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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 computationMon, 21 Dec 2009 06:21:45 -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/21/t1261401743tx9zkqckiafze7t.htm/, Retrieved Sun, 05 May 2024 11:37:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70147, Retrieved Sun, 05 May 2024 11:37:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Variance reductio...] [2008-12-11 15:42:45] [12d343c4448a5f9e527bb31caeac580b]
-  M D  [Variance Reduction Matrix] [Variance Reductio...] [2009-12-18 19:35:40] [976efdaed7598845c859b86bc2e467ce]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2009-12-21 13:21:45] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]
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Dataseries X:
168802
173276
172957
173558
173820
171663
174110
174338
175440
174922
172188
171330
169560
174579
173740
173427
172952
170305
172717
173019
173690
172439
171914
171968
169500
173898
172308
171568
164939
161275
160770
162466
160185
154836
154103
150495
142707
149962
149967
144572
143819
141070
144119
145330
143279
139063
139202
133632
134476
141859
140693
138047
138346
140167
146796
152228
155410
159032
160312
157687
160141
167421
167628
164403
163405




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=70147&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=70147&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70147&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)179823410.658654Range41808Trim Var.148193540.229950
V(Y[t],d=1,D=0)10768178.5731647Range15171Trim Var.5613237.00649351
V(Y[t],d=2,D=0)19078720.8986175Range23592Trim Var.11240537.9912458
V(Y[t],d=3,D=0)52646210.9973559Range41516Trim Var.27361790.3046820
V(Y[t],d=0,D=1)217974023.484035Range53931Trim Var.155371786.247919
V(Y[t],d=1,D=1)8694983.44004525Range14786Trim Var.4208335.80483092
V(Y[t],d=2,D=1)14149107.6258824Range19098Trim Var.5891036.06363636
V(Y[t],d=3,D=1)45093746.1391837Range35879Trim Var.21757627.6464059
V(Y[t],d=0,D=2)411696191.869512Range67651Trim Var.309797377.487395
V(Y[t],d=1,D=2)21624397.3205128Range20974Trim Var.12602355.6087302
V(Y[t],d=2,D=2)47480579.4912281Range32939Trim Var.28296074.4235294
V(Y[t],d=3,D=2)158028145.758179Range51765Trim Var.101851909.561497

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 179823410.658654 & Range & 41808 & Trim Var. & 148193540.229950 \tabularnewline
V(Y[t],d=1,D=0) & 10768178.5731647 & Range & 15171 & Trim Var. & 5613237.00649351 \tabularnewline
V(Y[t],d=2,D=0) & 19078720.8986175 & Range & 23592 & Trim Var. & 11240537.9912458 \tabularnewline
V(Y[t],d=3,D=0) & 52646210.9973559 & Range & 41516 & Trim Var. & 27361790.3046820 \tabularnewline
V(Y[t],d=0,D=1) & 217974023.484035 & Range & 53931 & Trim Var. & 155371786.247919 \tabularnewline
V(Y[t],d=1,D=1) & 8694983.44004525 & Range & 14786 & Trim Var. & 4208335.80483092 \tabularnewline
V(Y[t],d=2,D=1) & 14149107.6258824 & Range & 19098 & Trim Var. & 5891036.06363636 \tabularnewline
V(Y[t],d=3,D=1) & 45093746.1391837 & Range & 35879 & Trim Var. & 21757627.6464059 \tabularnewline
V(Y[t],d=0,D=2) & 411696191.869512 & Range & 67651 & Trim Var. & 309797377.487395 \tabularnewline
V(Y[t],d=1,D=2) & 21624397.3205128 & Range & 20974 & Trim Var. & 12602355.6087302 \tabularnewline
V(Y[t],d=2,D=2) & 47480579.4912281 & Range & 32939 & Trim Var. & 28296074.4235294 \tabularnewline
V(Y[t],d=3,D=2) & 158028145.758179 & Range & 51765 & Trim Var. & 101851909.561497 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70147&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]179823410.658654[/C][C]Range[/C][C]41808[/C][C]Trim Var.[/C][C]148193540.229950[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]10768178.5731647[/C][C]Range[/C][C]15171[/C][C]Trim Var.[/C][C]5613237.00649351[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]19078720.8986175[/C][C]Range[/C][C]23592[/C][C]Trim Var.[/C][C]11240537.9912458[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]52646210.9973559[/C][C]Range[/C][C]41516[/C][C]Trim Var.[/C][C]27361790.3046820[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]217974023.484035[/C][C]Range[/C][C]53931[/C][C]Trim Var.[/C][C]155371786.247919[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8694983.44004525[/C][C]Range[/C][C]14786[/C][C]Trim Var.[/C][C]4208335.80483092[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]14149107.6258824[/C][C]Range[/C][C]19098[/C][C]Trim Var.[/C][C]5891036.06363636[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]45093746.1391837[/C][C]Range[/C][C]35879[/C][C]Trim Var.[/C][C]21757627.6464059[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]411696191.869512[/C][C]Range[/C][C]67651[/C][C]Trim Var.[/C][C]309797377.487395[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]21624397.3205128[/C][C]Range[/C][C]20974[/C][C]Trim Var.[/C][C]12602355.6087302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]47480579.4912281[/C][C]Range[/C][C]32939[/C][C]Trim Var.[/C][C]28296074.4235294[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]158028145.758179[/C][C]Range[/C][C]51765[/C][C]Trim Var.[/C][C]101851909.561497[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70147&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70147&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)179823410.658654Range41808Trim Var.148193540.229950
V(Y[t],d=1,D=0)10768178.5731647Range15171Trim Var.5613237.00649351
V(Y[t],d=2,D=0)19078720.8986175Range23592Trim Var.11240537.9912458
V(Y[t],d=3,D=0)52646210.9973559Range41516Trim Var.27361790.3046820
V(Y[t],d=0,D=1)217974023.484035Range53931Trim Var.155371786.247919
V(Y[t],d=1,D=1)8694983.44004525Range14786Trim Var.4208335.80483092
V(Y[t],d=2,D=1)14149107.6258824Range19098Trim Var.5891036.06363636
V(Y[t],d=3,D=1)45093746.1391837Range35879Trim Var.21757627.6464059
V(Y[t],d=0,D=2)411696191.869512Range67651Trim Var.309797377.487395
V(Y[t],d=1,D=2)21624397.3205128Range20974Trim Var.12602355.6087302
V(Y[t],d=2,D=2)47480579.4912281Range32939Trim Var.28296074.4235294
V(Y[t],d=3,D=2)158028145.758179Range51765Trim Var.101851909.561497



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')