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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, 20 Dec 2013 11:02:10 -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/2013/Dec/20/t1387555380nooql5pxmo3dd2b.htm/, Retrieved Thu, 28 Mar 2024 20:08:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=232461, Retrieved Thu, 28 Mar 2024 20:08:27 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact152
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2013-12-20 16:02:10] [9e6a405f514733ea23d87e4507d39d29] [Current]
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Dataseries X:
56
55
54
52
72
71
56
46
47
47
48
50
44
38
33
33
52
54
39
22
31
31
38
42
41
31
36
34
51
47
31
19
30
33
36
40
32
25
28
29
55
55
40
38
44
41
49
59
61
47
43
39
66
68
63
68
67
59
68
78
82
70
62
68
94
102
100
104
103
93
110
114
120
102
95
103
122
139
135
135
137
130
148
148
145
128
131
133
146
163
151
157
152
149
172
167
160
150
160
165
171
179
171
176
170
169
194
196
188
174
186
191
197
206
197
204
201
190
213
213




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ jenkins.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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232461&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232461&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232461&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' @ jenkins.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)3439.74Range194Trim Var.2794.74
V(Y[t],d=1,D=0)102.406Range45Trim Var.62.4586
V(Y[t],d=2,D=0)202.744Range63Trim Var.132.119
V(Y[t],d=3,D=0)541.797Range104Trim Var.341.619
V(Y[t],d=0,D=1)285.267Range66Trim Var.199.095
V(Y[t],d=1,D=1)25.7466Range20Trim Var.15.6499
V(Y[t],d=2,D=1)55.4944Range33Trim Var.33.5339
V(Y[t],d=3,D=1)166.413Range52Trim Var.105.192
V(Y[t],d=0,D=2)130.582Range57Trim Var.86.3104
V(Y[t],d=1,D=2)53.0251Range29Trim Var.37.9385
V(Y[t],d=2,D=2)119.343Range48Trim Var.81.148
V(Y[t],d=3,D=2)376.332Range76Trim Var.267.159

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3439.74 & Range & 194 & Trim Var. & 2794.74 \tabularnewline
V(Y[t],d=1,D=0) & 102.406 & Range & 45 & Trim Var. & 62.4586 \tabularnewline
V(Y[t],d=2,D=0) & 202.744 & Range & 63 & Trim Var. & 132.119 \tabularnewline
V(Y[t],d=3,D=0) & 541.797 & Range & 104 & Trim Var. & 341.619 \tabularnewline
V(Y[t],d=0,D=1) & 285.267 & Range & 66 & Trim Var. & 199.095 \tabularnewline
V(Y[t],d=1,D=1) & 25.7466 & Range & 20 & Trim Var. & 15.6499 \tabularnewline
V(Y[t],d=2,D=1) & 55.4944 & Range & 33 & Trim Var. & 33.5339 \tabularnewline
V(Y[t],d=3,D=1) & 166.413 & Range & 52 & Trim Var. & 105.192 \tabularnewline
V(Y[t],d=0,D=2) & 130.582 & Range & 57 & Trim Var. & 86.3104 \tabularnewline
V(Y[t],d=1,D=2) & 53.0251 & Range & 29 & Trim Var. & 37.9385 \tabularnewline
V(Y[t],d=2,D=2) & 119.343 & Range & 48 & Trim Var. & 81.148 \tabularnewline
V(Y[t],d=3,D=2) & 376.332 & Range & 76 & Trim Var. & 267.159 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=232461&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3439.74[/C][C]Range[/C][C]194[/C][C]Trim Var.[/C][C]2794.74[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]102.406[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]62.4586[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]202.744[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]132.119[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]541.797[/C][C]Range[/C][C]104[/C][C]Trim Var.[/C][C]341.619[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]285.267[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]199.095[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25.7466[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]15.6499[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]55.4944[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]33.5339[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]166.413[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]105.192[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]130.582[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]86.3104[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]53.0251[/C][C]Range[/C][C]29[/C][C]Trim Var.[/C][C]37.9385[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]119.343[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]81.148[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]376.332[/C][C]Range[/C][C]76[/C][C]Trim Var.[/C][C]267.159[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=232461&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=232461&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)3439.74Range194Trim Var.2794.74
V(Y[t],d=1,D=0)102.406Range45Trim Var.62.4586
V(Y[t],d=2,D=0)202.744Range63Trim Var.132.119
V(Y[t],d=3,D=0)541.797Range104Trim Var.341.619
V(Y[t],d=0,D=1)285.267Range66Trim Var.199.095
V(Y[t],d=1,D=1)25.7466Range20Trim Var.15.6499
V(Y[t],d=2,D=1)55.4944Range33Trim Var.33.5339
V(Y[t],d=3,D=1)166.413Range52Trim Var.105.192
V(Y[t],d=0,D=2)130.582Range57Trim Var.86.3104
V(Y[t],d=1,D=2)53.0251Range29Trim Var.37.9385
V(Y[t],d=2,D=2)119.343Range48Trim Var.81.148
V(Y[t],d=3,D=2)376.332Range76Trim Var.267.159



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,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()