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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 computationFri, 27 Nov 2009 05:41:34 -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/27/t1259325834s5sj8l60a6zxp7q.htm/, Retrieved Mon, 29 Apr 2024 18:28:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60664, Retrieved Mon, 29 Apr 2024 18:28:12 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsshwws8vr4
Estimated Impact158
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]
- R  D          [Variance Reduction Matrix] [] [2009-11-27 12:41:34] [4407d6264e55b051ec65750e6dca2820] [Current]
-    D            [Variance Reduction Matrix] [] [2010-12-24 14:50:16] [6e5489189f7de5cfbcc25dd35ae15009]
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Dataseries X:
15912,8
13866,5
17823,2
17872
17420,4
16704,4
15991,2
16583,6
19123,5
17838,7
17209,4
18586,5
16258,1
15141,6
19202,1
17746,5
19090,1
18040,3
17515,5
17751,8
21072,4
17170
19439,5
19795,4
17574,9
16165,4
19464,6
19932,1
19961,2
17343,4
18924,2
18574,1
21350,6
18594,6
19823,1
20844,4
19640,2
17735,4
19813,6
22160
20664,3
17877,4
20906,5
21164,1
21374,4
22952,3
21343,5
23899,3
22392,9
18274,1
22786,7
22321,5
17842,2
16373,5
15993,8
16446,1
17729
16643
16196,7
18252,1
17304




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=60664&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=60664&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60664&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)4621286.32979235Range10032.8Trim Var.2891646.55316401
V(Y[t],d=1,D=0)4296880.95270056Range8991.9Trim Var.2806600.45825646
V(Y[t],d=2,D=0)11537185.527744Range15854.4Trim Var.7832715.35421625
V(Y[t],d=3,D=0)34457762.2283515Range27004.1Trim Var.22781794.6133786
V(Y[t],d=0,D=1)6239793.9147534Range10667Trim Var.3791514.35880399
V(Y[t],d=1,D=1)2927192.4475Range7742.7Trim Var.1846056.65902439
V(Y[t],d=2,D=1)9334622.85259019Range14071.3Trim Var.5711316.98051219
V(Y[t],d=3,D=1)32481556.4829613Range25614.3Trim Var.19539423.2223013
V(Y[t],d=0,D=2)11558422.9513063Range13600.1Trim Var.7458922.69746212
V(Y[t],d=1,D=2)6727486.46535714Range10997.6Trim Var.4328904.36112903
V(Y[t],d=2,D=2)22265003.3576975Range21634.2Trim Var.14036759.6913978
V(Y[t],d=3,D=2)78372205.5497058Range38666.5Trim Var.49478427.5354023

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4621286.32979235 & Range & 10032.8 & Trim Var. & 2891646.55316401 \tabularnewline
V(Y[t],d=1,D=0) & 4296880.95270056 & Range & 8991.9 & Trim Var. & 2806600.45825646 \tabularnewline
V(Y[t],d=2,D=0) & 11537185.527744 & Range & 15854.4 & Trim Var. & 7832715.35421625 \tabularnewline
V(Y[t],d=3,D=0) & 34457762.2283515 & Range & 27004.1 & Trim Var. & 22781794.6133786 \tabularnewline
V(Y[t],d=0,D=1) & 6239793.9147534 & Range & 10667 & Trim Var. & 3791514.35880399 \tabularnewline
V(Y[t],d=1,D=1) & 2927192.4475 & Range & 7742.7 & Trim Var. & 1846056.65902439 \tabularnewline
V(Y[t],d=2,D=1) & 9334622.85259019 & Range & 14071.3 & Trim Var. & 5711316.98051219 \tabularnewline
V(Y[t],d=3,D=1) & 32481556.4829613 & Range & 25614.3 & Trim Var. & 19539423.2223013 \tabularnewline
V(Y[t],d=0,D=2) & 11558422.9513063 & Range & 13600.1 & Trim Var. & 7458922.69746212 \tabularnewline
V(Y[t],d=1,D=2) & 6727486.46535714 & Range & 10997.6 & Trim Var. & 4328904.36112903 \tabularnewline
V(Y[t],d=2,D=2) & 22265003.3576975 & Range & 21634.2 & Trim Var. & 14036759.6913978 \tabularnewline
V(Y[t],d=3,D=2) & 78372205.5497058 & Range & 38666.5 & Trim Var. & 49478427.5354023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60664&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4621286.32979235[/C][C]Range[/C][C]10032.8[/C][C]Trim Var.[/C][C]2891646.55316401[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4296880.95270056[/C][C]Range[/C][C]8991.9[/C][C]Trim Var.[/C][C]2806600.45825646[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]11537185.527744[/C][C]Range[/C][C]15854.4[/C][C]Trim Var.[/C][C]7832715.35421625[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]34457762.2283515[/C][C]Range[/C][C]27004.1[/C][C]Trim Var.[/C][C]22781794.6133786[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6239793.9147534[/C][C]Range[/C][C]10667[/C][C]Trim Var.[/C][C]3791514.35880399[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2927192.4475[/C][C]Range[/C][C]7742.7[/C][C]Trim Var.[/C][C]1846056.65902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]9334622.85259019[/C][C]Range[/C][C]14071.3[/C][C]Trim Var.[/C][C]5711316.98051219[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]32481556.4829613[/C][C]Range[/C][C]25614.3[/C][C]Trim Var.[/C][C]19539423.2223013[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11558422.9513063[/C][C]Range[/C][C]13600.1[/C][C]Trim Var.[/C][C]7458922.69746212[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6727486.46535714[/C][C]Range[/C][C]10997.6[/C][C]Trim Var.[/C][C]4328904.36112903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]22265003.3576975[/C][C]Range[/C][C]21634.2[/C][C]Trim Var.[/C][C]14036759.6913978[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]78372205.5497058[/C][C]Range[/C][C]38666.5[/C][C]Trim Var.[/C][C]49478427.5354023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60664&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60664&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)4621286.32979235Range10032.8Trim Var.2891646.55316401
V(Y[t],d=1,D=0)4296880.95270056Range8991.9Trim Var.2806600.45825646
V(Y[t],d=2,D=0)11537185.527744Range15854.4Trim Var.7832715.35421625
V(Y[t],d=3,D=0)34457762.2283515Range27004.1Trim Var.22781794.6133786
V(Y[t],d=0,D=1)6239793.9147534Range10667Trim Var.3791514.35880399
V(Y[t],d=1,D=1)2927192.4475Range7742.7Trim Var.1846056.65902439
V(Y[t],d=2,D=1)9334622.85259019Range14071.3Trim Var.5711316.98051219
V(Y[t],d=3,D=1)32481556.4829613Range25614.3Trim Var.19539423.2223013
V(Y[t],d=0,D=2)11558422.9513063Range13600.1Trim Var.7458922.69746212
V(Y[t],d=1,D=2)6727486.46535714Range10997.6Trim Var.4328904.36112903
V(Y[t],d=2,D=2)22265003.3576975Range21634.2Trim Var.14036759.6913978
V(Y[t],d=3,D=2)78372205.5497058Range38666.5Trim Var.49478427.5354023



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')