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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 20 Dec 2007 16:22:47 -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/21/t1198191918rn4djxg3kos1ar1.htm/, Retrieved Tue, 07 May 2024 11:27:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4773, Retrieved Tue, 07 May 2024 11:27:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsmarij
Estimated Impact235
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [paper uitvoer sei...] [2007-12-20 23:22:47] [bd0e3b74339db15b9ec76abfe0d5b55e] [Current]
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Dataseries X:
89,97
99,8
112,99
93,69
108,02
99,11
94,33
83,75
106,37
109,63
105,5
96,13
102,48
101,37
112,76
95,57
102,81
104,13
97,52
85,29
101,01
108,48
101,33
87,57
97,44
96,06
106,67
102,67
104,54
102,46
103,35
83,27
108,22
115,23
103,7
93,61
100,25
100,56
108,86
105,43
104,77
109,13
106,13
82,27
113,6
117,73
104,83
104,61
102,93
106,95
123,45
111,99
103,95
122,05
108,04
93,72
119,61
118,29
117,14
112,76
105,97
107,96
122,27
114,54
110,15
120,02
103,94
96,18
121,01
110,55
120,04
114,19




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=4773&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=4773&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4773&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)92.5778556338028Range41.18Trim Var.56.3922903769841
V(Y[t],d=1,D=0)141.169332997988Range55.19Trim Var.86.4297296979007
V(Y[t],d=2,D=0)386.286557681159Range90.48Trim Var.239.777467292438
V(Y[t],d=3,D=0)1196.59976807332Range158.44Trim Var.731.740323879781
V(Y[t],d=0,D=1)26.7433935310735Range23.15Trim Var.17.3880440251572
V(Y[t],d=1,D=1)40.5195071303332Range24.75Trim Var.29.2378063134978
V(Y[t],d=2,D=1)120.317639957653Range45.87Trim Var.84.5174766214179
V(Y[t],d=3,D=1)391.257688408521Range91.17Trim Var.268.687364078432
V(Y[t],d=0,D=2)59.4189627216312Range32.15Trim Var.36.1573233449478
V(Y[t],d=1,D=2)75.6610085106383Range38.1Trim Var.50.0015837804878
V(Y[t],d=2,D=2)225.153378743961Range63.91Trim Var.145.997305064103
V(Y[t],d=3,D=2)751.702537373737Range109.49Trim Var.520.611843049932

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 92.5778556338028 & Range & 41.18 & Trim Var. & 56.3922903769841 \tabularnewline
V(Y[t],d=1,D=0) & 141.169332997988 & Range & 55.19 & Trim Var. & 86.4297296979007 \tabularnewline
V(Y[t],d=2,D=0) & 386.286557681159 & Range & 90.48 & Trim Var. & 239.777467292438 \tabularnewline
V(Y[t],d=3,D=0) & 1196.59976807332 & Range & 158.44 & Trim Var. & 731.740323879781 \tabularnewline
V(Y[t],d=0,D=1) & 26.7433935310735 & Range & 23.15 & Trim Var. & 17.3880440251572 \tabularnewline
V(Y[t],d=1,D=1) & 40.5195071303332 & Range & 24.75 & Trim Var. & 29.2378063134978 \tabularnewline
V(Y[t],d=2,D=1) & 120.317639957653 & Range & 45.87 & Trim Var. & 84.5174766214179 \tabularnewline
V(Y[t],d=3,D=1) & 391.257688408521 & Range & 91.17 & Trim Var. & 268.687364078432 \tabularnewline
V(Y[t],d=0,D=2) & 59.4189627216312 & Range & 32.15 & Trim Var. & 36.1573233449478 \tabularnewline
V(Y[t],d=1,D=2) & 75.6610085106383 & Range & 38.1 & Trim Var. & 50.0015837804878 \tabularnewline
V(Y[t],d=2,D=2) & 225.153378743961 & Range & 63.91 & Trim Var. & 145.997305064103 \tabularnewline
V(Y[t],d=3,D=2) & 751.702537373737 & Range & 109.49 & Trim Var. & 520.611843049932 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4773&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]92.5778556338028[/C][C]Range[/C][C]41.18[/C][C]Trim Var.[/C][C]56.3922903769841[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]141.169332997988[/C][C]Range[/C][C]55.19[/C][C]Trim Var.[/C][C]86.4297296979007[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]386.286557681159[/C][C]Range[/C][C]90.48[/C][C]Trim Var.[/C][C]239.777467292438[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1196.59976807332[/C][C]Range[/C][C]158.44[/C][C]Trim Var.[/C][C]731.740323879781[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]26.7433935310735[/C][C]Range[/C][C]23.15[/C][C]Trim Var.[/C][C]17.3880440251572[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]40.5195071303332[/C][C]Range[/C][C]24.75[/C][C]Trim Var.[/C][C]29.2378063134978[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]120.317639957653[/C][C]Range[/C][C]45.87[/C][C]Trim Var.[/C][C]84.5174766214179[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]391.257688408521[/C][C]Range[/C][C]91.17[/C][C]Trim Var.[/C][C]268.687364078432[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]59.4189627216312[/C][C]Range[/C][C]32.15[/C][C]Trim Var.[/C][C]36.1573233449478[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]75.6610085106383[/C][C]Range[/C][C]38.1[/C][C]Trim Var.[/C][C]50.0015837804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]225.153378743961[/C][C]Range[/C][C]63.91[/C][C]Trim Var.[/C][C]145.997305064103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]751.702537373737[/C][C]Range[/C][C]109.49[/C][C]Trim Var.[/C][C]520.611843049932[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4773&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4773&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)92.5778556338028Range41.18Trim Var.56.3922903769841
V(Y[t],d=1,D=0)141.169332997988Range55.19Trim Var.86.4297296979007
V(Y[t],d=2,D=0)386.286557681159Range90.48Trim Var.239.777467292438
V(Y[t],d=3,D=0)1196.59976807332Range158.44Trim Var.731.740323879781
V(Y[t],d=0,D=1)26.7433935310735Range23.15Trim Var.17.3880440251572
V(Y[t],d=1,D=1)40.5195071303332Range24.75Trim Var.29.2378063134978
V(Y[t],d=2,D=1)120.317639957653Range45.87Trim Var.84.5174766214179
V(Y[t],d=3,D=1)391.257688408521Range91.17Trim Var.268.687364078432
V(Y[t],d=0,D=2)59.4189627216312Range32.15Trim Var.36.1573233449478
V(Y[t],d=1,D=2)75.6610085106383Range38.1Trim Var.50.0015837804878
V(Y[t],d=2,D=2)225.153378743961Range63.91Trim Var.145.997305064103
V(Y[t],d=3,D=2)751.702537373737Range109.49Trim Var.520.611843049932



Parameters (Session):
par1 = FALSE ; par2 = 1 ; par3 = 2 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;
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')