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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 computationTue, 09 Dec 2008 09:07:08 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/09/t1228838871kioczlbfvz1u36b.htm/, Retrieved Tue, 14 May 2024 12:35:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31550, Retrieved Tue, 14 May 2024 12:35:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact201
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Mean Plot] [Gilliam Schoorel] [2008-11-06 14:07:56] [666bda00bbd072dde5655a1423b1377b]
- RM D    [Variance Reduction Matrix] [VRM suiker] [2008-12-09 16:07:08] [3fc0b50a130253095e963177b0139835] [Current]
-    D      [Variance Reduction Matrix] [VRM chocpasta zon...] [2008-12-18 11:26:21] [f77c9ab3b413812d7baee6b7ec69a15d]
-  M D        [Variance Reduction Matrix] [Variance Reductio...] [2010-12-06 13:25:13] [ff7c1e95cf99a1dae07ec89975494dde]
- RMPD      [(Partial) Autocorrelation Function] [ACF chocopasta zo...] [2008-12-18 11:31:51] [f77c9ab3b413812d7baee6b7ec69a15d]
-   P         [(Partial) Autocorrelation Function] [ACF chocopasta me...] [2008-12-18 11:38:58] [f77c9ab3b413812d7baee6b7ec69a15d]
-  MPD          [(Partial) Autocorrelation Function] [autocorrelatie na...] [2010-12-06 13:29:52] [ff7c1e95cf99a1dae07ec89975494dde]
- RMP         [Spectral Analysis] [spectraalanalyse ...] [2008-12-18 11:44:43] [f77c9ab3b413812d7baee6b7ec69a15d]
-  M D          [Spectral Analysis] [Spectrale analyse...] [2010-12-06 13:31:40] [ff7c1e95cf99a1dae07ec89975494dde]
- RMP         [Spectral Analysis] [Spectraalanalyse ...] [2008-12-18 11:49:50] [f77c9ab3b413812d7baee6b7ec69a15d]
-  M D          [Spectral Analysis] [spectraalanalyse ...] [2010-12-06 13:33:54] [ff7c1e95cf99a1dae07ec89975494dde]
-   P             [Spectral Analysis] [Spectral analyse ...] [2010-12-19 11:19:30] [ff7c1e95cf99a1dae07ec89975494dde]
- RMP         [Standard Deviation-Mean Plot] [lamda suiker] [2008-12-18 11:59:17] [f77c9ab3b413812d7baee6b7ec69a15d]
- RMP         [Standard Deviation-Mean Plot] [Lambda chocopasta] [2008-12-18 11:59:17] [f77c9ab3b413812d7baee6b7ec69a15d]
-  M D          [Standard Deviation-Mean Plot] [Box cox transform...] [2010-12-07 10:11:36] [ff7c1e95cf99a1dae07ec89975494dde]
- RMPD        [Standard Deviation-Mean Plot] [lambda suiker] [2008-12-18 12:10:37] [f77c9ab3b413812d7baee6b7ec69a15d]
-  M D          [Standard Deviation-Mean Plot] [Box cox transform...] [2010-12-07 10:09:06] [ff7c1e95cf99a1dae07ec89975494dde]
-  MPD        [(Partial) Autocorrelation Function] [Autocorrelatie gr...] [2010-12-06 13:28:06] [ff7c1e95cf99a1dae07ec89975494dde]
-  M D      [Variance Reduction Matrix] [Variance Reductio...] [2010-12-06 13:10:45] [ff7c1e95cf99a1dae07ec89975494dde]
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Dataseries X:
101,02
100,67
100,47
100,38
100,33
100,34
100,37
100,39
100,21
100,21
100,22
100,28
100,25
100,25
100,21
100,16
100,18
100,1
99,96
99,88
99,88
99,86
99,84
99,8
99,82
99,81
99,92
100,03
99,99
100,02
100,01
100,13
100,33
100,13
99,96
100,05
99,83
99,8
100,01
100,1
100,13
100,16
100,41
101,34
101,65
101,85
102,07
102,12
102,14
102,21
102,28
102,19
102,33
102,54
102,44
102,78
102,9
103,08
102,77
102,65
102,71
103,29
102,86
103,45
103,72
103,65
103,83
104,45
105,14
105,07
105,31
105,19
105,3
105,02
105,17
105,28
105,45
105,38
105,8
105,96
105,08
105,11
105,61
105,5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31550&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31550&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31550&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'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)4.27624662937464Range6.16Trim Var.3.57431375416513
V(Y[t],d=1,D=0)0.0618193652659423Range1.81000000000000Trim Var.0.0207473363774736
V(Y[t],d=2,D=0)0.113729599518219Range2.06000000000000Trim Var.0.0412612676056348
V(Y[t],d=3,D=0)0.323923364197538Range3.56000000000007Trim Var.0.113031388329983
V(Y[t],d=0,D=1)1.03594223395931Range3.36Trim Var.0.863515252976191
V(Y[t],d=1,D=1)0.123065311871229Range2.38000000000001Trim Var.0.0476587301587312
V(Y[t],d=2,D=1)0.247642732919261Range2.77999999999999Trim Var.0.0977252247488129
V(Y[t],d=3,D=1)0.75976687979542Range5.28000000000003Trim Var.0.287124316939901
V(Y[t],d=0,D=2)1.55897115819209Range4.72Trim Var.1.1301784765898
V(Y[t],d=1,D=2)0.336430216247813Range3.22000000000001Trim Var.0.155956095791004
