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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 15 Dec 2007 07:02:07 -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/15/t1197726394wwjxsapbxyyrdry.htm/, Retrieved Thu, 02 May 2024 22:06:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4053, Retrieved Thu, 02 May 2024 22:06:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact212
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [variance reductio...] [2007-12-15 14:02:07] [c5caf8a1e3802eaf41184f28719e74c9] [Current]
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Dataseries X:
101.17
101.93
102.05
102.08
102.14
102.15
95.42
95.43
95.43
95.43
95.43
95.57
95.71
94.58
94.6
94.61
94.62
94.66
94.66
94.69
94.79
94.79
94.79
94.79
94.8
95.46
95.49
95.74
95.74
95.74
95.75
95.83
95.83
95.84
95.81
95.81
95.8
97.06
97.15
97.14
97.48
97.48
97.48
97.5
97.63
97.86
97.87
97.87
97.84
98.72
100.49
100.54
100.54
100.54
100.55
100.59
100.60
100.62
100.68
100.68




Summary of compuational 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 compuational 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=4053&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]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=4053&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4053&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)6.33900822033899Range7.57Trim Var.5.32096383647799
V(Y[t],d=1,D=0)0.92102811221508Range8.5Trim Var.0.0219396681749624
V(Y[t],d=2,D=0)1.80832353297036Range13.4800000000000Trim Var.0.0925844268476627
V(Y[t],d=3,D=0)5.43821246867169Range20.2300000000000Trim Var.0.340841490196081
V(Y[t],d=0,D=1)9.62146099290781Range10.92Trim Var.5.75031132404182
V(Y[t],d=1,D=1)1.18507243293247Range8.62Trim Var.0.0201430487804881
V(Y[t],d=2,D=1)2.41798768115943Range13.4100000000000Trim Var.0.133503589743592
V(Y[t],d=3,D=1)7.27769919191922Range20.2000000000000Trim Var.0.452605263157896
V(Y[t],d=0,D=2)6.9900542063492Range8.58Trim Var.4.91906451612904
V(Y[t],d=1,D=2)1.90467731092437Range10.4Trim Var.0.0794873118279589
V(Y[t],d=2,D=2)3.57744527629234Range13.4000000000000Trim Var.0.306927471264367
V(Y[t],d=3,D=2)10.4084297348485Range20.3800000000000Trim Var.1.73440517241380

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.33900822033899 & Range & 7.57 & Trim Var. & 5.32096383647799 \tabularnewline
V(Y[t],d=1,D=0) & 0.92102811221508 & Range & 8.5 & Trim Var. & 0.0219396681749624 \tabularnewline
V(Y[t],d=2,D=0) & 1.80832353297036 & Range & 13.4800000000000 & Trim Var. & 0.0925844268476627 \tabularnewline
V(Y[t],d=3,D=0) & 5.43821246867169 & Range & 20.2300000000000 & Trim Var. & 0.340841490196081 \tabularnewline
V(Y[t],d=0,D=1) & 9.62146099290781 & Range & 10.92 & Trim Var. & 5.75031132404182 \tabularnewline
V(Y[t],d=1,D=1) & 1.18507243293247 & Range & 8.62 & Trim Var. & 0.0201430487804881 \tabularnewline
V(Y[t],d=2,D=1) & 2.41798768115943 & Range & 13.4100000000000 & Trim Var. & 0.133503589743592 \tabularnewline
V(Y[t],d=3,D=1) & 7.27769919191922 & Range & 20.2000000000000 & Trim Var. & 0.452605263157896 \tabularnewline
V(Y[t],d=0,D=2) & 6.9900542063492 & Range & 8.58 & Trim Var. & 4.91906451612904 \tabularnewline
V(Y[t],d=1,D=2) & 1.90467731092437 & Range & 10.4 & Trim Var. & 0.0794873118279589 \tabularnewline
V(Y[t],d=2,D=2) & 3.57744527629234 & Range & 13.4000000000000 & Trim Var. & 0.306927471264367 \tabularnewline
V(Y[t],d=3,D=2) & 10.4084297348485 & Range & 20.3800000000000 & Trim Var. & 1.73440517241380 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4053&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.33900822033899[/C][C]Range[/C][C]7.57[/C][C]Trim Var.[/C][C]5.32096383647799[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.92102811221508[/C][C]Range[/C][C]8.5[/C][C]Trim Var.[/C][C]0.0219396681749624[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.80832353297036[/C][C]Range[/C][C]13.4800000000000[/C][C]Trim Var.[/C][C]0.0925844268476627[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5.43821246867169[/C][C]Range[/C][C]20.2300000000000[/C][C]Trim Var.[/C][C]0.340841490196081[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9.62146099290781[/C][C]Range[/C][C]10.92[/C][C]Trim Var.[/C][C]5.75031132404182[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.18507243293247[/C][C]Range[/C][C]8.62[/C][C]Trim Var.[/C][C]0.0201430487804881[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2.41798768115943[/C][C]Range[/C][C]13.4100000000000[/C][C]Trim Var.[/C][C]0.133503589743592[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]7.27769919191922[/C][C]Range[/C][C]20.2000000000000[/C][C]Trim Var.[/C][C]0.452605263157896[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6.9900542063492[/C][C]Range[/C][C]8.58[/C][C]Trim Var.[/C][C]4.91906451612904[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.90467731092437[/C][C]Range[/C][C]10.4[/C][C]Trim Var.[/C][C]0.0794873118279589[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.57744527629234[/C][C]Range[/C][C]13.4000000000000[/C][C]Trim Var.[/C][C]0.306927471264367[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10.4084297348485[/C][C]Range[/C][C]20.3800000000000[/C][C]Trim Var.[/C][C]1.73440517241380[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4053&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4053&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)6.33900822033899Range7.57Trim Var.5.32096383647799
V(Y[t],d=1,D=0)0.92102811221508Range8.5Trim Var.0.0219396681749624
V(Y[t],d=2,D=0)1.80832353297036Range13.4800000000000Trim Var.0.0925844268476627
V(Y[t],d=3,D=0)5.43821246867169Range20.2300000000000Trim Var.0.340841490196081
V(Y[t],d=0,D=1)9.62146099290781Range10.92Trim Var.5.75031132404182
V(Y[t],d=1,D=1)1.18507243293247Range8.62Trim Var.0.0201430487804881
V(Y[t],d=2,D=1)2.41798768115943Range13.4100000000000Trim Var.0.133503589743592
V(Y[t],d=3,D=1)7.27769919191922Range20.2000000000000Trim Var.0.452605263157896
V(Y[t],d=0,D=2)6.9900542063492Range8.58Trim Var.4.91906451612904
V(Y[t],d=1,D=2)1.90467731092437Range10.4Trim Var.0.0794873118279589
V(Y[t],d=2,D=2)3.57744527629234Range13.4000000000000Trim Var.0.306927471264367
V(Y[t],d=3,D=2)10.4084297348485Range20.3800000000000Trim Var.1.73440517241380



Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 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')