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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 08 Dec 2007 03:43:50 -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/08/t1197109860sdc4qhxjdaczrvx.htm/, Retrieved Sun, 28 Apr 2024 23:21:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=2904, Retrieved Sun, 28 Apr 2024 23:21:47 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact251
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [goud reductiematrix] [2007-12-08 10:43:50] [e24e91da8d334fb8882bf413603fde71] [Current]
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Dataseries X:
10,244
10,511
10,812
10,738
10,171
9,721
9,897
9,828
9,924
10,371
10,846
10,413
10,709
10,662
10,57
10,297
10,635
10,872
10,296
10,383
10,431
10,574
10,653
10,805
10,872
10,625
10,407
10,463
10,556
10,646
10,702
11,353
11,346
11,451
11,964
12,574
13,031
13,812
14,544
14,931
14,886
16,005
17,064
15,168
16,05
15,839
15,137
14,954
15,648
15,305
15,579
16,348
15,928
16,171
15,937
15,713
15,594
15,683
16,438
17,032




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=2904&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=2904&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2904&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)6.3341502539548Range7.343Trim Var.5.58112978371768
V(Y[t],d=1,D=0)0.239375807714787Range3.015Trim Var.0.119134178519593
V(Y[t],d=2,D=0)0.529755498185118Range5.733Trim Var.0.176579008672700
V(Y[t],d=3,D=0)1.63507460526316Range9.604Trim Var.0.509834532549018
V(Y[t],d=0,D=1)3.13246326950355Range7.489Trim Var.2.00330812369338
V(Y[t],d=1,D=1)0.625798482886217Range4.219Trim Var.0.326896725609756
V(Y[t],d=2,D=1)1.36469469613527Range6.986Trim Var.0.443626922435896
V(Y[t],d=3,D=1)4.21005914343435Range12.624Trim Var.1.14310549797570
V(Y[t],d=0,D=2)10.2853838349206Range13.445Trim Var.6.76173729737903
V(Y[t],d=1,D=2)2.10891770588235Range7.33Trim Var.1.05808931612903
V(Y[t],d=2,D=2)4.50577384670232Range12.624Trim Var.1.39354650689655
V(Y[t],d=3,D=2)13.9378508428030Range21.239Trim Var.4.56478003448276

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.3341502539548 & Range & 7.343 & Trim Var. & 5.58112978371768 \tabularnewline
V(Y[t],d=1,D=0) & 0.239375807714787 & Range & 3.015 & Trim Var. & 0.119134178519593 \tabularnewline
V(Y[t],d=2,D=0) & 0.529755498185118 & Range & 5.733 & Trim Var. & 0.176579008672700 \tabularnewline
V(Y[t],d=3,D=0) & 1.63507460526316 & Range & 9.604 & Trim Var. & 0.509834532549018 \tabularnewline
V(Y[t],d=0,D=1) & 3.13246326950355 & Range & 7.489 & Trim Var. & 2.00330812369338 \tabularnewline
V(Y[t],d=1,D=1) & 0.625798482886217 & Range & 4.219 & Trim Var. & 0.326896725609756 \tabularnewline
V(Y[t],d=2,D=1) & 1.36469469613527 & Range & 6.986 & Trim Var. & 0.443626922435896 \tabularnewline
V(Y[t],d=3,D=1) & 4.21005914343435 & Range & 12.624 & Trim Var. & 1.14310549797570 \tabularnewline
V(Y[t],d=0,D=2) & 10.2853838349206 & Range & 13.445 & Trim Var. & 6.76173729737903 \tabularnewline
V(Y[t],d=1,D=2) & 2.10891770588235 & Range & 7.33 & Trim Var. & 1.05808931612903 \tabularnewline
V(Y[t],d=2,D=2) & 4.50577384670232 & Range & 12.624 & Trim Var. & 1.39354650689655 \tabularnewline
V(Y[t],d=3,D=2) & 13.9378508428030 & Range & 21.239 & Trim Var. & 4.56478003448276 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=2904&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.3341502539548[/C][C]Range[/C][C]7.343[/C][C]Trim Var.[/C][C]5.58112978371768[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.239375807714787[/C][C]Range[/C][C]3.015[/C][C]Trim Var.[/C][C]0.119134178519593[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.529755498185118[/C][C]Range[/C][C]5.733[/C][C]Trim Var.[/C][C]0.176579008672700[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.63507460526316[/C][C]Range[/C][C]9.604[/C][C]Trim Var.[/C][C]0.509834532549018[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3.13246326950355[/C][C]Range[/C][C]7.489[/C][C]Trim Var.[/C][C]2.00330812369338[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.625798482886217[/C][C]Range[/C][C]4.219[/C][C]Trim Var.[/C][C]0.326896725609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.36469469613527[/C][C]Range[/C][C]6.986[/C][C]Trim Var.[/C][C]0.443626922435896[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4.21005914343435[/C][C]Range[/C][C]12.624[/C][C]Trim Var.[/C][C]1.14310549797570[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]10.2853838349206[/C][C]Range[/C][C]13.445[/C][C]Trim Var.[/C][C]6.76173729737903[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.10891770588235[/C][C]Range[/C][C]7.33[/C][C]Trim Var.[/C][C]1.05808931612903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4.50577384670232[/C][C]Range[/C][C]12.624[/C][C]Trim Var.[/C][C]1.39354650689655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]13.9378508428030[/C][C]Range[/C][C]21.239[/C][C]Trim Var.[/C][C]4.56478003448276[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=2904&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=2904&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)6.3341502539548Range7.343Trim Var.5.58112978371768
V(Y[t],d=1,D=0)0.239375807714787Range3.015Trim Var.0.119134178519593
V(Y[t],d=2,D=0)0.529755498185118Range5.733Trim Var.0.176579008672700
V(Y[t],d=3,D=0)1.63507460526316Range9.604Trim Var.0.509834532549018
V(Y[t],d=0,D=1)3.13246326950355Range7.489Trim Var.2.00330812369338
V(Y[t],d=1,D=1)0.625798482886217Range4.219Trim Var.0.326896725609756
V(Y[t],d=2,D=1)1.36469469613527Range6.986Trim Var.0.443626922435896
V(Y[t],d=3,D=1)4.21005914343435Range12.624Trim Var.1.14310549797570
V(Y[t],d=0,D=2)10.2853838349206Range13.445Trim Var.6.76173729737903
V(Y[t],d=1,D=2)2.10891770588235Range7.33Trim Var.1.05808931612903
V(Y[t],d=2,D=2)4.50577384670232Range12.624Trim Var.1.39354650689655
V(Y[t],d=3,D=2)13.9378508428030Range21.239Trim Var.4.56478003448276



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')