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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 06 Dec 2007 11:50:29 -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/2007/Dec/06/t1196966421wp7p57jnvpha4sq.htm/, Retrieved Fri, 03 May 2024 10:15:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2706, Retrieved Fri, 03 May 2024 10:15:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Differentiëren in...] [2007-12-06 18:50:29] [757ef2b8266f339cc1cb96dcaefa4cf0] [Current]
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Dataseries X:
115,9
103,9
91,9
117,2
109,3
106,1
118,8
105,3
106
102
112,9
116,5
114,8
100,5
85,4
114,6
109,9
100,7
115,5
100,7
99
102,3
108,8
105,9
113,2
95,7
80,9
113,9
98,1
102,8
104,7
95,9
94,6
101,6
103,9
110,3
114,1
96,8
87,4
111,4
97,4
102,9
112,7
97
95,1
96,9
98,6
111,7
109,8
89,9
87,4
104,5
98,1
102,7
105,4
97
97,4
92
101,7
112,6
106,9
92,1
86
104,7
102
103,1
106
96,1
96,2
90,7
102,3
109,4
101
94,7
81
106,2
101,9
96,4
110,4
100,5
98,8




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2706&T=0

[TABLE]
[ROW][C]Summary of compuational 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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2706&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2706&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)73.7326234567901Range37.9Trim Var.42.3275859213251
V(Y[t],d=1,D=0)133.662719936709Range52.9Trim Var.85.1578853677621
V(Y[t],d=2,D=0)356.253937033431Range96.6Trim Var.208.002760563380
V(Y[t],d=3,D=0)1092.06516816517Range165.9Trim Var.668.489691511387
V(Y[t],d=0,D=1)16.0539130434783Range19.8Trim Var.9.32838797814207
V(Y[t],d=1,D=1)31.8159503950834Range26.8Trim Var.20.6705649717514
V(Y[t],d=2,D=1)103.618579828132Range51.8Trim Var.66.9708416130918
V(Y[t],d=3,D=1)358.099766899767Range97.5Trim Var.225.548315184513
V(Y[t],d=0,D=2)37.1357017543860Range34.1Trim Var.18.7175294117647
V(Y[t],d=1,D=2)71.1436331168831Range35.8Trim Var.44.473506122449
V(Y[t],d=2,D=2)236.177286195286Range69.1Trim Var.133.905824829932
V(Y[t],d=3,D=2)837.708738644305Range129Trim Var.493.076808510638

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 73.7326234567901 & Range & 37.9 & Trim Var. & 42.3275859213251 \tabularnewline
V(Y[t],d=1,D=0) & 133.662719936709 & Range & 52.9 & Trim Var. & 85.1578853677621 \tabularnewline
V(Y[t],d=2,D=0) & 356.253937033431 & Range & 96.6 & Trim Var. & 208.002760563380 \tabularnewline
V(Y[t],d=3,D=0) & 1092.06516816517 & Range & 165.9 & Trim Var. & 668.489691511387 \tabularnewline
V(Y[t],d=0,D=1) & 16.0539130434783 & Range & 19.8 & Trim Var. & 9.32838797814207 \tabularnewline
V(Y[t],d=1,D=1) & 31.8159503950834 & Range & 26.8 & Trim Var. & 20.6705649717514 \tabularnewline
V(Y[t],d=2,D=1) & 103.618579828132 & Range & 51.8 & Trim Var. & 66.9708416130918 \tabularnewline
V(Y[t],d=3,D=1) & 358.099766899767 & Range & 97.5 & Trim Var. & 225.548315184513 \tabularnewline
V(Y[t],d=0,D=2) & 37.1357017543860 & Range & 34.1 & Trim Var. & 18.7175294117647 \tabularnewline
V(Y[t],d=1,D=2) & 71.1436331168831 & Range & 35.8 & Trim Var. & 44.473506122449 \tabularnewline
V(Y[t],d=2,D=2) & 236.177286195286 & Range & 69.1 & Trim Var. & 133.905824829932 \tabularnewline
V(Y[t],d=3,D=2) & 837.708738644305 & Range & 129 & Trim Var. & 493.076808510638 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2706&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]73.7326234567901[/C][C]Range[/C][C]37.9[/C][C]Trim Var.[/C][C]42.3275859213251[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]133.662719936709[/C][C]Range[/C][C]52.9[/C][C]Trim Var.[/C][C]85.1578853677621[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]356.253937033431[/C][C]Range[/C][C]96.6[/C][C]Trim Var.[/C][C]208.002760563380[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1092.06516816517[/C][C]Range[/C][C]165.9[/C][C]Trim Var.[/C][C]668.489691511387[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]16.0539130434783[/C][C]Range[/C][C]19.8[/C][C]Trim Var.[/C][C]9.32838797814207[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]31.8159503950834[/C][C]Range[/C][C]26.8[/C][C]Trim Var.[/C][C]20.6705649717514[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]103.618579828132[/C][C]Range[/C][C]51.8[/C][C]Trim Var.[/C][C]66.9708416130918[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]358.099766899767[/C][C]Range[/C][C]97.5[/C][C]Trim Var.[/C][C]225.548315184513[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]37.1357017543860[/C][C]Range[/C][C]34.1[/C][C]Trim Var.[/C][C]18.7175294117647[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]71.1436331168831[/C][C]Range[/C][C]35.8[/C][C]Trim Var.[/C][C]44.473506122449[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]236.177286195286[/C][C]Range[/C][C]69.1[/C][C]Trim Var.[/C][C]133.905824829932[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]837.708738644305[/C][C]Range[/C][C]129[/C][C]Trim Var.[/C][C]493.076808510638[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2706&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2706&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)73.7326234567901Range37.9Trim Var.42.3275859213251
V(Y[t],d=1,D=0)133.662719936709Range52.9Trim Var.85.1578853677621
V(Y[t],d=2,D=0)356.253937033431Range96.6Trim Var.208.002760563380
V(Y[t],d=3,D=0)1092.06516816517Range165.9Trim Var.668.489691511387
V(Y[t],d=0,D=1)16.0539130434783Range19.8Trim Var.9.32838797814207
V(Y[t],d=1,D=1)31.8159503950834Range26.8Trim Var.20.6705649717514
V(Y[t],d=2,D=1)103.618579828132Range51.8Trim Var.66.9708416130918
V(Y[t],d=3,D=1)358.099766899767Range97.5Trim Var.225.548315184513
V(Y[t],d=0,D=2)37.1357017543860Range34.1Trim Var.18.7175294117647
V(Y[t],d=1,D=2)71.1436331168831Range35.8Trim Var.44.473506122449
V(Y[t],d=2,D=2)236.177286195286Range69.1Trim Var.133.905824829932
V(Y[t],d=3,D=2)837.708738644305Range129Trim Var.493.076808510638



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')