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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSun, 16 Dec 2007 07:32:57 -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/16/t119781458684twhoobv6dx25g.htm/, Retrieved Thu, 02 May 2024 03:24:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4186, Retrieved Thu, 02 May 2024 03:24:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsenergieprijzen
Estimated Impact180
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variance Reductio...] [2007-12-16 14:32:57] [0eafefa7b02d47065fceb6c46f54fbf9] [Current]
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Dataseries X:
104,3
103,9
103,9
103,9
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,0
108,2
112,3
111,3
111,3
115,3
117,2
118,3
118,3
118,3
119,0
120,6
122,6
122,6
127,4
125,9
121,5
118,8
121,6
122,3
122,7
120,8
120,1
120,1
120,1
120,1
128,4
129,8
129,8
128,6
128,6
133,7
130,0
125,9
129,4
129,4
130,6
130,6
130,6
130,8
129,7
125,8
126,0
125,6
125,4
124,7
126,9
129,1




Summary of compuational 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 compuational 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=4186&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]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=4186&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4186&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)84.6600684931507Range29.8Trim Var.70.2868653846154
V(Y[t],d=1,D=0)4.0021499238965Range12.7000000000000Trim Var.1.21690228174603
V(Y[t],d=2,D=0)7.78797339593114Range17.1Trim Var.2.84476190476190
V(Y[t],d=3,D=0)21.5728249496982Range23.6Trim Var.9.39447516641064
V(Y[t],d=0,D=1)29.2753886832364Range23.2Trim Var.19.2548707197764
V(Y[t],d=1,D=1)6.50629508196721Range12.7000000000000Trim Var.2.95783744557329
V(Y[t],d=2,D=1)11.9692542372881Range17.5Trim Var.6.45293151642207
V(Y[t],d=3,D=1)35.1529690239625Range31.1Trim Var.19.4590420899854
V(Y[t],d=0,D=2)94.3036734693878Range34.1Trim Var.69.2449058693245
V(Y[t],d=1,D=2)20.4083248299320Range20.6000000000000Trim Var.9.91930232558138
V(Y[t],d=2,D=2)36.6229609929077Range30.4Trim Var.19.5433739837398
V(Y[t],d=3,D=2)109.699916743756Range50.4999999999999Trim Var.55.6223780487803

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 84.6600684931507 & Range & 29.8 & Trim Var. & 70.2868653846154 \tabularnewline
V(Y[t],d=1,D=0) & 4.0021499238965 & Range & 12.7000000000000 & Trim Var. & 1.21690228174603 \tabularnewline
V(Y[t],d=2,D=0) & 7.78797339593114 & Range & 17.1 & Trim Var. & 2.84476190476190 \tabularnewline
V(Y[t],d=3,D=0) & 21.5728249496982 & Range & 23.6 & Trim Var. & 9.39447516641064 \tabularnewline
V(Y[t],d=0,D=1) & 29.2753886832364 & Range & 23.2 & Trim Var. & 19.2548707197764 \tabularnewline
V(Y[t],d=1,D=1) & 6.50629508196721 & Range & 12.7000000000000 & Trim Var. & 2.95783744557329 \tabularnewline
V(Y[t],d=2,D=1) & 11.9692542372881 & Range & 17.5 & Trim Var. & 6.45293151642207 \tabularnewline
V(Y[t],d=3,D=1) & 35.1529690239625 & Range & 31.1 & Trim Var. & 19.4590420899854 \tabularnewline
V(Y[t],d=0,D=2) & 94.3036734693878 & Range & 34.1 & Trim Var. & 69.2449058693245 \tabularnewline
V(Y[t],d=1,D=2) & 20.4083248299320 & Range & 20.6000000000000 & Trim Var. & 9.91930232558138 \tabularnewline
V(Y[t],d=2,D=2) & 36.6229609929077 & Range & 30.4 & Trim Var. & 19.5433739837398 \tabularnewline
V(Y[t],d=3,D=2) & 109.699916743756 & Range & 50.4999999999999 & Trim Var. & 55.6223780487803 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4186&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]84.6600684931507[/C][C]Range[/C][C]29.8[/C][C]Trim Var.[/C][C]70.2868653846154[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4.0021499238965[/C][C]Range[/C][C]12.7000000000000[/C][C]Trim Var.[/C][C]1.21690228174603[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7.78797339593114[/C][C]Range[/C][C]17.1[/C][C]Trim Var.[/C][C]2.84476190476190[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]21.5728249496982[/C][C]Range[/C][C]23.6[/C][C]Trim Var.[/C][C]9.39447516641064[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]29.2753886832364[/C][C]Range[/C][C]23.2[/C][C]Trim Var.[/C][C]19.2548707197764[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.50629508196721[/C][C]Range[/C][C]12.7000000000000[/C][C]Trim Var.[/C][C]2.95783744557329[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]11.9692542372881[/C][C]Range[/C][C]17.5[/C][C]Trim Var.[/C][C]6.45293151642207[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]35.1529690239625[/C][C]Range[/C][C]31.1[/C][C]Trim Var.[/C][C]19.4590420899854[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]94.3036734693878[/C][C]Range[/C][C]34.1[/C][C]Trim Var.[/C][C]69.2449058693245[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]20.4083248299320[/C][C]Range[/C][C]20.6000000000000[/C][C]Trim Var.[/C][C]9.91930232558138[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]36.6229609929077[/C][C]Range[/C][C]30.4[/C][C]Trim Var.[/C][C]19.5433739837398[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]109.699916743756[/C][C]Range[/C][C]50.4999999999999[/C][C]Trim Var.[/C][C]55.6223780487803[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4186&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4186&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)84.6600684931507Range29.8Trim Var.70.2868653846154
V(Y[t],d=1,D=0)4.0021499238965Range12.7000000000000Trim Var.1.21690228174603
V(Y[t],d=2,D=0)7.78797339593114Range17.1Trim Var.2.84476190476190
V(Y[t],d=3,D=0)21.5728249496982Range23.6Trim Var.9.39447516641064
V(Y[t],d=0,D=1)29.2753886832364Range23.2Trim Var.19.2548707197764
V(Y[t],d=1,D=1)6.50629508196721Range12.7000000000000Trim Var.2.95783744557329
V(Y[t],d=2,D=1)11.9692542372881Range17.5Trim Var.6.45293151642207
V(Y[t],d=3,D=1)35.1529690239625Range31.1Trim Var.19.4590420899854
V(Y[t],d=0,D=2)94.3036734693878Range34.1Trim Var.69.2449058693245
V(Y[t],d=1,D=2)20.4083248299320Range20.6000000000000Trim Var.9.91930232558138
V(Y[t],d=2,D=2)36.6229609929077Range30.4Trim Var.19.5433739837398
V(Y[t],d=3,D=2)109.699916743756Range50.4999999999999Trim Var.55.6223780487803



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')