V(Y[t],d=2,D=2)0.673770871143395Range4.73000000000003Trim Var.0.305732880844656
V(Y[t],d=3,D=2)2.14238314536348Range8.58000000000007Trim Var.0.867726352941212

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4.27624662937464 & Range & 6.16 & Trim Var. & 3.57431375416513 \tabularnewline
V(Y[t],d=1,D=0) & 0.0618193652659423 & Range & 1.81000000000000 & Trim Var. & 0.0207473363774736 \tabularnewline
V(Y[t],d=2,D=0) & 0.113729599518219 & Range & 2.06000000000000 & Trim Var. & 0.0412612676056348 \tabularnewline
V(Y[t],d=3,D=0) & 0.323923364197538 & Range & 3.56000000000007 & Trim Var. & 0.113031388329983 \tabularnewline
V(Y[t],d=0,D=1) & 1.03594223395931 & Range & 3.36 & Trim Var. & 0.863515252976191 \tabularnewline
V(Y[t],d=1,D=1) & 0.123065311871229 & Range & 2.38000000000001 & Trim Var. & 0.0476587301587312 \tabularnewline
V(Y[t],d=2,D=1) & 0.247642732919261 & Range & 2.77999999999999 & Trim Var. & 0.0977252247488129 \tabularnewline
V(Y[t],d=3,D=1) & 0.75976687979542 & Range & 5.28000000000003 & Trim Var. & 0.287124316939901 \tabularnewline
V(Y[t],d=0,D=2) & 1.55897115819209 & Range & 4.72 & Trim Var. & 1.1301784765898 \tabularnewline
V(Y[t],d=1,D=2) & 0.336430216247813 & Range & 3.22000000000001 & Trim Var. & 0.155956095791004 \tabularnewline
V(Y[t],d=2,D=2) & 0.673770871143395 & Range & 4.73000000000003 & Trim Var. & 0.305732880844656 \tabularnewline
V(Y[t],d=3,D=2) & 2.14238314536348 & Range & 8.58000000000007 & Trim Var. & 0.867726352941212 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31550&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4.27624662937464[/C][C]Range[/C][C]6.16[/C][C]Trim Var.[/C][C]3.57431375416513[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0618193652659423[/C][C]Range[/C][C]1.81000000000000[/C][C]Trim Var.[/C][C]0.0207473363774736[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.113729599518219[/C][C]Range[/C][C]2.06000000000000[/C][C]Trim Var.[/C][C]0.0412612676056348[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.323923364197538[/C][C]Range[/C][C]3.56000000000007[/C][C]Trim Var.[/C][C]0.113031388329983[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.03594223395931[/C][C]Range[/C][C]3.36[/C][C]Trim Var.[/C][C]0.863515252976191[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.123065311871229[/C][C]Range[/C][C]2.38000000000001[/C][C]Trim Var.[/C][C]0.0476587301587312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.247642732919261[/C][C]Range[/C][C]2.77999999999999[/C][C]Trim Var.[/C][C]0.0977252247488129[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.75976687979542[/C][C]Range[/C][C]5.28000000000003[/C][C]Trim Var.[/C][C]0.287124316939901[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.55897115819209[/C][C]Range[/C][C]4.72[/C][C]Trim Var.[/C][C]1.1301784765898[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.336430216247813[/C][C]Range[/C][C]3.22000000000001[/C][C]Trim Var.[/C][C]0.155956095791004[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.673770871143395[/C][C]Range[/C][C]4.73000000000003[/C][C]Trim Var.[/C][C]0.305732880844656[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.14238314536348[/C][C]Range[/C][C]8.58000000000007[/C][C]Trim Var.[/C][C]0.867726352941212[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31550&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31550&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)4.27624662937464Range6.16Trim Var.3.57431375416513
V(Y[t],d=1,D=0)0.0618193652659423Range1.81000000000000Trim Var.0.0207473363774736
V(Y[t],d=2,D=0)0.113729599518219Range2.06000000000000Trim Var.0.0412612676056348
V(Y[t],d=3,D=0)0.323923364197538Range3.56000000000007Trim Var.0.113031388329983
V(Y[t],d=0,D=1)1.03594223395931Range3.36Trim Var.0.863515252976191
V(Y[t],d=1,D=1)0.123065311871229Range2.38000000000001Trim Var.0.0476587301587312
V(Y[t],d=2,D=1)0.247642732919261Range2.77999999999999Trim Var.0.0977252247488129
V(Y[t],d=3,D=1)0.75976687979542Range5.28000000000003Trim Var.0.287124316939901
V(Y[t],d=0,D=2)1.55897115819209Range4.72Trim Var.1.1301784765898
V(Y[t],d=1,D=2)0.336430216247813Range3.22000000000001Trim Var.0.155956095791004
V(Y[t],d=2,D=2)0.673770871143395Range4.73000000000003Trim Var.0.305732880844656
V(Y[t],d=3,D=2)2.14238314536348Range8.58000000000007Trim Var.0.867726352941212



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')