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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 computationSat, 27 Dec 2008 04:36:20 -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/27/t12303785023g9ipp18owbdare.htm/, Retrieved Sat, 18 May 2024 01:13:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36661, Retrieved Sat, 18 May 2024 01:13:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact215
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [WS7 - VRM - Elect...] [2007-11-24 13:52:56] [5343e105a400b9e32bf6f011133bbaf4]
-   PD    [Variance Reduction Matrix] [WS7 - VRM - Elect...] [2008-12-27 11:36:20] [46e37ee7550ef0ff8e9e103b4ae236a6] [Current]
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Dataseries X:
105.5
106.4
117.9
89.7
88.5
106.4
61.4
92.3
95.5
92.5
89.6
84.3
76.3
80.7
96.3
81
82.9
90.3
74.8
70.1
86.7
86.4
89.9
88.1
78.8
81.1
85.4
82.6
80.3
81.2
68
67.4
91.3
94.9
82.8
88.6
73.1
76.7
93.2
84.9
83.8
93.5
91.9
69.6
87
90.2
82.7
91.4
74.6
76.1
87.1
78.4
81.3
99.3
71
73.2
95.6
84
90.8
93.6
80.9
84.4
97.3
83.5
88.8
100.7
69.4
74.6
96.6
96.6
93.1
91.8
85.7
79.1
91.3
84.2
85.8
90
76.6
81.3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36661&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36661&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36661&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)98.065006329114Range56.5Trim Var.55.7677856025039
V(Y[t],d=1,D=0)168.779061992859Range75.9Trim Var.86.5476498993964
V(Y[t],d=2,D=0)479.930063270063Range138.8Trim Var.258.122362318841
V(Y[t],d=3,D=0)1486.49815105947Range242.4Trim Var.776.53231884058
V(Y[t],d=0,D=1)88.2284877085163Range53.1Trim Var.41.3327796610170
V(Y[t],d=1,D=1)110.036879240163Range65.1Trim Var.43.9754354178843
V(Y[t],d=2,D=1)331.251962703963Range116.3Trim Var.122.899540229885
V(Y[t],d=3,D=1)1110.31259615385Range219.2Trim Var.415.875758145363
V(Y[t],d=0,D=2)182.680610389610Range76.5Trim Var.96.7474326530613
V(Y[t],d=1,D=2)254.093851851852Range84.5Trim Var.133.500578231292
V(Y[t],d=2,D=2)712.815251572327Range135.5Trim Var.381.429769503546
V(Y[t],d=3,D=2)2305.48227140784Range241.5Trim Var.1205.83593894542

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 98.065006329114 & Range & 56.5 & Trim Var. & 55.7677856025039 \tabularnewline
V(Y[t],d=1,D=0) & 168.779061992859 & Range & 75.9 & Trim Var. & 86.5476498993964 \tabularnewline
V(Y[t],d=2,D=0) & 479.930063270063 & Range & 138.8 & Trim Var. & 258.122362318841 \tabularnewline
V(Y[t],d=3,D=0) & 1486.49815105947 & Range & 242.4 & Trim Var. & 776.53231884058 \tabularnewline
V(Y[t],d=0,D=1) & 88.2284877085163 & Range & 53.1 & Trim Var. & 41.3327796610170 \tabularnewline
V(Y[t],d=1,D=1) & 110.036879240163 & Range & 65.1 & Trim Var. & 43.9754354178843 \tabularnewline
V(Y[t],d=2,D=1) & 331.251962703963 & Range & 116.3 & Trim Var. & 122.899540229885 \tabularnewline
V(Y[t],d=3,D=1) & 1110.31259615385 & Range & 219.2 & Trim Var. & 415.875758145363 \tabularnewline
V(Y[t],d=0,D=2) & 182.680610389610 & Range & 76.5 & Trim Var. & 96.7474326530613 \tabularnewline
V(Y[t],d=1,D=2) & 254.093851851852 & Range & 84.5 & Trim Var. & 133.500578231292 \tabularnewline
V(Y[t],d=2,D=2) & 712.815251572327 & Range & 135.5 & Trim Var. & 381.429769503546 \tabularnewline
V(Y[t],d=3,D=2) & 2305.48227140784 & Range & 241.5 & Trim Var. & 1205.83593894542 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36661&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]98.065006329114[/C][C]Range[/C][C]56.5[/C][C]Trim Var.[/C][C]55.7677856025039[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]168.779061992859[/C][C]Range[/C][C]75.9[/C][C]Trim Var.[/C][C]86.5476498993964[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]479.930063270063[/C][C]Range[/C][C]138.8[/C][C]Trim Var.[/C][C]258.122362318841[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1486.49815105947[/C][C]Range[/C][C]242.4[/C][C]Trim Var.[/C][C]776.53231884058[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]88.2284877085163[/C][C]Range[/C][C]53.1[/C][C]Trim Var.[/C][C]41.3327796610170[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]110.036879240163[/C][C]Range[/C][C]65.1[/C][C]Trim Var.[/C][C]43.9754354178843[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]331.251962703963[/C][C]Range[/C][C]116.3[/C][C]Trim Var.[/C][C]122.899540229885[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1110.31259615385[/C][C]Range[/C][C]219.2[/C][C]Trim Var.[/C][C]415.875758145363[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]182.680610389610[/C][C]Range[/C][C]76.5[/C][C]Trim Var.[/C][C]96.7474326530613[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]254.093851851852[/C][C]Range[/C][C]84.5[/C][C]Trim Var.[/C][C]133.500578231292[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]712.815251572327[/C][C]Range[/C][C]135.5[/C][C]Trim Var.[/C][C]381.429769503546[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2305.48227140784[/C][C]Range[/C][C]241.5[/C][C]Trim Var.[/C][C]1205.83593894542[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36661&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36661&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)98.065006329114Range56.5Trim Var.55.7677856025039
V(Y[t],d=1,D=0)168.779061992859Range75.9Trim Var.86.5476498993964
V(Y[t],d=2,D=0)479.930063270063Range138.8Trim Var.258.122362318841
V(Y[t],d=3,D=0)1486.49815105947Range242.4Trim Var.776.53231884058
V(Y[t],d=0,D=1)88.2284877085163Range53.1Trim Var.41.3327796610170
V(Y[t],d=1,D=1)110.036879240163Range65.1Trim Var.43.9754354178843
V(Y[t],d=2,D=1)331.251962703963Range116.3Trim Var.122.899540229885
V(Y[t],d=3,D=1)1110.31259615385Range219.2Trim Var.415.875758145363
V(Y[t],d=0,D=2)182.680610389610Range76.5Trim Var.96.7474326530613
V(Y[t],d=1,D=2)254.093851851852Range84.5Trim Var.133.500578231292
V(Y[t],d=2,D=2)712.815251572327Range135.5Trim Var.381.429769503546
V(Y[t],d=3,D=2)2305.48227140784Range241.5Trim Var.1205.83593894542



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')