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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 computationSat, 28 Nov 2009 08:38:10 -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/28/t12594227513egmoosvnprts9k.htm/, Retrieved Fri, 03 May 2024 10:08:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61493, Retrieved Fri, 03 May 2024 10:08:47 +0000
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Original text written by user:katrien.deroover@student.lessius.eu
IsPrivate?No (this computation is public)
User-defined keywordsWS8 VRM
Estimated Impact149
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] [WS 8: Variance Re...] [2009-11-25 12:02:13] [b00a5c3d5f6ccb867aa9e2de58adfa61]
-   PD            [Variance Reduction Matrix] [WS8 VRM] [2009-11-28 15:38:10] [b4ff140915b3f24d4faed3d78f95eba4] [Current]
-   PD              [Variance Reduction Matrix] [paper vrm] [2009-12-29 15:57:39] [c620fe7250af73a91c51407172a85dab]
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Dataseries X:
4.2
4
4.9
4.6
4.3
4.3
4.6
5.1
4.8
4.5
4.9
5.1
5.1
5.2
4.5
4.6
4.9
4.6
4.4
3.7
4
4.2
3.9
3.6
3.6
3.2
3.2
3.5
3.6
3.7
3.8
3.8
3.8
3.3
3.3
3.4
3.1
3.5
4.2
4.9
5.1
5.5
5.6
6.4
6.2
7.2
7.8
7.9
7.4
7.5
6.7
5.1
4.6
4.3
3.9
2.6
2.6
1.6
0.9
0.3




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=61493&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=61493&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61493&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)2.16660734463277Range7.6Trim Var.1.08468553459119
V(Y[t],d=1,D=0)0.250900058445354Range2.6Trim Var.0.134085631349782
V(Y[t],d=2,D=0)0.348021778584392Range2.5Trim Var.0.215584313725490
V(Y[t],d=3,D=0)1.01075814536341Range4.5Trim Var.0.596807843137255
V(Y[t],d=0,D=1)6.60835106382979Range12.1Trim Var.2.83210220673635
V(Y[t],d=1,D=1)0.683755781683626Range3.8Trim Var.0.377512195121951
V(Y[t],d=2,D=1)0.994183574879228Range4.5Trim Var.0.542846153846154
V(Y[t],d=3,D=1)2.91979797979798Range8.4Trim Var.1.55641025641026
V(Y[t],d=0,D=2)18.6244682539683Range17.2Trim Var.10.3126451612903
V(Y[t],d=1,D=2)1.76475630252101Range5.8Trim Var.0.997913978494624
V(Y[t],d=2,D=2)2.72696078431373Range7.2Trim Var.1.60119540229885
V(Y[t],d=3,D=2)8.00376893939395Range12.9Trim Var.3.93881773399015

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2.16660734463277 & Range & 7.6 & Trim Var. & 1.08468553459119 \tabularnewline
V(Y[t],d=1,D=0) & 0.250900058445354 & Range & 2.6 & Trim Var. & 0.134085631349782 \tabularnewline
V(Y[t],d=2,D=0) & 0.348021778584392 & Range & 2.5 & Trim Var. & 0.215584313725490 \tabularnewline
V(Y[t],d=3,D=0) & 1.01075814536341 & Range & 4.5 & Trim Var. & 0.596807843137255 \tabularnewline
V(Y[t],d=0,D=1) & 6.60835106382979 & Range & 12.1 & Trim Var. & 2.83210220673635 \tabularnewline
V(Y[t],d=1,D=1) & 0.683755781683626 & Range & 3.8 & Trim Var. & 0.377512195121951 \tabularnewline
V(Y[t],d=2,D=1) & 0.994183574879228 & Range & 4.5 & Trim Var. & 0.542846153846154 \tabularnewline
V(Y[t],d=3,D=1) & 2.91979797979798 & Range & 8.4 & Trim Var. & 1.55641025641026 \tabularnewline
V(Y[t],d=0,D=2) & 18.6244682539683 & Range & 17.2 & Trim Var. & 10.3126451612903 \tabularnewline
V(Y[t],d=1,D=2) & 1.76475630252101 & Range & 5.8 & Trim Var. & 0.997913978494624 \tabularnewline
V(Y[t],d=2,D=2) & 2.72696078431373 & Range & 7.2 & Trim Var. & 1.60119540229885 \tabularnewline
V(Y[t],d=3,D=2) & 8.00376893939395 & Range & 12.9 & Trim Var. & 3.93881773399015 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61493&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2.16660734463277[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]1.08468553459119[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.250900058445354[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.134085631349782[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.348021778584392[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.215584313725490[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.01075814536341[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.596807843137255[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6.60835106382979[/C][C]Range[/C][C]12.1[/C][C]Trim Var.[/C][C]2.83210220673635[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.683755781683626[/C][C]Range[/C][C]3.8[/C][C]Trim Var.[/C][C]0.377512195121951[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.994183574879228[/C][C]Range[/C][C]4.5[/C][C]Trim Var.[/C][C]0.542846153846154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2.91979797979798[/C][C]Range[/C][C]8.4[/C][C]Trim Var.[/C][C]1.55641025641026[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]18.6244682539683[/C][C]Range[/C][C]17.2[/C][C]Trim Var.[/C][C]10.3126451612903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.76475630252101[/C][C]Range[/C][C]5.8[/C][C]Trim Var.[/C][C]0.997913978494624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.72696078431373[/C][C]Range[/C][C]7.2[/C][C]Trim Var.[/C][C]1.60119540229885[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8.00376893939395[/C][C]Range[/C][C]12.9[/C][C]Trim Var.[/C][C]3.93881773399015[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61493&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61493&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)2.16660734463277Range7.6Trim Var.1.08468553459119
V(Y[t],d=1,D=0)0.250900058445354Range2.6Trim Var.0.134085631349782
V(Y[t],d=2,D=0)0.348021778584392Range2.5Trim Var.0.215584313725490
V(Y[t],d=3,D=0)1.01075814536341Range4.5Trim Var.0.596807843137255
V(Y[t],d=0,D=1)6.60835106382979Range12.1Trim Var.2.83210220673635
V(Y[t],d=1,D=1)0.683755781683626Range3.8Trim Var.0.377512195121951
V(Y[t],d=2,D=1)0.994183574879228Range4.5Trim Var.0.542846153846154
V(Y[t],d=3,D=1)2.91979797979798Range8.4Trim Var.1.55641025641026
V(Y[t],d=0,D=2)18.6244682539683Range17.2Trim Var.10.3126451612903
V(Y[t],d=1,D=2)1.76475630252101Range5.8Trim Var.0.997913978494624
V(Y[t],d=2,D=2)2.72696078431373Range7.2Trim Var.1.60119540229885
V(Y[t],d=3,D=2)8.00376893939395Range12.9Trim Var.3.93881773399015



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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')