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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 11:54:05 -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/t12593483683rl6514vceb4fd0.htm/, Retrieved Mon, 29 Apr 2024 19:48:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61129, Retrieved Mon, 29 Apr 2024 19:48:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsKVN WS8
Estimated Impact130
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       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
- RMPD          [Variance Reduction Matrix] [VRM WS8] [2009-11-27 18:54:05] [f1100e00818182135823a11ccbd0f3b9] [Current]
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Dataseries X:
9487
8700
9627
8947
9283
8829
9947
9628
9318
9605
8640
9214
9567
8547
9185
9470
9123
9278
10170
9434
9655
9429
8739
9552
9687
9019
9672
9206
9069
9788
10312
10105
9863
9656
9295
9946
9701
9049
10190
9706
9765
9893
9994
10433
10073
10112
9266
9820
10097
9115
10411
9678
10408
10153
10368
10581
10597
10680
9738
9556




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=61129&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=61129&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61129&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)268982.888135593Range2133Trim Var.186957.125436758
V(Y[t],d=1,D=0)350216.591466978Range2316Trim Var.252695.97532656
V(Y[t],d=2,D=0)1079949.44252874Range4307Trim Var.800263.7239819
V(Y[t],d=3,D=0)3614821.51879699Range7844Trim Var.2545850.87843137
V(Y[t],d=0,D=1)85209.7335992908Range1138Trim Var.54973.3597560976
V(Y[t],d=1,D=1)177779.004625347Range1716Trim Var.120107.809756098
V(Y[t],d=2,D=1)521317.440096618Range2940Trim Var.363077.651282051
V(Y[t],d=3,D=1)1758022.74949495Range5842Trim Var.1186869.16734143
V(Y[t],d=0,D=2)194670.177777778Range1716Trim Var.138027.866935484
V(Y[t],d=1,D=2)378702.492436975Range2662Trim Var.228885.197849462
V(Y[t],d=2,D=2)1031590.06060606Range4629Trim Var.587646.171264368
V(Y[t],d=3,D=2)3275753.55113636Range8176Trim Var.1766893.43349754

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 268982.888135593 & Range & 2133 & Trim Var. & 186957.125436758 \tabularnewline
V(Y[t],d=1,D=0) & 350216.591466978 & Range & 2316 & Trim Var. & 252695.97532656 \tabularnewline
V(Y[t],d=2,D=0) & 1079949.44252874 & Range & 4307 & Trim Var. & 800263.7239819 \tabularnewline
V(Y[t],d=3,D=0) & 3614821.51879699 & Range & 7844 & Trim Var. & 2545850.87843137 \tabularnewline
V(Y[t],d=0,D=1) & 85209.7335992908 & Range & 1138 & Trim Var. & 54973.3597560976 \tabularnewline
V(Y[t],d=1,D=1) & 177779.004625347 & Range & 1716 & Trim Var. & 120107.809756098 \tabularnewline
V(Y[t],d=2,D=1) & 521317.440096618 & Range & 2940 & Trim Var. & 363077.651282051 \tabularnewline
V(Y[t],d=3,D=1) & 1758022.74949495 & Range & 5842 & Trim Var. & 1186869.16734143 \tabularnewline
V(Y[t],d=0,D=2) & 194670.177777778 & Range & 1716 & Trim Var. & 138027.866935484 \tabularnewline
V(Y[t],d=1,D=2) & 378702.492436975 & Range & 2662 & Trim Var. & 228885.197849462 \tabularnewline
V(Y[t],d=2,D=2) & 1031590.06060606 & Range & 4629 & Trim Var. & 587646.171264368 \tabularnewline
V(Y[t],d=3,D=2) & 3275753.55113636 & Range & 8176 & Trim Var. & 1766893.43349754 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61129&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]268982.888135593[/C][C]Range[/C][C]2133[/C][C]Trim Var.[/C][C]186957.125436758[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]350216.591466978[/C][C]Range[/C][C]2316[/C][C]Trim Var.[/C][C]252695.97532656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1079949.44252874[/C][C]Range[/C][C]4307[/C][C]Trim Var.[/C][C]800263.7239819[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3614821.51879699[/C][C]Range[/C][C]7844[/C][C]Trim Var.[/C][C]2545850.87843137[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]85209.7335992908[/C][C]Range[/C][C]1138[/C][C]Trim Var.[/C][C]54973.3597560976[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]177779.004625347[/C][C]Range[/C][C]1716[/C][C]Trim Var.[/C][C]120107.809756098[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]521317.440096618[/C][C]Range[/C][C]2940[/C][C]Trim Var.[/C][C]363077.651282051[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1758022.74949495[/C][C]Range[/C][C]5842[/C][C]Trim Var.[/C][C]1186869.16734143[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]194670.177777778[/C][C]Range[/C][C]1716[/C][C]Trim Var.[/C][C]138027.866935484[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]378702.492436975[/C][C]Range[/C][C]2662[/C][C]Trim Var.[/C][C]228885.197849462[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1031590.06060606[/C][C]Range[/C][C]4629[/C][C]Trim Var.[/C][C]587646.171264368[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3275753.55113636[/C][C]Range[/C][C]8176[/C][C]Trim Var.[/C][C]1766893.43349754[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61129&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61129&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)268982.888135593Range2133Trim Var.186957.125436758
V(Y[t],d=1,D=0)350216.591466978Range2316Trim Var.252695.97532656
V(Y[t],d=2,D=0)1079949.44252874Range4307Trim Var.800263.7239819
V(Y[t],d=3,D=0)3614821.51879699Range7844Trim Var.2545850.87843137
V(Y[t],d=0,D=1)85209.7335992908Range1138Trim Var.54973.3597560976
V(Y[t],d=1,D=1)177779.004625347Range1716Trim Var.120107.809756098
V(Y[t],d=2,D=1)521317.440096618Range2940Trim Var.363077.651282051
V(Y[t],d=3,D=1)1758022.74949495Range5842Trim Var.1186869.16734143
V(Y[t],d=0,D=2)194670.177777778Range1716Trim Var.138027.866935484
V(Y[t],d=1,D=2)378702.492436975Range2662Trim Var.228885.197849462
V(Y[t],d=2,D=2)1031590.06060606Range4629Trim Var.587646.171264368
V(Y[t],d=3,D=2)3275753.55113636Range8176Trim Var.1766893.43349754



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')