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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 06:04:08 -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/t1259327085087rwr5p0dwu4r6.htm/, Retrieved Mon, 29 Apr 2024 19:28:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60698, Retrieved Mon, 29 Apr 2024 19:28:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact127
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] [WS8] [2009-11-27 13:04:08] [40cfc51151e9382b81a5fb0c269b074d] [Current]
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Dataseries X:
286602
283042
276687
277915
277128
277103
275037
270150
267140
264993
287259
291186
292300
288186
281477
282656
280190
280408
276836
275216
274352
271311
289802
290726
292300
278506
269826
265861
269034
264176
255198
253353
246057
235372
258556
260993
254663
250643
243422
247105
248541
245039
237080
237085
225554
226839
247934
248333
246969
245098
246263
255765
264319
268347
273046
273963
267430
271993
292710
295881
293299




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=60698&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=60698&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60698&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)329728430.328962Range70327Trim Var.217513705.396682
V(Y[t],d=1,D=0)61978870.4776836Range36978Trim Var.32666008.3647799
V(Y[t],d=2,D=0)109775645.765634Range54616Trim Var.56891182.1777939
V(Y[t],d=3,D=0)297385504.842105Range91874Trim Var.155081322.405354
V(Y[t],d=0,D=1)523117671.625Range85185Trim Var.352229305.681063
V(Y[t],d=1,D=1)25326502.5106383Range22338Trim Var.14330128.5853659
V(Y[t],d=2,D=1)46265231.6355227Range31737Trim Var.23695992.9756098
V(Y[t],d=3,D=1)152660448.836715Range57359Trim Var.83738977.8967949
V(Y[t],d=0,D=2)1039967815.64414Range104636Trim Var.848220215.092803
V(Y[t],d=1,D=2)65705173.4253968Range28740Trim Var.46145217.2903226
V(Y[t],d=2,D=2)162429339.996639Range54214Trim Var.110939200.492473
V(Y[t],d=3,D=2)548097633.501783Range84540Trim Var.392052519.978161

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 329728430.328962 & Range & 70327 & Trim Var. & 217513705.396682 \tabularnewline
V(Y[t],d=1,D=0) & 61978870.4776836 & Range & 36978 & Trim Var. & 32666008.3647799 \tabularnewline
V(Y[t],d=2,D=0) & 109775645.765634 & Range & 54616 & Trim Var. & 56891182.1777939 \tabularnewline
V(Y[t],d=3,D=0) & 297385504.842105 & Range & 91874 & Trim Var. & 155081322.405354 \tabularnewline
V(Y[t],d=0,D=1) & 523117671.625 & Range & 85185 & Trim Var. & 352229305.681063 \tabularnewline
V(Y[t],d=1,D=1) & 25326502.5106383 & Range & 22338 & Trim Var. & 14330128.5853659 \tabularnewline
V(Y[t],d=2,D=1) & 46265231.6355227 & Range & 31737 & Trim Var. & 23695992.9756098 \tabularnewline
V(Y[t],d=3,D=1) & 152660448.836715 & Range & 57359 & Trim Var. & 83738977.8967949 \tabularnewline
V(Y[t],d=0,D=2) & 1039967815.64414 & Range & 104636 & Trim Var. & 848220215.092803 \tabularnewline
V(Y[t],d=1,D=2) & 65705173.4253968 & Range & 28740 & Trim Var. & 46145217.2903226 \tabularnewline
V(Y[t],d=2,D=2) & 162429339.996639 & Range & 54214 & Trim Var. & 110939200.492473 \tabularnewline
V(Y[t],d=3,D=2) & 548097633.501783 & Range & 84540 & Trim Var. & 392052519.978161 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60698&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]329728430.328962[/C][C]Range[/C][C]70327[/C][C]Trim Var.[/C][C]217513705.396682[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]61978870.4776836[/C][C]Range[/C][C]36978[/C][C]Trim Var.[/C][C]32666008.3647799[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]109775645.765634[/C][C]Range[/C][C]54616[/C][C]Trim Var.[/C][C]56891182.1777939[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]297385504.842105[/C][C]Range[/C][C]91874[/C][C]Trim Var.[/C][C]155081322.405354[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]523117671.625[/C][C]Range[/C][C]85185[/C][C]Trim Var.[/C][C]352229305.681063[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25326502.5106383[/C][C]Range[/C][C]22338[/C][C]Trim Var.[/C][C]14330128.5853659[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]46265231.6355227[/C][C]Range[/C][C]31737[/C][C]Trim Var.[/C][C]23695992.9756098[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]152660448.836715[/C][C]Range[/C][C]57359[/C][C]Trim Var.[/C][C]83738977.8967949[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1039967815.64414[/C][C]Range[/C][C]104636[/C][C]Trim Var.[/C][C]848220215.092803[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]65705173.4253968[/C][C]Range[/C][C]28740[/C][C]Trim Var.[/C][C]46145217.2903226[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]162429339.996639[/C][C]Range[/C][C]54214[/C][C]Trim Var.[/C][C]110939200.492473[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]548097633.501783[/C][C]Range[/C][C]84540[/C][C]Trim Var.[/C][C]392052519.978161[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60698&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60698&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)329728430.328962Range70327Trim Var.217513705.396682
V(Y[t],d=1,D=0)61978870.4776836Range36978Trim Var.32666008.3647799
V(Y[t],d=2,D=0)109775645.765634Range54616Trim Var.56891182.1777939
V(Y[t],d=3,D=0)297385504.842105Range91874Trim Var.155081322.405354
V(Y[t],d=0,D=1)523117671.625Range85185Trim Var.352229305.681063
V(Y[t],d=1,D=1)25326502.5106383Range22338Trim Var.14330128.5853659
V(Y[t],d=2,D=1)46265231.6355227Range31737Trim Var.23695992.9756098
V(Y[t],d=3,D=1)152660448.836715Range57359Trim Var.83738977.8967949
V(Y[t],d=0,D=2)1039967815.64414Range104636Trim Var.848220215.092803
V(Y[t],d=1,D=2)65705173.4253968Range28740Trim Var.46145217.2903226
V(Y[t],d=2,D=2)162429339.996639Range54214Trim Var.110939200.492473
V(Y[t],d=3,D=2)548097633.501783Range84540Trim Var.392052519.978161



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')