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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, 29 Nov 2008 02:08:16 -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/Nov/29/t1227949733q5utmmjt16yk4pd.htm/, Retrieved Fri, 17 May 2024 11:09:44 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26178, Retrieved Fri, 17 May 2024 11:09:44 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact228
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [VRM P-index energ...] [2007-11-22 14:07:14] [c2da63aac38dfdd6545f3cc8443f30b4]
-    D    [Variance Reduction Matrix] [Variance Reductio...] [2008-11-29 09:08:16] [1b288879226ab9a3cab0c803857233cc] [Current]
-    D      [Variance Reduction Matrix] [VRM H1] [2008-11-29 09:10:10] [8545382734d98368249ce527c6558129]
-    D        [Variance Reduction Matrix] [VRM periode okt02...] [2008-11-29 10:30:45] [8545382734d98368249ce527c6558129]
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Dataseries X:
95.4
101.2
101.5
101.9
101.7
100.1
97.4
96.5
99.2
102.2
105.3
111.1
114.9
124.5
142.2
159.7
165.2
198.6
207.8
219.6
239.6
235.3
218.5
213.8
205.5
198.4
198.5
190.2
180.7
193.6
192.8
195.5
197.2
196.9
178.9
172.4
156.4
143.7
153.6
168.8
185.8
199.9
205.4
197.5
199.6
200.5
193.7
179.6
169.1
169.8
195.5
194.8
204.5
203.8
204.8
204.9
240.0
248.3
258.4
254.9




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26178&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]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26178&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26178&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'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)2124.68265254237Range163Trim Var.1662.69610062893
V(Y[t],d=1,D=0)123.675160724722Range53.1Trim Var.66.917793904209
V(Y[t],d=2,D=0)155.365943738657Range61.8Trim Var.82.6624849170437
V(Y[t],d=3,D=0)433.660695488721Range101.7Trim Var.216.729537254902
V(Y[t],d=0,D=1)2593.55134308511Range195.1Trim Var.1729.01698025552
V(Y[t],d=1,D=1)216.021137835338Range60.8Trim Var.137.165621951220
V(Y[t],d=2,D=1)190.813661835749Range61Trim Var.110.318051282051
V(Y[t],d=3,D=1)519.376131313131Range93.1Trim Var.312.62628879892
V(Y[t],d=0,D=2)6988.37094444444Range269.6Trim Var.5574.67935483871
V(Y[t],d=1,D=2)633.788907563025Range104.8Trim Var.415.833247311828
V(Y[t],d=2,D=2)410.916978609626Range92.3Trim Var.239.806482758621
V(Y[t],d=3,D=2)1006.00653409091Range125.4Trim Var.673.677192118226

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2124.68265254237 & Range & 163 & Trim Var. & 1662.69610062893 \tabularnewline
V(Y[t],d=1,D=0) & 123.675160724722 & Range & 53.1 & Trim Var. & 66.917793904209 \tabularnewline
V(Y[t],d=2,D=0) & 155.365943738657 & Range & 61.8 & Trim Var. & 82.6624849170437 \tabularnewline
V(Y[t],d=3,D=0) & 433.660695488721 & Range & 101.7 & Trim Var. & 216.729537254902 \tabularnewline
V(Y[t],d=0,D=1) & 2593.55134308511 & Range & 195.1 & Trim Var. & 1729.01698025552 \tabularnewline
V(Y[t],d=1,D=1) & 216.021137835338 & Range & 60.8 & Trim Var. & 137.165621951220 \tabularnewline
V(Y[t],d=2,D=1) & 190.813661835749 & Range & 61 & Trim Var. & 110.318051282051 \tabularnewline
V(Y[t],d=3,D=1) & 519.376131313131 & Range & 93.1 & Trim Var. & 312.62628879892 \tabularnewline
V(Y[t],d=0,D=2) & 6988.37094444444 & Range & 269.6 & Trim Var. & 5574.67935483871 \tabularnewline
V(Y[t],d=1,D=2) & 633.788907563025 & Range & 104.8 & Trim Var. & 415.833247311828 \tabularnewline
V(Y[t],d=2,D=2) & 410.916978609626 & Range & 92.3 & Trim Var. & 239.806482758621 \tabularnewline
V(Y[t],d=3,D=2) & 1006.00653409091 & Range & 125.4 & Trim Var. & 673.677192118226 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26178&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2124.68265254237[/C][C]Range[/C][C]163[/C][C]Trim Var.[/C][C]1662.69610062893[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]123.675160724722[/C][C]Range[/C][C]53.1[/C][C]Trim Var.[/C][C]66.917793904209[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]155.365943738657[/C][C]Range[/C][C]61.8[/C][C]Trim Var.[/C][C]82.6624849170437[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]433.660695488721[/C][C]Range[/C][C]101.7[/C][C]Trim Var.[/C][C]216.729537254902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2593.55134308511[/C][C]Range[/C][C]195.1[/C][C]Trim Var.[/C][C]1729.01698025552[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]216.021137835338[/C][C]Range[/C][C]60.8[/C][C]Trim Var.[/C][C]137.165621951220[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]190.813661835749[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]110.318051282051[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]519.376131313131[/C][C]Range[/C][C]93.1[/C][C]Trim Var.[/C][C]312.62628879892[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6988.37094444444[/C][C]Range[/C][C]269.6[/C][C]Trim Var.[/C][C]5574.67935483871[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]633.788907563025[/C][C]Range[/C][C]104.8[/C][C]Trim Var.[/C][C]415.833247311828[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]410.916978609626[/C][C]Range[/C][C]92.3[/C][C]Trim Var.[/C][C]239.806482758621[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1006.00653409091[/C][C]Range[/C][C]125.4[/C][C]Trim Var.[/C][C]673.677192118226[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26178&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26178&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)2124.68265254237Range163Trim Var.1662.69610062893
V(Y[t],d=1,D=0)123.675160724722Range53.1Trim Var.66.917793904209
V(Y[t],d=2,D=0)155.365943738657Range61.8Trim Var.82.6624849170437
V(Y[t],d=3,D=0)433.660695488721Range101.7Trim Var.216.729537254902
V(Y[t],d=0,D=1)2593.55134308511Range195.1Trim Var.1729.01698025552
V(Y[t],d=1,D=1)216.021137835338Range60.8Trim Var.137.165621951220
V(Y[t],d=2,D=1)190.813661835749Range61Trim Var.110.318051282051
V(Y[t],d=3,D=1)519.376131313131Range93.1Trim Var.312.62628879892
V(Y[t],d=0,D=2)6988.37094444444Range269.6Trim Var.5574.67935483871
V(Y[t],d=1,D=2)633.788907563025Range104.8Trim Var.415.833247311828
V(Y[t],d=2,D=2)410.916978609626Range92.3Trim Var.239.806482758621
V(Y[t],d=3,D=2)1006.00653409091Range125.4Trim Var.673.677192118226



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')