Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 06 Dec 2011 18:06:57 -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/06/t1323212833hhrzyhelrtt8mdq.htm/, Retrieved Mon, 29 Apr 2024 07:40:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=152028, Retrieved Mon, 29 Apr 2024 07:40:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
F   PD  [Variance Reduction Matrix] [WS9: VRM1] [2010-12-03 10:32:23] [1fd136673b2a4fecb5c545b9b4a05d64]
- R PD      [Variance Reduction Matrix] [] [2011-12-06 23:06:57] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum

Post a new message
Dataseries X:
6.7
6.9
7.2
7.1
6.5
6.6
6.7
6.9
7.1
7.4
7.6
7.8
8.1
8.5
8.7
8.8
8
8
8.3
8.5
8.7
8.6
8.3
7.9
7.9
8.1
8.3
8.1
7.4
7.3
7.7
8
8
7.7
6.9
6.6
6.9




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Herman Ole Andreas Wold' @ wold.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 & 0 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152028&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152028&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152028&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 time0 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.472702702702703Range2.3Trim Var.0.331978494623656
V(Y[t],d=1,D=0)0.111968253968254Range1.2Trim Var.0.0738306451612903
V(Y[t],d=2,D=0)0.146168067226891Range1.7Trim Var.0.0926666666666667
V(Y[t],d=3,D=0)0.290989304812835Range2.50000000000001Trim Var.0.142172413793103
V(Y[t],d=0,D=1)1.2525Range3.1Trim Var.1.04961904761905
V(Y[t],d=1,D=1)0.0608695652173915Range0.900000000000001Trim Var.0.0388421052631579
V(Y[t],d=2,D=1)0.0777075098814236Range1Trim Var.0.0483040935672519
V(Y[t],d=3,D=1)0.210411255411258Range1.60000000000001Trim Var.0.133986928104577
V(Y[t],d=0,D=2)0.187307692307692Range1.6Trim Var.0.0709090909090909
V(Y[t],d=1,D=2)0.127878787878789Range1.2Trim Var.0.0760000000000004
V(Y[t],d=2,D=2)0.208909090909094Range1.40000000000001Trim Var.0.138611111111112
V(Y[t],d=3,D=2)0.780444444444456Range2.50000000000002Trim Var.0.445714285714289

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.472702702702703 & Range & 2.3 & Trim Var. & 0.331978494623656 \tabularnewline
V(Y[t],d=1,D=0) & 0.111968253968254 & Range & 1.2 & Trim Var. & 0.0738306451612903 \tabularnewline
V(Y[t],d=2,D=0) & 0.146168067226891 & Range & 1.7 & Trim Var. & 0.0926666666666667 \tabularnewline
V(Y[t],d=3,D=0) & 0.290989304812835 & Range & 2.50000000000001 & Trim Var. & 0.142172413793103 \tabularnewline
V(Y[t],d=0,D=1) & 1.2525 & Range & 3.1 & Trim Var. & 1.04961904761905 \tabularnewline
V(Y[t],d=1,D=1) & 0.0608695652173915 & Range & 0.900000000000001 & Trim Var. & 0.0388421052631579 \tabularnewline
V(Y[t],d=2,D=1) & 0.0777075098814236 & Range & 1 & Trim Var. & 0.0483040935672519 \tabularnewline
V(Y[t],d=3,D=1) & 0.210411255411258 & Range & 1.60000000000001 & Trim Var. & 0.133986928104577 \tabularnewline
V(Y[t],d=0,D=2) & 0.187307692307692 & Range & 1.6 & Trim Var. & 0.0709090909090909 \tabularnewline
V(Y[t],d=1,D=2) & 0.127878787878789 & Range & 1.2 & Trim Var. & 0.0760000000000004 \tabularnewline
V(Y[t],d=2,D=2) & 0.208909090909094 & Range & 1.40000000000001 & Trim Var. & 0.138611111111112 \tabularnewline
V(Y[t],d=3,D=2) & 0.780444444444456 & Range & 2.50000000000002 & Trim Var. & 0.445714285714289 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152028&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.472702702702703[/C][C]Range[/C][C]2.3[/C][C]Trim Var.[/C][C]0.331978494623656[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.111968253968254[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0738306451612903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.146168067226891[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.0926666666666667[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.290989304812835[/C][C]Range[/C][C]2.50000000000001[/C][C]Trim Var.[/C][C]0.142172413793103[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.2525[/C][C]Range[/C][C]3.1[/C][C]Trim Var.[/C][C]1.04961904761905[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0608695652173915[/C][C]Range[/C][C]0.900000000000001[/C][C]Trim Var.[/C][C]0.0388421052631579[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0777075098814236[/C][C]Range[/C][C]1[/C][C]Trim Var.[/C][C]0.0483040935672519[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.210411255411258[/C][C]Range[/C][C]1.60000000000001[/C][C]Trim Var.[/C][C]0.133986928104577[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.187307692307692[/C][C]Range[/C][C]1.6[/C][C]Trim Var.[/C][C]0.0709090909090909[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.127878787878789[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0760000000000004[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.208909090909094[/C][C]Range[/C][C]1.40000000000001[/C][C]Trim Var.[/C][C]0.138611111111112[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.780444444444456[/C][C]Range[/C][C]2.50000000000002[/C][C]Trim Var.[/C][C]0.445714285714289[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152028&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152028&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)0.472702702702703Range2.3Trim Var.0.331978494623656
V(Y[t],d=1,D=0)0.111968253968254Range1.2Trim Var.0.0738306451612903
V(Y[t],d=2,D=0)0.146168067226891Range1.7Trim Var.0.0926666666666667
V(Y[t],d=3,D=0)0.290989304812835Range2.50000000000001Trim Var.0.142172413793103
V(Y[t],d=0,D=1)1.2525Range3.1Trim Var.1.04961904761905
V(Y[t],d=1,D=1)0.0608695652173915Range0.900000000000001Trim Var.0.0388421052631579
V(Y[t],d=2,D=1)0.0777075098814236Range1Trim Var.0.0483040935672519
V(Y[t],d=3,D=1)0.210411255411258Range1.60000000000001Trim Var.0.133986928104577
V(Y[t],d=0,D=2)0.187307692307692Range1.6Trim Var.0.0709090909090909
V(Y[t],d=1,D=2)0.127878787878789Range1.2Trim Var.0.0760000000000004
V(Y[t],d=2,D=2)0.208909090909094Range1.40000000000001Trim Var.0.138611111111112
V(Y[t],d=3,D=2)0.780444444444456Range2.50000000000002Trim Var.0.445714285714289



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')