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Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 29 Dec 2009 13:34:12 -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/29/t1262118920ujfcwan97n84qs2.htm/, Retrieved Fri, 03 May 2024 08:10:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71189, Retrieved Fri, 03 May 2024 08:10:28 +0000
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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)
-       [Variance Reduction Matrix] [] [2009-12-29 20:34:12] [abbb6febea381ea822009ab8520873eb] [Current]
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Dataseries X:
100.44
100.51
101.00
100.88
100.55
100.83
101.51
102.16
102.39
102.54
102.85
103.47
103.57
103.69
103.50
103.47
103.45
103.48
103.93
103.89
104.40
104.79
104.77
105.13
105.26
104.96
104.75
105.01
105.15
105.20
105.77
105.78
106.26
106.13
106.12
106.57
106.44
106.54
107.10
108.10
108.40
108.84
109.62
110.42
110.67
111.66
112.28
112.87
112.18
112.36
112.16
111.49
111.25
111.36
111.74
111.10
111.33
111.25
111.04
110.97
111.31
111.02
111.07
111.36




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=71189&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=71189&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71189&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)14.8969698164683Range12.43Trim Var.11.9515202272727
V(Y[t],d=1,D=0)0.136816129032258Range1.69000000000000Trim Var.0.074068888888889
V(Y[t],d=2,D=0)0.21278064516129Range2.15000000000001Trim Var.0.131518937805730
V(Y[t],d=3,D=0)0.621514480874317Range3.43999999999998Trim Var.0.386971117561684
V(Y[t],d=0,D=1)3.63524868024133Range8.20000000000002Trim Var.2.19217202898551
V(Y[t],d=1,D=1)0.332860313725490Range2.79000000000001Trim Var.0.170466363636364
V(Y[t],d=2,D=1)0.470517102040817Range3.19000000000001Trim Var.0.277738689217758
V(Y[t],d=3,D=1)1.38486420068027Range5.650Trim Var.0.718410188261351
V(Y[t],d=0,D=2)12.0311845512821Range13.0600000000000Trim Var.8.7534234920635
V(Y[t],d=1,D=2)1.07182280701754Range5.04000000000001Trim Var.0.599092773109243
V(Y[t],d=2,D=2)1.30798122332859Range4.84Trim Var.0.800323083778964
V(Y[t],d=3,D=2)3.78236696696697Range8.89999999999998Trim Var.1.93493636363638

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 14.8969698164683 & Range & 12.43 & Trim Var. & 11.9515202272727 \tabularnewline
V(Y[t],d=1,D=0) & 0.136816129032258 & Range & 1.69000000000000 & Trim Var. & 0.074068888888889 \tabularnewline
V(Y[t],d=2,D=0) & 0.21278064516129 & Range & 2.15000000000001 & Trim Var. & 0.131518937805730 \tabularnewline
V(Y[t],d=3,D=0) & 0.621514480874317 & Range & 3.43999999999998 & Trim Var. & 0.386971117561684 \tabularnewline
V(Y[t],d=0,D=1) & 3.63524868024133 & Range & 8.20000000000002 & Trim Var. & 2.19217202898551 \tabularnewline
V(Y[t],d=1,D=1) & 0.332860313725490 & Range & 2.79000000000001 & Trim Var. & 0.170466363636364 \tabularnewline
V(Y[t],d=2,D=1) & 0.470517102040817 & Range & 3.19000000000001 & Trim Var. & 0.277738689217758 \tabularnewline
V(Y[t],d=3,D=1) & 1.38486420068027 & Range & 5.650 & Trim Var. & 0.718410188261351 \tabularnewline
V(Y[t],d=0,D=2) & 12.0311845512821 & Range & 13.0600000000000 & Trim Var. & 8.7534234920635 \tabularnewline
V(Y[t],d=1,D=2) & 1.07182280701754 & Range & 5.04000000000001 & Trim Var. & 0.599092773109243 \tabularnewline
V(Y[t],d=2,D=2) & 1.30798122332859 & Range & 4.84 & Trim Var. & 0.800323083778964 \tabularnewline
V(Y[t],d=3,D=2) & 3.78236696696697 & Range & 8.89999999999998 & Trim Var. & 1.93493636363638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71189&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]14.8969698164683[/C][C]Range[/C][C]12.43[/C][C]Trim Var.[/C][C]11.9515202272727[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.136816129032258[/C][C]Range[/C][C]1.69000000000000[/C][C]Trim Var.[/C][C]0.074068888888889[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.21278064516129[/C][C]Range[/C][C]2.15000000000001[/C][C]Trim Var.[/C][C]0.131518937805730[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.621514480874317[/C][C]Range[/C][C]3.43999999999998[/C][C]Trim Var.[/C][C]0.386971117561684[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3.63524868024133[/C][C]Range[/C][C]8.20000000000002[/C][C]Trim Var.[/C][C]2.19217202898551[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.332860313725490[/C][C]Range[/C][C]2.79000000000001[/C][C]Trim Var.[/C][C]0.170466363636364[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.470517102040817[/C][C]Range[/C][C]3.19000000000001[/C][C]Trim Var.[/C][C]0.277738689217758[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.38486420068027[/C][C]Range[/C][C]5.650[/C][C]Trim Var.[/C][C]0.718410188261351[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]12.0311845512821[/C][C]Range[/C][C]13.0600000000000[/C][C]Trim Var.[/C][C]8.7534234920635[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.07182280701754[/C][C]Range[/C][C]5.04000000000001[/C][C]Trim Var.[/C][C]0.599092773109243[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.30798122332859[/C][C]Range[/C][C]4.84[/C][C]Trim Var.[/C][C]0.800323083778964[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3.78236696696697[/C][C]Range[/C][C]8.89999999999998[/C][C]Trim Var.[/C][C]1.93493636363638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71189&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71189&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)14.8969698164683Range12.43Trim Var.11.9515202272727
V(Y[t],d=1,D=0)0.136816129032258Range1.69000000000000Trim Var.0.074068888888889
V(Y[t],d=2,D=0)0.21278064516129Range2.15000000000001Trim Var.0.131518937805730
V(Y[t],d=3,D=0)0.621514480874317Range3.43999999999998Trim Var.0.386971117561684
V(Y[t],d=0,D=1)3.63524868024133Range8.20000000000002Trim Var.2.19217202898551
V(Y[t],d=1,D=1)0.332860313725490Range2.79000000000001Trim Var.0.170466363636364
V(Y[t],d=2,D=1)0.470517102040817Range3.19000000000001Trim Var.0.277738689217758
V(Y[t],d=3,D=1)1.38486420068027Range5.650Trim Var.0.718410188261351
V(Y[t],d=0,D=2)12.0311845512821Range13.0600000000000Trim Var.8.7534234920635
V(Y[t],d=1,D=2)1.07182280701754Range5.04000000000001Trim Var.0.599092773109243
V(Y[t],d=2,D=2)1.30798122332859Range4.84Trim Var.0.800323083778964
V(Y[t],d=3,D=2)3.78236696696697Range8.89999999999998Trim Var.1.93493636363638



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')