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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationMon, 17 Dec 2007 02:35:33 -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/17/t11978831756wngnzk6upj28l8.htm/, Retrieved Fri, 03 May 2024 19:05:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4289, Retrieved Fri, 03 May 2024 19:05:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact220
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2007-12-17 09:35:33] [6552dbdb87730106b738e8affc0d90fa] [Current]
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Dataseries X:
103.1
103.1
103.3
103.5
103.3
103.5
103.8
103.9
103.9
104.2
104.6
104.9
105.2
105.2
105.6
105.6
106.2
106.3
106.4
106.9
107.2
107.3
107.3
107.4
107.55
107.87
108.37
108.38
107.92
108.03
108.14
108.3
108.64
108.66
109.04
109.03
109.03
109.54
109.75
109.83
109.65
109.82
109.95
110.12
110.15
110.2
109.99
110.14
110.14
110.81
110.97
110.99
109.73
109.81
110.02
110.18
110.21
110.25
110.36
110.51
110.64
110.95
111.18
111.19
111.69
111.7
111.83
111.77
111.73
112.01
111.86
112.04




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=4289&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=4289&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4289&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)7.2576434859155Range8.94000000000001Trim Var.5.66471307043651
V(Y[t],d=1,D=0)0.0656587927565391Range1.92999999999999Trim Var.0.0170779781420766
V(Y[t],d=2,D=0)0.131865755693582Range2.61999999999998Trim Var.0.0619740877842415
V(Y[t],d=3,D=0)0.387509633418585Range3.82999999999997Trim Var.0.18929836065574
V(Y[t],d=0,D=1)0.772859293785311Range3.30999999999999Trim Var.0.587357407407408
V(Y[t],d=1,D=1)0.142227469316190Range2.83999999999999Trim Var.0.0328254716981135
V(Y[t],d=2,D=1)0.307471657592258Range3.59999999999998Trim Var.0.131640535444950
V(Y[t],d=3,D=1)0.946927819548878Range5.73999999999998Trim Var.0.465249176470593
V(Y[t],d=0,D=2)1.21675598404256Range3.75999999999999Trim Var.0.885088792102212
V(Y[t],d=1,D=2)0.43288001850139Range4.7Trim Var.0.0747674390243906
V(Y[t],d=2,D=2)0.915428260869573Range5.60999999999999Trim Var.0.358736858974366
V(Y[t],d=3,D=2)2.79006191919195Range9.65000000000002Trim Var.1.24911430499328

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7.2576434859155 & Range & 8.94000000000001 & Trim Var. & 5.66471307043651 \tabularnewline
V(Y[t],d=1,D=0) & 0.0656587927565391 & Range & 1.92999999999999 & Trim Var. & 0.0170779781420766 \tabularnewline
V(Y[t],d=2,D=0) & 0.131865755693582 & Range & 2.61999999999998 & Trim Var. & 0.0619740877842415 \tabularnewline
V(Y[t],d=3,D=0) & 0.387509633418585 & Range & 3.82999999999997 & Trim Var. & 0.18929836065574 \tabularnewline
V(Y[t],d=0,D=1) & 0.772859293785311 & Range & 3.30999999999999 & Trim Var. & 0.587357407407408 \tabularnewline
V(Y[t],d=1,D=1) & 0.142227469316190 & Range & 2.83999999999999 & Trim Var. & 0.0328254716981135 \tabularnewline
V(Y[t],d=2,D=1) & 0.307471657592258 & Range & 3.59999999999998 & Trim Var. & 0.131640535444950 \tabularnewline
V(Y[t],d=3,D=1) & 0.946927819548878 & Range & 5.73999999999998 & Trim Var. & 0.465249176470593 \tabularnewline
V(Y[t],d=0,D=2) & 1.21675598404256 & Range & 3.75999999999999 & Trim Var. & 0.885088792102212 \tabularnewline
V(Y[t],d=1,D=2) & 0.43288001850139 & Range & 4.7 & Trim Var. & 0.0747674390243906 \tabularnewline
V(Y[t],d=2,D=2) & 0.915428260869573 & Range & 5.60999999999999 & Trim Var. & 0.358736858974366 \tabularnewline
V(Y[t],d=3,D=2) & 2.79006191919195 & Range & 9.65000000000002 & Trim Var. & 1.24911430499328 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4289&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7.2576434859155[/C][C]Range[/C][C]8.94000000000001[/C][C]Trim Var.[/C][C]5.66471307043651[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0656587927565391[/C][C]Range[/C][C]1.92999999999999[/C][C]Trim Var.[/C][C]0.0170779781420766[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.131865755693582[/C][C]Range[/C][C]2.61999999999998[/C][C]Trim Var.[/C][C]0.0619740877842415[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.387509633418585[/C][C]Range[/C][C]3.82999999999997[/C][C]Trim Var.[/C][C]0.18929836065574[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.772859293785311[/C][C]Range[/C][C]3.30999999999999[/C][C]Trim Var.[/C][C]0.587357407407408[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.142227469316190[/C][C]Range[/C][C]2.83999999999999[/C][C]Trim Var.[/C][C]0.0328254716981135[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.307471657592258[/C][C]Range[/C][C]3.59999999999998[/C][C]Trim Var.[/C][C]0.131640535444950[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.946927819548878[/C][C]Range[/C][C]5.73999999999998[/C][C]Trim Var.[/C][C]0.465249176470593[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.21675598404256[/C][C]Range[/C][C]3.75999999999999[/C][C]Trim Var.[/C][C]0.885088792102212[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.43288001850139[/C][C]Range[/C][C]4.7[/C][C]Trim Var.[/C][C]0.0747674390243906[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.915428260869573[/C][C]Range[/C][C]5.60999999999999[/C][C]Trim Var.[/C][C]0.358736858974366[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.79006191919195[/C][C]Range[/C][C]9.65000000000002[/C][C]Trim Var.[/C][C]1.24911430499328[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4289&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4289&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)7.2576434859155Range8.94000000000001Trim Var.5.66471307043651
V(Y[t],d=1,D=0)0.0656587927565391Range1.92999999999999Trim Var.0.0170779781420766
V(Y[t],d=2,D=0)0.131865755693582Range2.61999999999998Trim Var.0.0619740877842415
V(Y[t],d=3,D=0)0.387509633418585Range3.82999999999997Trim Var.0.18929836065574
V(Y[t],d=0,D=1)0.772859293785311Range3.30999999999999Trim Var.0.587357407407408
V(Y[t],d=1,D=1)0.142227469316190Range2.83999999999999Trim Var.0.0328254716981135
V(Y[t],d=2,D=1)0.307471657592258Range3.59999999999998Trim Var.0.131640535444950
V(Y[t],d=3,D=1)0.946927819548878Range5.73999999999998Trim Var.0.465249176470593
V(Y[t],d=0,D=2)1.21675598404256Range3.75999999999999Trim Var.0.885088792102212
V(Y[t],d=1,D=2)0.43288001850139Range4.7Trim Var.0.0747674390243906
V(Y[t],d=2,D=2)0.915428260869573Range5.60999999999999Trim Var.0.358736858974366
V(Y[t],d=3,D=2)2.79006191919195Range9.65000000000002Trim Var.1.24911430499328



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')