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Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 04 Dec 2012 13:04:08 -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/2012/Dec/04/t1354645607bbowkcx9d2xjvxl.htm/, Retrieved Fri, 29 Mar 2024 15:56:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=196472, Retrieved Fri, 29 Mar 2024 15:56:17 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact84
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Interest rate of ...] [2012-12-04 18:04:08] [28bea00984b2b9577d411997e7bfd037] [Current]
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Dataseries X:
4.69
4.88
4.84
4.81
5.22
5.16
5.27
5.35
5.33
5.29
5.28
4.94
4.70
4.73
4.57
4.61
4.69
4.53
4.55
4.31
4.03
3.72
3.64
3.81
3.95
4.26
4.55
4.54
4.55
4.39
4.21
4.00
3.67
3.60
3.53
3.35
3.10
2.89
2.97
3.03
2.71
2.44
2.60
2.93
2.86
2.88
3.00
2.90
2.64
2.75
2.70
2.87
3.03
3.14
3.02
2.86
3.07
2.93
2.83
2.72
2.73
2.72
2.77
2.61
2.47
2.30
2.38
2.43
2.39
2.60
2.84
2.87
2.92
3.08
3.33
3.48
3.57
3.66
3.77
3.75
3.75
3.81
3.82
3.89
4.05
4.10
4.07
4.26
4.40
4.61
4.63
4.48
4.46
4.45
4.32
4.52
4.21
3.97
4.12
4.50
4.73
5.26
5.20
4.94
4.95
4.52
3.85
3.41
2.95
2.68
2.53
2.44
2.16
2.20
2.10
2.29
2.03
2.05
1.94
1.87
1.89
1.94
1.79
1.71
1.66
1.74
1.83
1.64
1.69
1.78
1.89
1.95
2.05
2.24
2.38
2.53
2.36
2.22
2.12
1.75
1.76
1.81
1.71
1.74
1.48
1.24
1.16
1.11
0.98
0.94
0.65
0.42
0.41
0.40




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196472&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]2 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=196472&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196472&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 time2 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)1.49678225957049Range4.95Trim Var.1.06621373637999
V(Y[t],d=1,D=0)0.0337000773993808Range1.2Trim Var.0.0194043151567196
V(Y[t],d=2,D=0)0.0390379923318229Range1.03Trim Var.0.0228284967320261
V(Y[t],d=3,D=0)0.104011664459161Range1.64Trim Var.0.0621720508568269
V(Y[t],d=0,D=1)0.907754230346619Range4.49Trim Var.0.525761326984127
V(Y[t],d=1,D=1)0.0675121377912867Range1.2Trim Var.0.0432821548387097
V(Y[t],d=2,D=1)0.0765232271325796Range1.49Trim Var.0.0445534222222221
V(Y[t],d=3,D=1)0.199317057658221Range2.65Trim Var.0.113680477419355
V(Y[t],d=0,D=2)1.90379394752534Range6.54Trim Var.1.16703120689655
V(Y[t],d=1,D=2)0.199212621124031Range2.13Trim Var.0.132658932112891
V(Y[t],d=2,D=2)0.233998006889764Range2.64Trim Var.0.123156404285049
V(Y[t],d=3,D=2)0.604851368578927Range4.84Trim Var.0.330049304677623

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.49678225957049 & Range & 4.95 & Trim Var. & 1.06621373637999 \tabularnewline
V(Y[t],d=1,D=0) & 0.0337000773993808 & Range & 1.2 & Trim Var. & 0.0194043151567196 \tabularnewline
V(Y[t],d=2,D=0) & 0.0390379923318229 & Range & 1.03 & Trim Var. & 0.0228284967320261 \tabularnewline
V(Y[t],d=3,D=0) & 0.104011664459161 & Range & 1.64 & Trim Var. & 0.0621720508568269 \tabularnewline
V(Y[t],d=0,D=1) & 0.907754230346619 & Range & 4.49 & Trim Var. & 0.525761326984127 \tabularnewline
V(Y[t],d=1,D=1) & 0.0675121377912867 & Range & 1.2 & Trim Var. & 0.0432821548387097 \tabularnewline
V(Y[t],d=2,D=1) & 0.0765232271325796 & Range & 1.49 & Trim Var. & 0.0445534222222221 \tabularnewline
V(Y[t],d=3,D=1) & 0.199317057658221 & Range & 2.65 & Trim Var. & 0.113680477419355 \tabularnewline
V(Y[t],d=0,D=2) & 1.90379394752534 & Range & 6.54 & Trim Var. & 1.16703120689655 \tabularnewline
V(Y[t],d=1,D=2) & 0.199212621124031 & Range & 2.13 & Trim Var. & 0.132658932112891 \tabularnewline
V(Y[t],d=2,D=2) & 0.233998006889764 & Range & 2.64 & Trim Var. & 0.123156404285049 \tabularnewline
V(Y[t],d=3,D=2) & 0.604851368578927 & Range & 4.84 & Trim Var. & 0.330049304677623 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=196472&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.49678225957049[/C][C]Range[/C][C]4.95[/C][C]Trim Var.[/C][C]1.06621373637999[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0337000773993808[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0194043151567196[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0390379923318229[/C][C]Range[/C][C]1.03[/C][C]Trim Var.[/C][C]0.0228284967320261[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.104011664459161[/C][C]Range[/C][C]1.64[/C][C]Trim Var.[/C][C]0.0621720508568269[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.907754230346619[/C][C]Range[/C][C]4.49[/C][C]Trim Var.[/C][C]0.525761326984127[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0675121377912867[/C][C]Range[/C][C]1.2[/C][C]Trim Var.[/C][C]0.0432821548387097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0765232271325796[/C][C]Range[/C][C]1.49[/C][C]Trim Var.[/C][C]0.0445534222222221[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.199317057658221[/C][C]Range[/C][C]2.65[/C][C]Trim Var.[/C][C]0.113680477419355[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.90379394752534[/C][C]Range[/C][C]6.54[/C][C]Trim Var.[/C][C]1.16703120689655[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.199212621124031[/C][C]Range[/C][C]2.13[/C][C]Trim Var.[/C][C]0.132658932112891[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.233998006889764[/C][C]Range[/C][C]2.64[/C][C]Trim Var.[/C][C]0.123156404285049[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.604851368578927[/C][C]Range[/C][C]4.84[/C][C]Trim Var.[/C][C]0.330049304677623[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=196472&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=196472&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)1.49678225957049Range4.95Trim Var.1.06621373637999
V(Y[t],d=1,D=0)0.0337000773993808Range1.2Trim Var.0.0194043151567196
V(Y[t],d=2,D=0)0.0390379923318229Range1.03Trim Var.0.0228284967320261
V(Y[t],d=3,D=0)0.104011664459161Range1.64Trim Var.0.0621720508568269
V(Y[t],d=0,D=1)0.907754230346619Range4.49Trim Var.0.525761326984127
V(Y[t],d=1,D=1)0.0675121377912867Range1.2Trim Var.0.0432821548387097
V(Y[t],d=2,D=1)0.0765232271325796Range1.49Trim Var.0.0445534222222221
V(Y[t],d=3,D=1)0.199317057658221Range2.65Trim Var.0.113680477419355
V(Y[t],d=0,D=2)1.90379394752534Range6.54Trim Var.1.16703120689655
V(Y[t],d=1,D=2)0.199212621124031Range2.13Trim Var.0.132658932112891
V(Y[t],d=2,D=2)0.233998006889764Range2.64Trim Var.0.123156404285049
V(Y[t],d=3,D=2)0.604851368578927Range4.84Trim Var.0.330049304677623



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()