2,D=0)127.883847549909Range58Trim Var.79.1504524886878
V(Y[t],d=3,D=0)293.647243107769Range94Trim Var.147.548235294118
V(Y[t],d=0,D=1)751.843971631206Range101Trim Var.460.490243902439
V(Y[t],d=1,D=1)36.836262719704Range27Trim Var.20.5597560975610
V(Y[t],d=2,D=1)59.6425120772947Range40Trim Var.19.5870445344130
V(Y[t],d=3,D=1)182.927272727273Range73Trim Var.70.165991902834
V(Y[t],d=0,D=2)1679.57063492064Range130Trim Var.1315.45806451613
V(Y[t],d=1,D=2)86.4588235294118Range37Trim Var.51.6645161290323
V(Y[t],d=2,D=2)186.787878787879Range67Trim Var.97.8724137931034
V(Y[t],d=3,D=2)592.767045454545Range96Trim Var.314.661375661376

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 699.065254237288 & Range & 91 & Trim Var. & 515.454901960784 \tabularnewline
V(Y[t],d=1,D=0) & 79.8907071887785 & Range & 43 & Trim Var. & 41.8425253991292 \tabularnewline
V(Y[t],d=2,D=0) & 127.883847549909 & Range & 58 & Trim Var. & 79.1504524886878 \tabularnewline
V(Y[t],d=3,D=0) & 293.647243107769 & Range & 94 & Trim Var. & 147.548235294118 \tabularnewline
V(Y[t],d=0,D=1) & 751.843971631206 & Range & 101 & Trim Var. & 460.490243902439 \tabularnewline
V(Y[t],d=1,D=1) & 36.836262719704 & Range & 27 & Trim Var. & 20.5597560975610 \tabularnewline
V(Y[t],d=2,D=1) & 59.6425120772947 & Range & 40 & Trim Var. & 19.5870445344130 \tabularnewline
V(Y[t],d=3,D=1) & 182.927272727273 & Range & 73 & Trim Var. & 70.165991902834 \tabularnewline
V(Y[t],d=0,D=2) & 1679.57063492064 & Range & 130 & Trim Var. & 1315.45806451613 \tabularnewline
V(Y[t],d=1,D=2) & 86.4588235294118 & Range & 37 & Trim Var. & 51.6645161290323 \tabularnewline
V(Y[t],d=2,D=2) & 186.787878787879 & Range & 67 & Trim Var. & 97.8724137931034 \tabularnewline
V(Y[t],d=3,D=2) & 592.767045454545 & Range & 96 & Trim Var. & 314.661375661376 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65503&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]699.065254237288[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]515.454901960784[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]79.8907071887785[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]41.8425253991292[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]127.883847549909[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]79.1504524886878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]293.647243107769[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]147.548235294118[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]751.843971631206[/C][C]Range[/C][C]101[/C][C]Trim Var.[/C][C]460.490243902439[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]36.836262719704[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]20.5597560975610[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]59.6425120772947[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]19.5870445344130[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]182.927272727273[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]70.165991902834[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1679.57063492064[/C][C]Range[/C][C]130[/C][C]Trim Var.[/C][C]1315.45806451613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]86.4588235294118[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]51.6645161290323[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]186.787878787879[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]97.8724137931034[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]592.767045454545[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]314.661375661376[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65503&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65503&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)699.065254237288Range91Trim Var.515.454901960784
V(Y[t],d=1,D=0)79.8907071887785Range43Trim Var.41.8425253991292
V(Y[t],d=2,D=0)127.883847549909Range58Trim Var.79.1504524886878
V(Y[t],d=3,D=0)293.647243107769Range94Trim Var.147.548235294118
V(Y[t],d=0,D=1)751.843971631206Range101Trim Var.460.490243902439
V(Y[t],d=1,D=1)36.836262719704Range27Trim Var.20.5597560975610
V(Y[t],d=2,D=1)59.6425120772947Range40Trim Var.19.5870445344130
V(Y[t],d=3,D=1)182.927272727273Range73Trim Var.70.165991902834
V(Y[t],d=0,D=2)1679.57063492064Range130Trim Var.1315.45806451613
V(Y[t],d=1,D=2)86.4588235294118Range37Trim Var.51.6645161290323
V(Y[t],d=2,D=2)186.787878787879Range67Trim Var.97.8724137931034
V(Y[t],d=3,D=2)592.767045454545Range96Trim Var.314.661375661376



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')