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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 computationFri, 21 Dec 2012 11:08:14 -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/21/t1356106103k6zjbbj0zjaxbwa.htm/, Retrieved Fri, 29 Mar 2024 07:47:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=203870, Retrieved Fri, 29 Mar 2024 07:47:36 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact78
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [HPC Retail Sales] [2008-03-08 13:40:54] [1c0f2c85e8a48e42648374b3bcceca26]
- RMPD  [Multiple Regression] [forecast] [2012-11-24 21:49:17] [0883bf8f4217d775edf6393676d58a73]
- R  D    [Multiple Regression] [] [2012-12-21 11:22:02] [0604709baf8ca89a71bc0fcadc3cdffd]
- RMP       [(Partial) Autocorrelation Function] [] [2012-12-21 15:18:29] [0604709baf8ca89a71bc0fcadc3cdffd]
- RM            [Variance Reduction Matrix] [] [2012-12-21 16:08:14] [b650a28572edc4a1d205c228043a3295] [Current]
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Dataseries X:
1.4761
1.4721
1.487
1.5167
1.5812
1.554
1.5508
1.5764
1.5611
1.4735
1.4303
1.2757
1.2727
1.3917
1.2816
1.2644
1.3308
1.3275
1.4098
1.4134
1.4138
1.4272
1.4643
1.48
1.5023
1.4406
1.3966
1.357
1.3479
1.3315
1.2307
1.2271
1.3028
1.268
1.3648
1.3857
1.2998
1.3362
1.3692
1.3834
1.4207
1.486
1.4385
1.4453
1.426
1.445
1.3503
1.4001
1.3418
1.2939
1.3176
1.3443
1.3356
1.3214
1.2403
1.259
1.2284
1.2611
1.293
1.2993
1.2986




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=203870&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=203870&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=203870&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)0.00898329Range0.3541Trim Var.0.00593214
V(Y[t],d=1,D=0)0.0027438Range0.2736Trim Var.0.00161692
V(Y[t],d=2,D=0)0.00593903Range0.3807Trim Var.0.00394473
V(Y[t],d=3,D=0)0.0180968Range0.6731Trim Var.0.0110159
V(Y[t],d=0,D=1)0.0183764Range0.4819Trim Var.0.0131414
V(Y[t],d=1,D=1)0.00652366Range0.3618Trim Var.0.00346481
V(Y[t],d=2,D=1)0.0135031Range0.4948Trim Var.0.00762594
V(Y[t],d=3,D=1)0.0391862Range0.8598Trim Var.0.0224721
V(Y[t],d=0,D=2)0.0614782Range0.8651Trim Var.0.0472031
V(Y[t],d=1,D=2)0.0216739Range0.6218Trim Var.0.0133401
V(Y[t],d=2,D=2)0.0466195Range0.8853Trim Var.0.0298417
V(Y[t],d=3,D=2)0.136753Range1.3768Trim Var.0.0977253

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00898329 & Range & 0.3541 & Trim Var. & 0.00593214 \tabularnewline
V(Y[t],d=1,D=0) & 0.0027438 & Range & 0.2736 & Trim Var. & 0.00161692 \tabularnewline
V(Y[t],d=2,D=0) & 0.00593903 & Range & 0.3807 & Trim Var. & 0.00394473 \tabularnewline
V(Y[t],d=3,D=0) & 0.0180968 & Range & 0.6731 & Trim Var. & 0.0110159 \tabularnewline
V(Y[t],d=0,D=1) & 0.0183764 & Range & 0.4819 & Trim Var. & 0.0131414 \tabularnewline
V(Y[t],d=1,D=1) & 0.00652366 & Range & 0.3618 & Trim Var. & 0.00346481 \tabularnewline
V(Y[t],d=2,D=1) & 0.0135031 & Range & 0.4948 & Trim Var. & 0.00762594 \tabularnewline
V(Y[t],d=3,D=1) & 0.0391862 & Range & 0.8598 & Trim Var. & 0.0224721 \tabularnewline
V(Y[t],d=0,D=2) & 0.0614782 & Range & 0.8651 & Trim Var. & 0.0472031 \tabularnewline
V(Y[t],d=1,D=2) & 0.0216739 & Range & 0.6218 & Trim Var. & 0.0133401 \tabularnewline
V(Y[t],d=2,D=2) & 0.0466195 & Range & 0.8853 & Trim Var. & 0.0298417 \tabularnewline
V(Y[t],d=3,D=2) & 0.136753 & Range & 1.3768 & Trim Var. & 0.0977253 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=203870&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00898329[/C][C]Range[/C][C]0.3541[/C][C]Trim Var.[/C][C]0.00593214[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0027438[/C][C]Range[/C][C]0.2736[/C][C]Trim Var.[/C][C]0.00161692[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00593903[/C][C]Range[/C][C]0.3807[/C][C]Trim Var.[/C][C]0.00394473[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0180968[/C][C]Range[/C][C]0.6731[/C][C]Trim Var.[/C][C]0.0110159[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0183764[/C][C]Range[/C][C]0.4819[/C][C]Trim Var.[/C][C]0.0131414[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00652366[/C][C]Range[/C][C]0.3618[/C][C]Trim Var.[/C][C]0.00346481[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0135031[/C][C]Range[/C][C]0.4948[/C][C]Trim Var.[/C][C]0.00762594[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0391862[/C][C]Range[/C][C]0.8598[/C][C]Trim Var.[/C][C]0.0224721[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0614782[/C][C]Range[/C][C]0.8651[/C][C]Trim Var.[/C][C]0.0472031[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0216739[/C][C]Range[/C][C]0.6218[/C][C]Trim Var.[/C][C]0.0133401[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0466195[/C][C]Range[/C][C]0.8853[/C][C]Trim Var.[/C][C]0.0298417[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.136753[/C][C]Range[/C][C]1.3768[/C][C]Trim Var.[/C][C]0.0977253[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=203870&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=203870&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)0.00898329Range0.3541Trim Var.0.00593214
V(Y[t],d=1,D=0)0.0027438Range0.2736Trim Var.0.00161692
V(Y[t],d=2,D=0)0.00593903Range0.3807Trim Var.0.00394473
V(Y[t],d=3,D=0)0.0180968Range0.6731Trim Var.0.0110159
V(Y[t],d=0,D=1)0.0183764Range0.4819Trim Var.0.0131414
V(Y[t],d=1,D=1)0.00652366Range0.3618Trim Var.0.00346481
V(Y[t],d=2,D=1)0.0135031Range0.4948Trim Var.0.00762594
V(Y[t],d=3,D=1)0.0391862Range0.8598Trim Var.0.0224721
V(Y[t],d=0,D=2)0.0614782Range0.8651Trim Var.0.0472031
V(Y[t],d=1,D=2)0.0216739Range0.6218Trim Var.0.0133401
V(Y[t],d=2,D=2)0.0466195Range0.8853Trim Var.0.0298417
V(Y[t],d=3,D=2)0.136753Range1.3768Trim Var.0.0977253



Parameters (Session):
par2 = grey ; par3 = FALSE ; par4 = Unknown ;
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,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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()