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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 07:34:06 -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/t1197814649s6qbcxuyy0lx6dk.htm/, Retrieved Thu, 02 May 2024 05:30:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4188, Retrieved Thu, 02 May 2024 05:30:49 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsindustriële productie
Estimated Impact211
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 14:34:06] [0eafefa7b02d47065fceb6c46f54fbf9] [Current]
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Dataseries X:
97,5
97,1
97,5
98,5
100,5
102,8
105,2
107,4
108,0
107,6
107,0
105,8
104,3
103,8
104,4
106,2
108,5
109,8
110,3
109,7
108,7
108,9
109,7
110,4
111,4
112,6
113,6
113,8
113,2
113,6
113,9
113,4
113,8
116,0
118,3
120,5
121,9
121,2
120,2
120,6
110,2
109,2
108,7
109,9
112,2
114,5
114,7
113,2
112,1
112,6
113,6
114,0
114,5
115,0
114,9
114,8
114,3
113,7
114,5
116,0
116,6
116,2
115,7
115,6
115,2
115,0
115,7
115,9
115,6
115,9
117,0
117,9
118,8
119,9




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=4188&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=4188&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4188&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)32.4708922621251Range24.8Trim Var.18.6805874125874
V(Y[t],d=1,D=0)2.66231354642313Range12.8Trim Var.0.706129032258065
V(Y[t],d=2,D=0)3.61434859154929Range20.2000000000000Trim Var.0.492636408730157
V(Y[t],d=3,D=0)9.97678470824947Range32.3999999999999Trim Var.0.71063492063492
V(Y[t],d=0,D=1)23.007522474881Range20.3Trim Var.13.8852271139064
V(Y[t],d=1,D=1)5.93820765027322Range20.7Trim Var.1.71570135746606
V(Y[t],d=2,D=1)8.3616497175141Range20.9000000000000Trim Var.1.79610062893081
V(Y[t],d=3,D=1)22.9826943308006Range38.7000000000000Trim Var.2.64099419448476
V(Y[t],d=0,D=2)63.7503714285714Range34.6Trim Var.38.3627642706131
V(Y[t],d=1,D=2)19.8533163265306Range32.5Trim Var.5.8713953488372
V(Y[t],d=2,D=2)30.0045212765957Range38.7000000000000Trim Var.7.80527874564458
V(Y[t],d=3,D=2)83.9582516188712Range63.7999999999999Trim Var.16.6503902439025

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 32.4708922621251 & Range & 24.8 & Trim Var. & 18.6805874125874 \tabularnewline
V(Y[t],d=1,D=0) & 2.66231354642313 & Range & 12.8 & Trim Var. & 0.706129032258065 \tabularnewline
V(Y[t],d=2,D=0) & 3.61434859154929 & Range & 20.2000000000000 & Trim Var. & 0.492636408730157 \tabularnewline
V(Y[t],d=3,D=0) & 9.97678470824947 & Range & 32.3999999999999 & Trim Var. & 0.71063492063492 \tabularnewline
V(Y[t],d=0,D=1) & 23.007522474881 & Range & 20.3 & Trim Var. & 13.8852271139064 \tabularnewline
V(Y[t],d=1,D=1) & 5.93820765027322 & Range & 20.7 & Trim Var. & 1.71570135746606 \tabularnewline
V(Y[t],d=2,D=1) & 8.3616497175141 & Range & 20.9000000000000 & Trim Var. & 1.79610062893081 \tabularnewline
V(Y[t],d=3,D=1) & 22.9826943308006 & Range & 38.7000000000000 & Trim Var. & 2.64099419448476 \tabularnewline
V(Y[t],d=0,D=2) & 63.7503714285714 & Range & 34.6 & Trim Var. & 38.3627642706131 \tabularnewline
V(Y[t],d=1,D=2) & 19.8533163265306 & Range & 32.5 & Trim Var. & 5.8713953488372 \tabularnewline
V(Y[t],d=2,D=2) & 30.0045212765957 & Range & 38.7000000000000 & Trim Var. & 7.80527874564458 \tabularnewline
V(Y[t],d=3,D=2) & 83.9582516188712 & Range & 63.7999999999999 & Trim Var. & 16.6503902439025 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4188&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]32.4708922621251[/C][C]Range[/C][C]24.8[/C][C]Trim Var.[/C][C]18.6805874125874[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.66231354642313[/C][C]Range[/C][C]12.8[/C][C]Trim Var.[/C][C]0.706129032258065[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3.61434859154929[/C][C]Range[/C][C]20.2000000000000[/C][C]Trim Var.[/C][C]0.492636408730157[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]9.97678470824947[/C][C]Range[/C][C]32.3999999999999[/C][C]Trim Var.[/C][C]0.71063492063492[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]23.007522474881[/C][C]Range[/C][C]20.3[/C][C]Trim Var.[/C][C]13.8852271139064[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.93820765027322[/C][C]Range[/C][C]20.7[/C][C]Trim Var.[/C][C]1.71570135746606[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]8.3616497175141[/C][C]Range[/C][C]20.9000000000000[/C][C]Trim Var.[/C][C]1.79610062893081[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]22.9826943308006[/C][C]Range[/C][C]38.7000000000000[/C][C]Trim Var.[/C][C]2.64099419448476[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]63.7503714285714[/C][C]Range[/C][C]34.6[/C][C]Trim Var.[/C][C]38.3627642706131[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]19.8533163265306[/C][C]Range[/C][C]32.5[/C][C]Trim Var.[/C][C]5.8713953488372[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]30.0045212765957[/C][C]Range[/C][C]38.7000000000000[/C][C]Trim Var.[/C][C]7.80527874564458[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]83.9582516188712[/C][C]Range[/C][C]63.7999999999999[/C][C]Trim Var.[/C][C]16.6503902439025[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4188&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4188&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)32.4708922621251Range24.8Trim Var.18.6805874125874
V(Y[t],d=1,D=0)2.66231354642313Range12.8Trim Var.0.706129032258065
V(Y[t],d=2,D=0)3.61434859154929Range20.2000000000000Trim Var.0.492636408730157
V(Y[t],d=3,D=0)9.97678470824947Range32.3999999999999Trim Var.0.71063492063492
V(Y[t],d=0,D=1)23.007522474881Range20.3Trim Var.13.8852271139064
V(Y[t],d=1,D=1)5.93820765027322Range20.7Trim Var.1.71570135746606
V(Y[t],d=2,D=1)8.3616497175141Range20.9000000000000Trim Var.1.79610062893081
V(Y[t],d=3,D=1)22.9826943308006Range38.7000000000000Trim Var.2.64099419448476
V(Y[t],d=0,D=2)63.7503714285714Range34.6Trim Var.38.3627642706131
V(Y[t],d=1,D=2)19.8533163265306Range32.5Trim Var.5.8713953488372
V(Y[t],d=2,D=2)30.0045212765957Range38.7000000000000Trim Var.7.80527874564458
V(Y[t],d=3,D=2)83.9582516188712Range63.7999999999999Trim Var.16.6503902439025



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')