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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 computationSun, 29 Nov 2009 10:52:17 -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/29/t1259517177mvcxyi9rchgujsi.htm/, Retrieved Fri, 19 Apr 2024 07:45:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61668, Retrieved Fri, 19 Apr 2024 07:45:14 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [WS82] [2009-11-29 17:52:17] [b406b824746c89e17d2637b66f6fb2ee] [Current]
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Dataseries X:
104.89
105.15
105.24
105.57
105.62
106.17
106.27
106.41
106.94
107.16
107.32
107.32
107.35
107.55
107.87
108.37
108.38
107.92
108.03
108.14
108.3
108.64
108.66
109.04
109.03
109.03
109.54
109.75
109.83
109.65
109.82
109.95
110.12
110.15
110.21
109.99
110.14
110.14
110.81
110.97
110.99
109.73
109.81
110.02
110.18
110.21
110.25
110.36
110.51
110.6
110.95
111.18
111.19
111.69
111.7
111.83
111.77
111.73
112.01
111.86
112.04




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=61668&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=61668&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61668&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)3.75452092896175Range7.15Trim Var.2.51622851959362
V(Y[t],d=1,D=0)0.0711060734463275Range1.92999999999999Trim Var.0.0220698812019571
V(Y[t],d=2,D=0)0.142470543541788Range2.61999999999998Trim Var.0.0683206821480411
V(Y[t],d=3,D=0)0.420022625529339Range3.82999999999997Trim Var.0.218964819004527
V(Y[t],d=0,D=1)0.586932568027211Range2.81Trim Var.0.409320598006644
V(Y[t],d=1,D=1)0.146035771276595Range2.83999999999999Trim Var.0.0237145760743325
V(Y[t],d=2,D=1)0.315267992599444Range3.59999999999998Trim Var.0.100462195121953
V(Y[t],d=3,D=1)0.98051555555555Range5.60999999999999Trim Var.0.451179230769231
V(Y[t],d=0,D=2)1.28936666666667Range3.69999999999997Trim Var.1.01569659090909
V(Y[t],d=1,D=2)0.427595873015872Range4.19999999999999Trim Var.0.0816128024193553
V(Y[t],d=2,D=2)0.905261008403359Range5.60999999999999Trim Var.0.401326451612901
V(Y[t],d=3,D=2)2.79720748663101Range8.46999999999998Trim Var.1.36303505747127

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3.75452092896175 & Range & 7.15 & Trim Var. & 2.51622851959362 \tabularnewline
V(Y[t],d=1,D=0) & 0.0711060734463275 & Range & 1.92999999999999 & Trim Var. & 0.0220698812019571 \tabularnewline
V(Y[t],d=2,D=0) & 0.142470543541788 & Range & 2.61999999999998 & Trim Var. & 0.0683206821480411 \tabularnewline
V(Y[t],d=3,D=0) & 0.420022625529339 & Range & 3.82999999999997 & Trim Var. & 0.218964819004527 \tabularnewline
V(Y[t],d=0,D=1) & 0.586932568027211 & Range & 2.81 & Trim Var. & 0.409320598006644 \tabularnewline
V(Y[t],d=1,D=1) & 0.146035771276595 & Range & 2.83999999999999 & Trim Var. & 0.0237145760743325 \tabularnewline
V(Y[t],d=2,D=1) & 0.315267992599444 & Range & 3.59999999999998 & Trim Var. & 0.100462195121953 \tabularnewline
V(Y[t],d=3,D=1) & 0.98051555555555 & Range & 5.60999999999999 & Trim Var. & 0.451179230769231 \tabularnewline
V(Y[t],d=0,D=2) & 1.28936666666667 & Range & 3.69999999999997 & Trim Var. & 1.01569659090909 \tabularnewline
V(Y[t],d=1,D=2) & 0.427595873015872 & Range & 4.19999999999999 & Trim Var. & 0.0816128024193553 \tabularnewline
V(Y[t],d=2,D=2) & 0.905261008403359 & Range & 5.60999999999999 & Trim Var. & 0.401326451612901 \tabularnewline
V(Y[t],d=3,D=2) & 2.79720748663101 & Range & 8.46999999999998 & Trim Var. & 1.36303505747127 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61668&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3.75452092896175[/C][C]Range[/C][C]7.15[/C][C]Trim Var.[/C][C]2.51622851959362[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0711060734463275[/C][C]Range[/C][C]1.92999999999999[/C][C]Trim Var.[/C][C]0.0220698812019571[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.142470543541788[/C][C]Range[/C][C]2.61999999999998[/C][C]Trim Var.[/C][C]0.0683206821480411[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.420022625529339[/C][C]Range[/C][C]3.82999999999997[/C][C]Trim Var.[/C][C]0.218964819004527[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.586932568027211[/C][C]Range[/C][C]2.81[/C][C]Trim Var.[/C][C]0.409320598006644[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.146035771276595[/C][C]Range[/C][C]2.83999999999999[/C][C]Trim Var.[/C][C]0.0237145760743325[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.315267992599444[/C][C]Range[/C][C]3.59999999999998[/C][C]Trim Var.[/C][C]0.100462195121953[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.98051555555555[/C][C]Range[/C][C]5.60999999999999[/C][C]Trim Var.[/C][C]0.451179230769231[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.28936666666667[/C][C]Range[/C][C]3.69999999999997[/C][C]Trim Var.[/C][C]1.01569659090909[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.427595873015872[/C][C]Range[/C][C]4.19999999999999[/C][C]Trim Var.[/C][C]0.0816128024193553[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.905261008403359[/C][C]Range[/C][C]5.60999999999999[/C][C]Trim Var.[/C][C]0.401326451612901[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.79720748663101[/C][C]Range[/C][C]8.46999999999998[/C][C]Trim Var.[/C][C]1.36303505747127[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61668&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61668&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)3.75452092896175Range7.15Trim Var.2.51622851959362
V(Y[t],d=1,D=0)0.0711060734463275Range1.92999999999999Trim Var.0.0220698812019571
V(Y[t],d=2,D=0)0.142470543541788Range2.61999999999998Trim Var.0.0683206821480411
V(Y[t],d=3,D=0)0.420022625529339Range3.82999999999997Trim Var.0.218964819004527
V(Y[t],d=0,D=1)0.586932568027211Range2.81Trim Var.0.409320598006644
V(Y[t],d=1,D=1)0.146035771276595Range2.83999999999999Trim Var.0.0237145760743325
V(Y[t],d=2,D=1)0.315267992599444Range3.59999999999998Trim Var.0.100462195121953
V(Y[t],d=3,D=1)0.98051555555555Range5.60999999999999Trim Var.0.451179230769231
V(Y[t],d=0,D=2)1.28936666666667Range3.69999999999997Trim Var.1.01569659090909
V(Y[t],d=1,D=2)0.427595873015872Range4.19999999999999Trim Var.0.0816128024193553
V(Y[t],d=2,D=2)0.905261008403359Range5.60999999999999Trim Var.0.401326451612901
V(Y[t],d=3,D=2)2.79720748663101Range8.46999999999998Trim Var.1.36303505747127



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')