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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, 19 Dec 2009 08:45:47 -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/19/t12612375813pqi7v9oro1uyl7.htm/, Retrieved Sat, 13 Apr 2024 08:41:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69646, Retrieved Sat, 13 Apr 2024 08:41:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact122
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [Model 2: VRM] [2009-11-24 17:59:24] [ee7c2e7343f5b1451e62c5c16ec521f1]
- R PD            [Variance Reduction Matrix] [] [2009-12-19 15:45:47] [d5175f34d1f80375edd7cbd8232724fe] [Current]
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Dataseries X:
1920
2218
3032
2375
2446
2916
2434
2540
2349
2310
2189
2660
2194
2419
2742
2137
2710
2173
2363
2126
1905
2121
1983
1734
2074
2049
2406
2558
2251
2059
2397
1747
1707
2319
1631
1627
1791
2034
1997
2169
2028
2253
2218
1855
2187
1852
1570
1851
1954
1828
2251
2277
2085
2282
2266
1878
2267
2069
1746
2299
2360
2214
2825
2355
2333
3016
2155
2172
2150
2533
2058
2160
2260
2498
2695
2799
2947
2930
2318
2540
2570
2669
2450
2842
3440
2678
2981
2260
2844
2546
2456
2295
2379
2479
2057
2280
2351
2276
2548
2311
2201
2725
2408
2139
1898
2537
2069
2063
2526
2440
2191
2797
2074
2628
2287
2146
2430
2141
1827
2082
1788




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=69646&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=69646&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69646&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)114449.45Range1870Trim Var.65899.8739199436
V(Y[t],d=1,D=0)131347.788235294Range1675Trim Var.90725.0303738318
V(Y[t],d=2,D=0)396637.651901439Range2849Trim Var.267087.571856815
V(Y[t],d=3,D=0)1323236.31558743Range4894Trim Var.882198.723180593
V(Y[t],d=0,D=1)132897.343866803Range2269Trim Var.74053.1804123711
V(Y[t],d=1,D=1)190419.599861544Range1850Trim Var.122014.119298246
V(Y[t],d=2,D=1)588982.693528478Range3316Trim Var.388331.467413214
V(Y[t],d=3,D=1)1992724.20736748Range6008Trim Var.1340902.89773507
V(Y[t],d=0,D=2)311047.644974227Range3549Trim Var.174690.904036354
V(Y[t],d=1,D=2)484025.127960526Range3154Trim Var.322893.916415869
V(Y[t],d=2,D=2)1464309.81814110Range5173Trim Var.1001599.51316527
V(Y[t],d=3,D=2)4937188.99073439Range9431Trim Var.3388529.3819564

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 114449.45 & Range & 1870 & Trim Var. & 65899.8739199436 \tabularnewline
V(Y[t],d=1,D=0) & 131347.788235294 & Range & 1675 & Trim Var. & 90725.0303738318 \tabularnewline
V(Y[t],d=2,D=0) & 396637.651901439 & Range & 2849 & Trim Var. & 267087.571856815 \tabularnewline
V(Y[t],d=3,D=0) & 1323236.31558743 & Range & 4894 & Trim Var. & 882198.723180593 \tabularnewline
V(Y[t],d=0,D=1) & 132897.343866803 & Range & 2269 & Trim Var. & 74053.1804123711 \tabularnewline
V(Y[t],d=1,D=1) & 190419.599861544 & Range & 1850 & Trim Var. & 122014.119298246 \tabularnewline
V(Y[t],d=2,D=1) & 588982.693528478 & Range & 3316 & Trim Var. & 388331.467413214 \tabularnewline
V(Y[t],d=3,D=1) & 1992724.20736748 & Range & 6008 & Trim Var. & 1340902.89773507 \tabularnewline
V(Y[t],d=0,D=2) & 311047.644974227 & Range & 3549 & Trim Var. & 174690.904036354 \tabularnewline
V(Y[t],d=1,D=2) & 484025.127960526 & Range & 3154 & Trim Var. & 322893.916415869 \tabularnewline
V(Y[t],d=2,D=2) & 1464309.81814110 & Range & 5173 & Trim Var. & 1001599.51316527 \tabularnewline
V(Y[t],d=3,D=2) & 4937188.99073439 & Range & 9431 & Trim Var. & 3388529.3819564 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69646&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]114449.45[/C][C]Range[/C][C]1870[/C][C]Trim Var.[/C][C]65899.8739199436[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]131347.788235294[/C][C]Range[/C][C]1675[/C][C]Trim Var.[/C][C]90725.0303738318[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]396637.651901439[/C][C]Range[/C][C]2849[/C][C]Trim Var.[/C][C]267087.571856815[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1323236.31558743[/C][C]Range[/C][C]4894[/C][C]Trim Var.[/C][C]882198.723180593[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]132897.343866803[/C][C]Range[/C][C]2269[/C][C]Trim Var.[/C][C]74053.1804123711[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]190419.599861544[/C][C]Range[/C][C]1850[/C][C]Trim Var.[/C][C]122014.119298246[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]588982.693528478[/C][C]Range[/C][C]3316[/C][C]Trim Var.[/C][C]388331.467413214[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1992724.20736748[/C][C]Range[/C][C]6008[/C][C]Trim Var.[/C][C]1340902.89773507[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]311047.644974227[/C][C]Range[/C][C]3549[/C][C]Trim Var.[/C][C]174690.904036354[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]484025.127960526[/C][C]Range[/C][C]3154[/C][C]Trim Var.[/C][C]322893.916415869[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1464309.81814110[/C][C]Range[/C][C]5173[/C][C]Trim Var.[/C][C]1001599.51316527[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4937188.99073439[/C][C]Range[/C][C]9431[/C][C]Trim Var.[/C][C]3388529.3819564[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69646&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69646&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)114449.45Range1870Trim Var.65899.8739199436
V(Y[t],d=1,D=0)131347.788235294Range1675Trim Var.90725.0303738318
V(Y[t],d=2,D=0)396637.651901439Range2849Trim Var.267087.571856815
V(Y[t],d=3,D=0)1323236.31558743Range4894Trim Var.882198.723180593
V(Y[t],d=0,D=1)132897.343866803Range2269Trim Var.74053.1804123711
V(Y[t],d=1,D=1)190419.599861544Range1850Trim Var.122014.119298246
V(Y[t],d=2,D=1)588982.693528478Range3316Trim Var.388331.467413214
V(Y[t],d=3,D=1)1992724.20736748Range6008Trim Var.1340902.89773507
V(Y[t],d=0,D=2)311047.644974227Range3549Trim Var.174690.904036354
V(Y[t],d=1,D=2)484025.127960526Range3154Trim Var.322893.916415869
V(Y[t],d=2,D=2)1464309.81814110Range5173Trim Var.1001599.51316527
V(Y[t],d=3,D=2)4937188.99073439Range9431Trim Var.3388529.3819564



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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')