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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 computationFri, 11 Dec 2009 08:03:16 -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/11/t1260543865nwrvjmhbq9itwwl.htm/, Retrieved Sun, 28 Apr 2024 23:22:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=66301, Retrieved Sun, 28 Apr 2024 23:22:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact144
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [blog] [2008-12-01 15:44:12] [12d343c4448a5f9e527bb31caeac580b]
-   PD  [Multiple Regression] [blog] [2008-12-01 16:17:50] [12d343c4448a5f9e527bb31caeac580b]
-   PD    [Multiple Regression] [dioxine] [2008-12-01 16:30:23] [7a664918911e34206ce9d0436dd7c1c8]
-    D      [Multiple Regression] [Hypothese 1 en 2 ...] [2008-12-03 15:49:48] [12d343c4448a5f9e527bb31caeac580b]
- RMPD        [(Partial) Autocorrelation Function] [paper:3 ACF (d,D=0)] [2009-12-11 14:59:19] [0f0e461427f61416e46aeda5f4901bed]
- RM              [Variance Reduction Matrix] [paper:5 VRM] [2009-12-11 15:03:16] [b090d569c0a4c77894e0b029f4429f19] [Current]
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Dataseries X:
118.7
110.1
110.3
112.9
102.2
99.4
116.1
103.8
101.8
113.7
89.7
99.5
122.9
108.6
114.4
110.5
104.1
103.6
121.6
101.1
116.0
120.1
96.0
105.0
124.7
123.9
123.6
114.8
108.8
106.1
123.2
106.2
115.2
120.6
109.5
114.4
121.4
129.5
124.3
112.6
125.1
117.9
116.4
126.4
93.3
102.9
97.8
97.1
110.7
109.3
103.2
106.2
81.3
84.5
92.7
85.0
79.1
92.6
78.1
76.9
92.5




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=66301&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=66301&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66301&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)173.959551912568Range52.6Trim Var.109.221255442671
V(Y[t],d=1,D=0)148.135242937853Range56.5Trim Var.98.0158350803634
V(Y[t],d=2,D=0)416.818860315605Range85.8Trim Var.292.048831640058
V(Y[t],d=3,D=0)1314.05888687235Range143.2Trim Var.934.19209653092
V(Y[t],d=0,D=1)212.115977891156Range64Trim Var.117.218493909192
V(Y[t],d=1,D=1)164.115886524823Range69.3Trim Var.58.4259930313589
V(Y[t],d=2,D=1)509.855837187789Range116.9Trim Var.217.500975609756
V(Y[t],d=3,D=1)1711.08258937198Range230.1Trim Var.667.509717948719
V(Y[t],d=0,D=2)336.22527027027Range78.4Trim Var.166.979393939394
V(Y[t],d=1,D=2)469.0105Range125.2Trim Var.183.5378125
V(Y[t],d=2,D=2)1435.33282352941Range187.5Trim Var.665.106989247312
V(Y[t],d=3,D=2)4799.02185383245Range370.6Trim Var.2023.37360919540

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 173.959551912568 & Range & 52.6 & Trim Var. & 109.221255442671 \tabularnewline
V(Y[t],d=1,D=0) & 148.135242937853 & Range & 56.5 & Trim Var. & 98.0158350803634 \tabularnewline
V(Y[t],d=2,D=0) & 416.818860315605 & Range & 85.8 & Trim Var. & 292.048831640058 \tabularnewline
V(Y[t],d=3,D=0) & 1314.05888687235 & Range & 143.2 & Trim Var. & 934.19209653092 \tabularnewline
V(Y[t],d=0,D=1) & 212.115977891156 & Range & 64 & Trim Var. & 117.218493909192 \tabularnewline
V(Y[t],d=1,D=1) & 164.115886524823 & Range & 69.3 & Trim Var. & 58.4259930313589 \tabularnewline
V(Y[t],d=2,D=1) & 509.855837187789 & Range & 116.9 & Trim Var. & 217.500975609756 \tabularnewline
V(Y[t],d=3,D=1) & 1711.08258937198 & Range & 230.1 & Trim Var. & 667.509717948719 \tabularnewline
V(Y[t],d=0,D=2) & 336.22527027027 & Range & 78.4 & Trim Var. & 166.979393939394 \tabularnewline
V(Y[t],d=1,D=2) & 469.0105 & Range & 125.2 & Trim Var. & 183.5378125 \tabularnewline
V(Y[t],d=2,D=2) & 1435.33282352941 & Range & 187.5 & Trim Var. & 665.106989247312 \tabularnewline
V(Y[t],d=3,D=2) & 4799.02185383245 & Range & 370.6 & Trim Var. & 2023.37360919540 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=66301&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]173.959551912568[/C][C]Range[/C][C]52.6[/C][C]Trim Var.[/C][C]109.221255442671[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]148.135242937853[/C][C]Range[/C][C]56.5[/C][C]Trim Var.[/C][C]98.0158350803634[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]416.818860315605[/C][C]Range[/C][C]85.8[/C][C]Trim Var.[/C][C]292.048831640058[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1314.05888687235[/C][C]Range[/C][C]143.2[/C][C]Trim Var.[/C][C]934.19209653092[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]212.115977891156[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]117.218493909192[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]164.115886524823[/C][C]Range[/C][C]69.3[/C][C]Trim Var.[/C][C]58.4259930313589[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]509.855837187789[/C][C]Range[/C][C]116.9[/C][C]Trim Var.[/C][C]217.500975609756[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1711.08258937198[/C][C]Range[/C][C]230.1[/C][C]Trim Var.[/C][C]667.509717948719[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]336.22527027027[/C][C]Range[/C][C]78.4[/C][C]Trim Var.[/C][C]166.979393939394[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]469.0105[/C][C]Range[/C][C]125.2[/C][C]Trim Var.[/C][C]183.5378125[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1435.33282352941[/C][C]Range[/C][C]187.5[/C][C]Trim Var.[/C][C]665.106989247312[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4799.02185383245[/C][C]Range[/C][C]370.6[/C][C]Trim Var.[/C][C]2023.37360919540[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=66301&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=66301&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)173.959551912568Range52.6Trim Var.109.221255442671
V(Y[t],d=1,D=0)148.135242937853Range56.5Trim Var.98.0158350803634
V(Y[t],d=2,D=0)416.818860315605Range85.8Trim Var.292.048831640058
V(Y[t],d=3,D=0)1314.05888687235Range143.2Trim Var.934.19209653092
V(Y[t],d=0,D=1)212.115977891156Range64Trim Var.117.218493909192
V(Y[t],d=1,D=1)164.115886524823Range69.3Trim Var.58.4259930313589
V(Y[t],d=2,D=1)509.855837187789Range116.9Trim Var.217.500975609756
V(Y[t],d=3,D=1)1711.08258937198Range230.1Trim Var.667.509717948719
V(Y[t],d=0,D=2)336.22527027027Range78.4Trim Var.166.979393939394
V(Y[t],d=1,D=2)469.0105Range125.2Trim Var.183.5378125
V(Y[t],d=2,D=2)1435.33282352941Range187.5Trim Var.665.106989247312
V(Y[t],d=3,D=2)4799.02185383245Range370.6Trim Var.2023.37360919540



Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; par4 = 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')