Free Statistics

of Irreproducible Research!

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 computationThu, 01 Dec 2011 12:22:28 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/01/t132276016840qu6h1lxggfpzk.htm/, Retrieved Fri, 29 Mar 2024 12:57:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=149880, Retrieved Fri, 29 Mar 2024 12:57:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact74
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD    [Variance Reduction Matrix] [] [2011-12-01 17:22:28] [79818163420d1233b8d9d93d595e6c9e] [Current]
Feedback Forum

Post a new message
Dataseries X:
579
572
560
551
537
541
588
607
599
578
563
566
561
554
540
526
512
505
554
584
569
540
522
526
527
516
503
489
479
475
524
552
532
511
492
492
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149880&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149880&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149880&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'Gertrude Mary Cox' @ cox.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)2069.02372881356Range176Trim Var.1548.24178895877
V(Y[t],d=1,D=0)419.522501461134Range85Trim Var.217.405714285714
V(Y[t],d=2,D=0)532.423774954628Range111Trim Var.272.514328808446
V(Y[t],d=3,D=0)1034.33897243108Range142Trim Var.602.158431372549
V(Y[t],d=0,D=1)213.992907801418Range59Trim Var.114.149245063879
V(Y[t],d=1,D=1)37.5457909343201Range34Trim Var.17.5439024390244
V(Y[t],d=2,D=1)89.5478260869565Range48Trim Var.45.5794871794872
V(Y[t],d=3,D=1)268.831313131313Range88Trim Var.125.300944669366
V(Y[t],d=0,D=2)306.787301587302Range64Trim Var.183.518279569892
V(Y[t],d=1,D=2)67.7512605042017Range36Trim Var.41.3225806451613
V(Y[t],d=2,D=2)177.023172905526Range57Trim Var.109.274712643678
V(Y[t],d=3,D=2)553.030303030303Range108Trim Var.302.37684729064

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2069.02372881356 & Range & 176 & Trim Var. & 1548.24178895877 \tabularnewline
V(Y[t],d=1,D=0) & 419.522501461134 & Range & 85 & Trim Var. & 217.405714285714 \tabularnewline
V(Y[t],d=2,D=0) & 532.423774954628 & Range & 111 & Trim Var. & 272.514328808446 \tabularnewline
V(Y[t],d=3,D=0) & 1034.33897243108 & Range & 142 & Trim Var. & 602.158431372549 \tabularnewline
V(Y[t],d=0,D=1) & 213.992907801418 & Range & 59 & Trim Var. & 114.149245063879 \tabularnewline
V(Y[t],d=1,D=1) & 37.5457909343201 & Range & 34 & Trim Var. & 17.5439024390244 \tabularnewline
V(Y[t],d=2,D=1) & 89.5478260869565 & Range & 48 & Trim Var. & 45.5794871794872 \tabularnewline
V(Y[t],d=3,D=1) & 268.831313131313 & Range & 88 & Trim Var. & 125.300944669366 \tabularnewline
V(Y[t],d=0,D=2) & 306.787301587302 & Range & 64 & Trim Var. & 183.518279569892 \tabularnewline
V(Y[t],d=1,D=2) & 67.7512605042017 & Range & 36 & Trim Var. & 41.3225806451613 \tabularnewline
V(Y[t],d=2,D=2) & 177.023172905526 & Range & 57 & Trim Var. & 109.274712643678 \tabularnewline
V(Y[t],d=3,D=2) & 553.030303030303 & Range & 108 & Trim Var. & 302.37684729064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=149880&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2069.02372881356[/C][C]Range[/C][C]176[/C][C]Trim Var.[/C][C]1548.24178895877[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]419.522501461134[/C][C]Range[/C][C]85[/C][C]Trim Var.[/C][C]217.405714285714[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]532.423774954628[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]272.514328808446[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1034.33897243108[/C][C]Range[/C][C]142[/C][C]Trim Var.[/C][C]602.158431372549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]213.992907801418[/C][C]Range[/C][C]59[/C][C]Trim Var.[/C][C]114.149245063879[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]37.5457909343201[/C][C]Range[/C][C]34[/C][C]Trim Var.[/C][C]17.5439024390244[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]89.5478260869565[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]45.5794871794872[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]268.831313131313[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]125.300944669366[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]306.787301587302[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]183.518279569892[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]67.7512605042017[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]41.3225806451613[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]177.023172905526[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]109.274712643678[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]553.030303030303[/C][C]Range[/C][C]108[/C][C]Trim Var.[/C][C]302.37684729064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=149880&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=149880&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)2069.02372881356Range176Trim Var.1548.24178895877
V(Y[t],d=1,D=0)419.522501461134Range85Trim Var.217.405714285714
V(Y[t],d=2,D=0)532.423774954628Range111Trim Var.272.514328808446
V(Y[t],d=3,D=0)1034.33897243108Range142Trim Var.602.158431372549
V(Y[t],d=0,D=1)213.992907801418Range59Trim Var.114.149245063879
V(Y[t],d=1,D=1)37.5457909343201Range34Trim Var.17.5439024390244
V(Y[t],d=2,D=1)89.5478260869565Range48Trim Var.45.5794871794872
V(Y[t],d=3,D=1)268.831313131313Range88Trim Var.125.300944669366
V(Y[t],d=0,D=2)306.787301587302Range64Trim Var.183.518279569892
V(Y[t],d=1,D=2)67.7512605042017Range36Trim Var.41.3225806451613
V(Y[t],d=2,D=2)177.023172905526Range57Trim Var.109.274712643678
V(Y[t],d=3,D=2)553.030303030303Range108Trim Var.302.37684729064



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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()