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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 computationSat, 12 Dec 2009 09:30:56 -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/12/t1260635520fctzmginulq5otg.htm/, Retrieved Mon, 29 Apr 2024 12:33:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67046, Retrieved Mon, 29 Apr 2024 12:33:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact101
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [acf methode] [2009-11-25 20:19:42] [21324e9cdf3569788a3d630236984d87]
- RMPD  [Variance Reduction Matrix] [] [2009-11-26 09:49:54] [5edbdb7a459c4059b6c3b063ba86821c]
-    D      [Variance Reduction Matrix] [] [2009-12-12 16:30:56] [24029b2c7217429de6ff94b5379eb52c] [Current]
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Dataseries X:
80.2
74.8
77.8
73
72
75.8
72.6
71.9
74.8
72.9
72.9
79.9
74
76
69.6
77.3
75.2
75.8
77.6
76.7
77
77.9
76.7
71.9
73.4
72.5
73.7
69.5
74.7
72.5
72.1
70.7
71.4
69.5
73.5
72.4
74.5
72.2
73
73.3
71.3
73.6
71.3
71.2
81.4
76.1
71.1
75.7
70
68.5
56.7
57.9
58.8
59.3
61.3
62.9
61.4
64.5
63.8
61.6
64.7




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=67046&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=67046&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67046&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)32.3530382513661Range24.7Trim Var.17.8980551523948
V(Y[t],d=1,D=0)13.6990819209040Range22Trim Var.7.16961914744934
V(Y[t],d=2,D=0)38.6925073056692Range29.6Trim Var.24.1716908563135
V(Y[t],d=3,D=0)129.424637023594Range49.1Trim Var.77.1806588235294
V(Y[t],d=0,D=1)44.5661819727891Range30Trim Var.27.6000987224158
V(Y[t],d=1,D=1)38.036875Range25.1Trim Var.24.9567015098723
V(Y[t],d=2,D=1)113.584745605921Range41.4Trim Var.70.138967948718
V(Y[t],d=3,D=1)373.403980676329Range74.2Trim Var.247.975993589744
V(Y[t],d=0,D=2)106.229189189189Range45.6Trim Var.67.859393939394
V(Y[t],d=1,D=2)113.872634920635Range41.4Trim Var.76.6561290322581
V(Y[t],d=2,D=2)339.469277310925Range74.4Trim Var.223.101139784946
V(Y[t],d=3,D=2)1103.81771836007Range142.9Trim Var.694.078862068966

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 32.3530382513661 & Range & 24.7 & Trim Var. & 17.8980551523948 \tabularnewline
V(Y[t],d=1,D=0) & 13.6990819209040 & Range & 22 & Trim Var. & 7.16961914744934 \tabularnewline
V(Y[t],d=2,D=0) & 38.6925073056692 & Range & 29.6 & Trim Var. & 24.1716908563135 \tabularnewline
V(Y[t],d=3,D=0) & 129.424637023594 & Range & 49.1 & Trim Var. & 77.1806588235294 \tabularnewline
V(Y[t],d=0,D=1) & 44.5661819727891 & Range & 30 & Trim Var. & 27.6000987224158 \tabularnewline
V(Y[t],d=1,D=1) & 38.036875 & Range & 25.1 & Trim Var. & 24.9567015098723 \tabularnewline
V(Y[t],d=2,D=1) & 113.584745605921 & Range & 41.4 & Trim Var. & 70.138967948718 \tabularnewline
V(Y[t],d=3,D=1) & 373.403980676329 & Range & 74.2 & Trim Var. & 247.975993589744 \tabularnewline
V(Y[t],d=0,D=2) & 106.229189189189 & Range & 45.6 & Trim Var. & 67.859393939394 \tabularnewline
V(Y[t],d=1,D=2) & 113.872634920635 & Range & 41.4 & Trim Var. & 76.6561290322581 \tabularnewline
V(Y[t],d=2,D=2) & 339.469277310925 & Range & 74.4 & Trim Var. & 223.101139784946 \tabularnewline
V(Y[t],d=3,D=2) & 1103.81771836007 & Range & 142.9 & Trim Var. & 694.078862068966 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67046&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]32.3530382513661[/C][C]Range[/C][C]24.7[/C][C]Trim Var.[/C][C]17.8980551523948[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13.6990819209040[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]7.16961914744934[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]38.6925073056692[/C][C]Range[/C][C]29.6[/C][C]Trim Var.[/C][C]24.1716908563135[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]129.424637023594[/C][C]Range[/C][C]49.1[/C][C]Trim Var.[/C][C]77.1806588235294[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]44.5661819727891[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]27.6000987224158[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]38.036875[/C][C]Range[/C][C]25.1[/C][C]Trim Var.[/C][C]24.9567015098723[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]113.584745605921[/C][C]Range[/C][C]41.4[/C][C]Trim Var.[/C][C]70.138967948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]373.403980676329[/C][C]Range[/C][C]74.2[/C][C]Trim Var.[/C][C]247.975993589744[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]106.229189189189[/C][C]Range[/C][C]45.6[/C][C]Trim Var.[/C][C]67.859393939394[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]113.872634920635[/C][C]Range[/C][C]41.4[/C][C]Trim Var.[/C][C]76.6561290322581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]339.469277310925[/C][C]Range[/C][C]74.4[/C][C]Trim Var.[/C][C]223.101139784946[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1103.81771836007[/C][C]Range[/C][C]142.9[/C][C]Trim Var.[/C][C]694.078862068966[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67046&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67046&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)32.3530382513661Range24.7Trim Var.17.8980551523948
V(Y[t],d=1,D=0)13.6990819209040Range22Trim Var.7.16961914744934
V(Y[t],d=2,D=0)38.6925073056692Range29.6Trim Var.24.1716908563135
V(Y[t],d=3,D=0)129.424637023594Range49.1Trim Var.77.1806588235294
V(Y[t],d=0,D=1)44.5661819727891Range30Trim Var.27.6000987224158
V(Y[t],d=1,D=1)38.036875Range25.1Trim Var.24.9567015098723
V(Y[t],d=2,D=1)113.584745605921Range41.4Trim Var.70.138967948718
V(Y[t],d=3,D=1)373.403980676329Range74.2Trim Var.247.975993589744
V(Y[t],d=0,D=2)106.229189189189Range45.6Trim Var.67.859393939394
V(Y[t],d=1,D=2)113.872634920635Range41.4Trim Var.76.6561290322581
V(Y[t],d=2,D=2)339.469277310925Range74.4Trim Var.223.101139784946
V(Y[t],d=3,D=2)1103.81771836007Range142.9Trim Var.694.078862068966



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')