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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 computationWed, 30 Dec 2009 09:09:54 -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/30/t1262189507z9orjr3xpfilejf.htm/, Retrieved Sun, 28 Apr 2024 21:23:42 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71319, Retrieved Sun, 28 Apr 2024 21:23:42 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [paper/12] [2009-12-30 16:09:54] [f94f05f163a3ee3ab544c4fef41db0eb] [Current]
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Dataseries X:
10519.20
10414.90
12476.80
12384.60
12266.70
12919.90
11497.30
12142.00
13919.40
12656.80
12034.10
13199.70
10881.30
11301.20
13643.90
12517.00
13981.10
14275.70
13425.00
13565.70
16216.30
12970.00
14079.90
14235.00
12213.40
12581.00
14130.40
14210.80
14378.50
13142.80
13714.70
13621.90
15379.80
13306.30
14391.20
14909.90
14025.40
12951.20
14344.30
16093.40
15413.60
14705.70
15972.80
16241.40
16626.40
17136.20
15622.90
18003.90
16136.10
14423.70
16789.40
16782.20
14133.80
12607.00
12004.50
12175.40
13268.00
12299.30
11800.60
13873.30
12315.00




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=71319&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=71319&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71319&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)2921704.90776503Range7589Trim Var.1759458.76991292
V(Y[t],d=1,D=0)1929838.34586441Range5896.9Trim Var.1369227.60992313
V(Y[t],d=2,D=0)5187040.60009351Range10253.1Trim Var.3511637.80676343
V(Y[t],d=3,D=0)15597577.6621900Range18659.9Trim Var.10148769.6509917
V(Y[t],d=0,D=1)1929838.34586441Range5896.9Trim Var.1369227.60992313
V(Y[t],d=1,D=1)5187040.60009351Range10253.1Trim Var.3511637.80676343
V(Y[t],d=2,D=1)15597577.6621900Range18659.9Trim Var.10148769.6509917
V(Y[t],d=3,D=1)48994040.6622995Range34224Trim Var.30444221.1166824
V(Y[t],d=0,D=2)5187040.60009351Range10253.1Trim Var.3511637.80676343
V(Y[t],d=1,D=2)15597577.6621900Range18659.9Trim Var.10148769.6509917
V(Y[t],d=2,D=2)48994040.6622995Range34224Trim Var.30444221.1166824
V(Y[t],d=3,D=2)160635279.793295Range62809.2Trim Var.95265289.5630857

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2921704.90776503 & Range & 7589 & Trim Var. & 1759458.76991292 \tabularnewline
V(Y[t],d=1,D=0) & 1929838.34586441 & Range & 5896.9 & Trim Var. & 1369227.60992313 \tabularnewline
V(Y[t],d=2,D=0) & 5187040.60009351 & Range & 10253.1 & Trim Var. & 3511637.80676343 \tabularnewline
V(Y[t],d=3,D=0) & 15597577.6621900 & Range & 18659.9 & Trim Var. & 10148769.6509917 \tabularnewline
V(Y[t],d=0,D=1) & 1929838.34586441 & Range & 5896.9 & Trim Var. & 1369227.60992313 \tabularnewline
V(Y[t],d=1,D=1) & 5187040.60009351 & Range & 10253.1 & Trim Var. & 3511637.80676343 \tabularnewline
V(Y[t],d=2,D=1) & 15597577.6621900 & Range & 18659.9 & Trim Var. & 10148769.6509917 \tabularnewline
V(Y[t],d=3,D=1) & 48994040.6622995 & Range & 34224 & Trim Var. & 30444221.1166824 \tabularnewline
V(Y[t],d=0,D=2) & 5187040.60009351 & Range & 10253.1 & Trim Var. & 3511637.80676343 \tabularnewline
V(Y[t],d=1,D=2) & 15597577.6621900 & Range & 18659.9 & Trim Var. & 10148769.6509917 \tabularnewline
V(Y[t],d=2,D=2) & 48994040.6622995 & Range & 34224 & Trim Var. & 30444221.1166824 \tabularnewline
V(Y[t],d=3,D=2) & 160635279.793295 & Range & 62809.2 & Trim Var. & 95265289.5630857 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71319&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2921704.90776503[/C][C]Range[/C][C]7589[/C][C]Trim Var.[/C][C]1759458.76991292[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1929838.34586441[/C][C]Range[/C][C]5896.9[/C][C]Trim Var.[/C][C]1369227.60992313[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5187040.60009351[/C][C]Range[/C][C]10253.1[/C][C]Trim Var.[/C][C]3511637.80676343[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]15597577.6621900[/C][C]Range[/C][C]18659.9[/C][C]Trim Var.[/C][C]10148769.6509917[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1929838.34586441[/C][C]Range[/C][C]5896.9[/C][C]Trim Var.[/C][C]1369227.60992313[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5187040.60009351[/C][C]Range[/C][C]10253.1[/C][C]Trim Var.[/C][C]3511637.80676343[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15597577.6621900[/C][C]Range[/C][C]18659.9[/C][C]Trim Var.[/C][C]10148769.6509917[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]48994040.6622995[/C][C]Range[/C][C]34224[/C][C]Trim Var.[/C][C]30444221.1166824[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5187040.60009351[/C][C]Range[/C][C]10253.1[/C][C]Trim Var.[/C][C]3511637.80676343[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]15597577.6621900[/C][C]Range[/C][C]18659.9[/C][C]Trim Var.[/C][C]10148769.6509917[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]48994040.6622995[/C][C]Range[/C][C]34224[/C][C]Trim Var.[/C][C]30444221.1166824[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]160635279.793295[/C][C]Range[/C][C]62809.2[/C][C]Trim Var.[/C][C]95265289.5630857[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71319&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71319&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)2921704.90776503Range7589Trim Var.1759458.76991292
V(Y[t],d=1,D=0)1929838.34586441Range5896.9Trim Var.1369227.60992313
V(Y[t],d=2,D=0)5187040.60009351Range10253.1Trim Var.3511637.80676343
V(Y[t],d=3,D=0)15597577.6621900Range18659.9Trim Var.10148769.6509917
V(Y[t],d=0,D=1)1929838.34586441Range5896.9Trim Var.1369227.60992313
V(Y[t],d=1,D=1)5187040.60009351Range10253.1Trim Var.3511637.80676343
V(Y[t],d=2,D=1)15597577.6621900Range18659.9Trim Var.10148769.6509917
V(Y[t],d=3,D=1)48994040.6622995Range34224Trim Var.30444221.1166824
V(Y[t],d=0,D=2)5187040.60009351Range10253.1Trim Var.3511637.80676343
V(Y[t],d=1,D=2)15597577.6621900Range18659.9Trim Var.10148769.6509917
V(Y[t],d=2,D=2)48994040.6622995Range34224Trim Var.30444221.1166824
V(Y[t],d=3,D=2)160635279.793295Range62809.2Trim Var.95265289.5630857



Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')