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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 03:30:45 -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/t1227954702ukh788mtr21nd1p.htm/, Retrieved Fri, 17 May 2024 10:03:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26187, Retrieved Fri, 17 May 2024 10:03:48 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact240
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] [8545382734d98368249ce527c6558129]
-    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] [1b288879226ab9a3cab0c803857233cc] [Current]
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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
248,3
258,4
254,9
288,3
333,6
346,3
357,5
490,7
468,2
471,2
517,1
609,2
682
614
554,2




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=26187&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=26187&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26187&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)17134.4573630673Range586.6Trim Var.8229.4491046627
V(Y[t],d=1,D=0)720.579533199195Range201.2Trim Var.152.767378392217
V(Y[t],d=2,D=0)1092.4646873706Range277.7Trim Var.153.181811210999
V(Y[t],d=3,D=0)2899.65102728048Range458.9Trim Var.405.529568306011
V(Y[t],d=0,D=1)13045.0879548023Range488.4Trim Var.7994.17851851852
V(Y[t],d=1,D=1)817.43041496201Range201.6Trim Var.296.615137880987
V(Y[t],d=2,D=1)1238.87217483364Range256.9Trim Var.201.013042986425
V(Y[t],d=3,D=1)3372.13143483709Range426Trim Var.674.385325490196
V(Y[t],d=0,D=2)19491.2944281915Range568.7Trim Var.12500.4740592335
V(Y[t],d=1,D=2)1327.55863089732Range225.8Trim Var.543.815548780488
V(Y[t],d=2,D=2)1706.46214492754Range255.1Trim Var.381.203974358974
V(Y[t],d=3,D=2)4629.96027272727Range421Trim Var.1029.27904183536

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 17134.4573630673 & Range & 586.6 & Trim Var. & 8229.4491046627 \tabularnewline
V(Y[t],d=1,D=0) & 720.579533199195 & Range & 201.2 & Trim Var. & 152.767378392217 \tabularnewline
V(Y[t],d=2,D=0) & 1092.4646873706 & Range & 277.7 & Trim Var. & 153.181811210999 \tabularnewline
V(Y[t],d=3,D=0) & 2899.65102728048 & Range & 458.9 & Trim Var. & 405.529568306011 \tabularnewline
V(Y[t],d=0,D=1) & 13045.0879548023 & Range & 488.4 & Trim Var. & 7994.17851851852 \tabularnewline
V(Y[t],d=1,D=1) & 817.43041496201 & Range & 201.6 & Trim Var. & 296.615137880987 \tabularnewline
V(Y[t],d=2,D=1) & 1238.87217483364 & Range & 256.9 & Trim Var. & 201.013042986425 \tabularnewline
V(Y[t],d=3,D=1) & 3372.13143483709 & Range & 426 & Trim Var. & 674.385325490196 \tabularnewline
V(Y[t],d=0,D=2) & 19491.2944281915 & Range & 568.7 & Trim Var. & 12500.4740592335 \tabularnewline
V(Y[t],d=1,D=2) & 1327.55863089732 & Range & 225.8 & Trim Var. & 543.815548780488 \tabularnewline
V(Y[t],d=2,D=2) & 1706.46214492754 & Range & 255.1 & Trim Var. & 381.203974358974 \tabularnewline
V(Y[t],d=3,D=2) & 4629.96027272727 & Range & 421 & Trim Var. & 1029.27904183536 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26187&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]17134.4573630673[/C][C]Range[/C][C]586.6[/C][C]Trim Var.[/C][C]8229.4491046627[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]720.579533199195[/C][C]Range[/C][C]201.2[/C][C]Trim Var.[/C][C]152.767378392217[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1092.4646873706[/C][C]Range[/C][C]277.7[/C][C]Trim Var.[/C][C]153.181811210999[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2899.65102728048[/C][C]Range[/C][C]458.9[/C][C]Trim Var.[/C][C]405.529568306011[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]13045.0879548023[/C][C]Range[/C][C]488.4[/C][C]Trim Var.[/C][C]7994.17851851852[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]817.43041496201[/C][C]Range[/C][C]201.6[/C][C]Trim Var.[/C][C]296.615137880987[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1238.87217483364[/C][C]Range[/C][C]256.9[/C][C]Trim Var.[/C][C]201.013042986425[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3372.13143483709[/C][C]Range[/C][C]426[/C][C]Trim Var.[/C][C]674.385325490196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]19491.2944281915[/C][C]Range[/C][C]568.7[/C][C]Trim Var.[/C][C]12500.4740592335[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1327.55863089732[/C][C]Range[/C][C]225.8[/C][C]Trim Var.[/C][C]543.815548780488[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1706.46214492754[/C][C]Range[/C][C]255.1[/C][C]Trim Var.[/C][C]381.203974358974[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4629.96027272727[/C][C]Range[/C][C]421[/C][C]Trim Var.[/C][C]1029.27904183536[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26187&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26187&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)17134.4573630673Range586.6Trim Var.8229.4491046627
V(Y[t],d=1,D=0)720.579533199195Range201.2Trim Var.152.767378392217
V(Y[t],d=2,D=0)1092.4646873706Range277.7Trim Var.153.181811210999
V(Y[t],d=3,D=0)2899.65102728048Range458.9Trim Var.405.529568306011
V(Y[t],d=0,D=1)13045.0879548023Range488.4Trim Var.7994.17851851852
V(Y[t],d=1,D=1)817.43041496201Range201.6Trim Var.296.615137880987
V(Y[t],d=2,D=1)1238.87217483364Range256.9Trim Var.201.013042986425
V(Y[t],d=3,D=1)3372.13143483709Range426Trim Var.674.385325490196
V(Y[t],d=0,D=2)19491.2944281915Range568.7Trim Var.12500.4740592335
V(Y[t],d=1,D=2)1327.55863089732Range225.8Trim Var.543.815548780488
V(Y[t],d=2,D=2)1706.46214492754Range255.1Trim Var.381.203974358974
V(Y[t],d=3,D=2)4629.96027272727Range421Trim Var.1029.27904183536



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')