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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 computationTue, 24 Nov 2009 11:06:04 -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/Nov/24/t1259086095pu4c66oqt5rpozw.htm/, Retrieved Sat, 27 Apr 2024 01:32:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59195, Retrieved Sat, 27 Apr 2024 01:32:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact148
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] [] [2009-11-24 18:06:04] [7dd0431c761b876151627bfbf92230c8] [Current]
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Dataseries X:
90398
90269
90390
88219
87032
87175
92603
93571
94118
92159
89528
89955
89587
89488
88521
86587
85159
84915
91378
92729
92194
89664
86285
86858
87184
86629
85220
84816
84831
84957
90951
92134
91790
86625
83324
82719
83614
81640
78665
77828
75728
72187
79357
81329
77304
75576
72932
74291
74988
73302
70483
69848
66466
67610
75091
76207
73454
72008
71362
74250




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59195&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]0 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=59195&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59195&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)59223225.7615819Range27652Trim Var.46692025.6477987
V(Y[t],d=1,D=0)6980891.52600818Range12646Trim Var.3719154.28447025
V(Y[t],d=2,D=0)11191841.2453116Range17076Trim Var.6559495.79034691
V(Y[t],d=3,D=0)26727343.5626566Range28061Trim Var.13368401.1584314
V(Y[t],d=0,D=1)14764195.0567376Range14528Trim Var.10158431.7102207
V(Y[t],d=1,D=1)2304119.37187789Range8366Trim Var.857456.502439024
V(Y[t],d=2,D=1)4945538.38115942Range11588Trim Var.1671978.43525641
V(Y[t],d=3,D=1)15696175.4767677Range21929Trim Var.5991429.72874494
V(Y[t],d=0,D=2)37989091.1587302Range24718Trim Var.25422792.2862903
V(Y[t],d=1,D=2)6815480.98655462Range12389Trim Var.3208986.46451613
V(Y[t],d=2,D=2)16087149.1666667Range19161Trim Var.7750499.8862069
V(Y[t],d=3,D=2)53312587.2348485Range31509Trim Var.28951397.2389163

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 59223225.7615819 & Range & 27652 & Trim Var. & 46692025.6477987 \tabularnewline
V(Y[t],d=1,D=0) & 6980891.52600818 & Range & 12646 & Trim Var. & 3719154.28447025 \tabularnewline
V(Y[t],d=2,D=0) & 11191841.2453116 & Range & 17076 & Trim Var. & 6559495.79034691 \tabularnewline
V(Y[t],d=3,D=0) & 26727343.5626566 & Range & 28061 & Trim Var. & 13368401.1584314 \tabularnewline
V(Y[t],d=0,D=1) & 14764195.0567376 & Range & 14528 & Trim Var. & 10158431.7102207 \tabularnewline
V(Y[t],d=1,D=1) & 2304119.37187789 & Range & 8366 & Trim Var. & 857456.502439024 \tabularnewline
V(Y[t],d=2,D=1) & 4945538.38115942 & Range & 11588 & Trim Var. & 1671978.43525641 \tabularnewline
V(Y[t],d=3,D=1) & 15696175.4767677 & Range & 21929 & Trim Var. & 5991429.72874494 \tabularnewline
V(Y[t],d=0,D=2) & 37989091.1587302 & Range & 24718 & Trim Var. & 25422792.2862903 \tabularnewline
V(Y[t],d=1,D=2) & 6815480.98655462 & Range & 12389 & Trim Var. & 3208986.46451613 \tabularnewline
V(Y[t],d=2,D=2) & 16087149.1666667 & Range & 19161 & Trim Var. & 7750499.8862069 \tabularnewline
V(Y[t],d=3,D=2) & 53312587.2348485 & Range & 31509 & Trim Var. & 28951397.2389163 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59195&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]59223225.7615819[/C][C]Range[/C][C]27652[/C][C]Trim Var.[/C][C]46692025.6477987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]6980891.52600818[/C][C]Range[/C][C]12646[/C][C]Trim Var.[/C][C]3719154.28447025[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]11191841.2453116[/C][C]Range[/C][C]17076[/C][C]Trim Var.[/C][C]6559495.79034691[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]26727343.5626566[/C][C]Range[/C][C]28061[/C][C]Trim Var.[/C][C]13368401.1584314[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]14764195.0567376[/C][C]Range[/C][C]14528[/C][C]Trim Var.[/C][C]10158431.7102207[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2304119.37187789[/C][C]Range[/C][C]8366[/C][C]Trim Var.[/C][C]857456.502439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4945538.38115942[/C][C]Range[/C][C]11588[/C][C]Trim Var.[/C][C]1671978.43525641[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]15696175.4767677[/C][C]Range[/C][C]21929[/C][C]Trim Var.[/C][C]5991429.72874494[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]37989091.1587302[/C][C]Range[/C][C]24718[/C][C]Trim Var.[/C][C]25422792.2862903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6815480.98655462[/C][C]Range[/C][C]12389[/C][C]Trim Var.[/C][C]3208986.46451613[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]16087149.1666667[/C][C]Range[/C][C]19161[/C][C]Trim Var.[/C][C]7750499.8862069[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]53312587.2348485[/C][C]Range[/C][C]31509[/C][C]Trim Var.[/C][C]28951397.2389163[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59195&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59195&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)59223225.7615819Range27652Trim Var.46692025.6477987
V(Y[t],d=1,D=0)6980891.52600818Range12646Trim Var.3719154.28447025
V(Y[t],d=2,D=0)11191841.2453116Range17076Trim Var.6559495.79034691
V(Y[t],d=3,D=0)26727343.5626566Range28061Trim Var.13368401.1584314
V(Y[t],d=0,D=1)14764195.0567376Range14528Trim Var.10158431.7102207
V(Y[t],d=1,D=1)2304119.37187789Range8366Trim Var.857456.502439024
V(Y[t],d=2,D=1)4945538.38115942Range11588Trim Var.1671978.43525641
V(Y[t],d=3,D=1)15696175.4767677Range21929Trim Var.5991429.72874494
V(Y[t],d=0,D=2)37989091.1587302Range24718Trim Var.25422792.2862903
V(Y[t],d=1,D=2)6815480.98655462Range12389Trim Var.3208986.46451613
V(Y[t],d=2,D=2)16087149.1666667Range19161Trim Var.7750499.8862069
V(Y[t],d=3,D=2)53312587.2348485Range31509Trim Var.28951397.2389163



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')