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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 02:42:04 -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/t1197883527rzwpuyowg8pnhp2.htm/, Retrieved Fri, 03 May 2024 22:26:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4293, Retrieved Fri, 03 May 2024 22:26:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact206
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2007-12-17 09:42:04] [6552dbdb87730106b738e8affc0d90fa] [Current]
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Dataseries X:
96.67
96.67
96.67
96.67
96.67
96.67
96.67
97.59
97.59
97.59
97.06
97.06
97.06
97.06
97.06
97.36
97.43
97.43
97.43
97.43
97.43
97.08
97.08
97.08
97.08
97.55
97.55
97.55
97.55
101.47
101.47
101.47
101.47
100.9
100.9
100.9
102.31
102.31
102.31
102.31
102.31
102.64
102.64
102.64
102.64
101.94
101.94
101.94
102.34
102.34
102.34
102.34
102.34
102.34
102.34
102.34
102.34
102.45
102.45
102.45
102.5
102.45
102.45
102.45
102.45
102.45
102.45
102.45
102.45
104.77
104.77
104.77




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=4293&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=4293&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4293&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)7.01460250391236Range8.1Trim Var.5.68488348457350
V(Y[t],d=1,D=0)0.349704507042253Range4.62Trim Var.0.00898387096774195
V(Y[t],d=2,D=0)0.73579420289855Range7.84Trim Var.0.0590688524590165
V(Y[t],d=3,D=0)2.2393Range11.76Trim Var.0.268093442622951
V(Y[t],d=0,D=1)2.85231556497175Range5.74000000000001Trim Var.1.78663759183673
V(Y[t],d=1,D=1)0.671040794856809Range7.51Trim Var.0.0382720609579102
V(Y[t],d=2,D=1)1.40514385964912Range7.91000000000001Trim Var.0.260043250377073
V(Y[t],d=3,D=1)4.29313928571429Range15.0900000000000Trim Var.1.04176020408163
V(Y[t],d=0,D=2)8.5853198138298Range10.4100000000000Trim Var.5.45441634615385
V(Y[t],d=1,D=2)2.09739750231267Range11.43Trim Var.0.124350975609756
V(Y[t],d=2,D=2)4.44456661835749Range15.0900000000000Trim Var.0.847213076923071
V(Y[t],d=3,D=2)13.6879997979798Range23.0700000000000Trim Var.3.91443657219973

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7.01460250391236 & Range & 8.1 & Trim Var. & 5.68488348457350 \tabularnewline
V(Y[t],d=1,D=0) & 0.349704507042253 & Range & 4.62 & Trim Var. & 0.00898387096774195 \tabularnewline
V(Y[t],d=2,D=0) & 0.73579420289855 & Range & 7.84 & Trim Var. & 0.0590688524590165 \tabularnewline
V(Y[t],d=3,D=0) & 2.2393 & Range & 11.76 & Trim Var. & 0.268093442622951 \tabularnewline
V(Y[t],d=0,D=1) & 2.85231556497175 & Range & 5.74000000000001 & Trim Var. & 1.78663759183673 \tabularnewline
V(Y[t],d=1,D=1) & 0.671040794856809 & Range & 7.51 & Trim Var. & 0.0382720609579102 \tabularnewline
V(Y[t],d=2,D=1) & 1.40514385964912 & Range & 7.91000000000001 & Trim Var. & 0.260043250377073 \tabularnewline
V(Y[t],d=3,D=1) & 4.29313928571429 & Range & 15.0900000000000 & Trim Var. & 1.04176020408163 \tabularnewline
V(Y[t],d=0,D=2) & 8.5853198138298 & Range & 10.4100000000000 & Trim Var. & 5.45441634615385 \tabularnewline
V(Y[t],d=1,D=2) & 2.09739750231267 & Range & 11.43 & Trim Var. & 0.124350975609756 \tabularnewline
V(Y[t],d=2,D=2) & 4.44456661835749 & Range & 15.0900000000000 & Trim Var. & 0.847213076923071 \tabularnewline
V(Y[t],d=3,D=2) & 13.6879997979798 & Range & 23.0700000000000 & Trim Var. & 3.91443657219973 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4293&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7.01460250391236[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]5.68488348457350[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.349704507042253[/C][C]Range[/C][C]4.62[/C][C]Trim Var.[/C][C]0.00898387096774195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.73579420289855[/C][C]Range[/C][C]7.84[/C][C]Trim Var.[/C][C]0.0590688524590165[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2.2393[/C][C]Range[/C][C]11.76[/C][C]Trim Var.[/C][C]0.268093442622951[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.85231556497175[/C][C]Range[/C][C]5.74000000000001[/C][C]Trim Var.[/C][C]1.78663759183673[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.671040794856809[/C][C]Range[/C][C]7.51[/C][C]Trim Var.[/C][C]0.0382720609579102[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.40514385964912[/C][C]Range[/C][C]7.91000000000001[/C][C]Trim Var.[/C][C]0.260043250377073[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4.29313928571429[/C][C]Range[/C][C]15.0900000000000[/C][C]Trim Var.[/C][C]1.04176020408163[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]8.5853198138298[/C][C]Range[/C][C]10.4100000000000[/C][C]Trim Var.[/C][C]5.45441634615385[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.09739750231267[/C][C]Range[/C][C]11.43[/C][C]Trim Var.[/C][C]0.124350975609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4.44456661835749[/C][C]Range[/C][C]15.0900000000000[/C][C]Trim Var.[/C][C]0.847213076923071[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]13.6879997979798[/C][C]Range[/C][C]23.0700000000000[/C][C]Trim Var.[/C][C]3.91443657219973[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4293&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4293&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)7.01460250391236Range8.1Trim Var.5.68488348457350
V(Y[t],d=1,D=0)0.349704507042253Range4.62Trim Var.0.00898387096774195
V(Y[t],d=2,D=0)0.73579420289855Range7.84Trim Var.0.0590688524590165
V(Y[t],d=3,D=0)2.2393Range11.76Trim Var.0.268093442622951
V(Y[t],d=0,D=1)2.85231556497175Range5.74000000000001Trim Var.1.78663759183673
V(Y[t],d=1,D=1)0.671040794856809Range7.51Trim Var.0.0382720609579102
V(Y[t],d=2,D=1)1.40514385964912Range7.91000000000001Trim Var.0.260043250377073
V(Y[t],d=3,D=1)4.29313928571429Range15.0900000000000Trim Var.1.04176020408163
V(Y[t],d=0,D=2)8.5853198138298Range10.4100000000000Trim Var.5.45441634615385
V(Y[t],d=1,D=2)2.09739750231267Range11.43Trim Var.0.124350975609756
V(Y[t],d=2,D=2)4.44456661835749Range15.0900000000000Trim Var.0.847213076923071
V(Y[t],d=3,D=2)13.6879997979798Range23.0700000000000Trim Var.3.91443657219973



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')