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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 22 Nov 2007 02:18:37 -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/Nov/22/t11957228108ukviuj0ao2ibct.htm/, Retrieved Thu, 02 May 2024 16:31:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=5918, Retrieved Thu, 02 May 2024 16:31:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsQ2
Estimated Impact231
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variance reductio...] [2007-11-22 09:18:37] [c8a4a40341940b3329d625726d352171] [Current]
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Dataseries X:
15859,4
15258,9
15498,6
15106,5
15023,6
12083,0
15761,3
16942,6
15070,3
13659,6
14768,9
14725,1
15998,1
15370,6
14956,9
15469,7
15101,8
11703,7
16283,6
16726,5
14968,9
14861,0
14583,3
15305,8
17903,9
16379,4
15420,3
17870,5
15912,8
13866,5
17823,2
17872,0
17422,0
16704,5
15991,2
16583,6
19123,5
17838,7
17209,4
18586,5
16258,1
15141,6
19202,1
17746,5
19090,1
18040,3
17515,5
17751,8
21072,4
17170,0
19439,5
19795,4
17574,9
16165,4
19464,6
19932,1
19961,2
17343,4
18924,2
18574,1
21350,6




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=5918&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=5918&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5918&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)4040081.809Range9646.9Trim Var.2250247.25616836
V(Y[t],d=1,D=0)3665693.13993220Range8482.3Trim Var.2416129.53981831
V(Y[t],d=2,D=0)9934584.445827Range15201Trim Var.6323436.84694485
V(Y[t],d=3,D=0)30532638.4992136Range25509.9Trim Var.19267454.2271908
V(Y[t],d=0,D=1)706272.396870748Range3150Trim Var.484479.04110742
V(Y[t],d=1,D=1)1266887.84953457Range5516.4Trim Var.758317.006951219
V(Y[t],d=2,D=1)4094894.99629972Range9436.4Trim Var.2352457.83501219
V(Y[t],d=3,D=1)13969382.5583816Range18351.1Trim Var.8103328.19204487
V(Y[t],d=0,D=2)1569663.37169670Range4682.5Trim Var.1096214.43939394
V(Y[t],d=1,D=2)2265438.49939682Range6535.59999999999Trim Var.1361424.73684476
V(Y[t],d=2,D=2)7005856.36937815Range11961.9Trim Var.4417305.68182795
V(Y[t],d=3,D=2)23434106.5407219Range19950.7Trim Var.15143683.3446437

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4040081.809 & Range & 9646.9 & Trim Var. & 2250247.25616836 \tabularnewline
V(Y[t],d=1,D=0) & 3665693.13993220 & Range & 8482.3 & Trim Var. & 2416129.53981831 \tabularnewline
V(Y[t],d=2,D=0) & 9934584.445827 & Range & 15201 & Trim Var. & 6323436.84694485 \tabularnewline
V(Y[t],d=3,D=0) & 30532638.4992136 & Range & 25509.9 & Trim Var. & 19267454.2271908 \tabularnewline
V(Y[t],d=0,D=1) & 706272.396870748 & Range & 3150 & Trim Var. & 484479.04110742 \tabularnewline
V(Y[t],d=1,D=1) & 1266887.84953457 & Range & 5516.4 & Trim Var. & 758317.006951219 \tabularnewline
V(Y[t],d=2,D=1) & 4094894.99629972 & Range & 9436.4 & Trim Var. & 2352457.83501219 \tabularnewline
V(Y[t],d=3,D=1) & 13969382.5583816 & Range & 18351.1 & Trim Var. & 8103328.19204487 \tabularnewline
V(Y[t],d=0,D=2) & 1569663.37169670 & Range & 4682.5 & Trim Var. & 1096214.43939394 \tabularnewline
V(Y[t],d=1,D=2) & 2265438.49939682 & Range & 6535.59999999999 & Trim Var. & 1361424.73684476 \tabularnewline
V(Y[t],d=2,D=2) & 7005856.36937815 & Range & 11961.9 & Trim Var. & 4417305.68182795 \tabularnewline
V(Y[t],d=3,D=2) & 23434106.5407219 & Range & 19950.7 & Trim Var. & 15143683.3446437 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=5918&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4040081.809[/C][C]Range[/C][C]9646.9[/C][C]Trim Var.[/C][C]2250247.25616836[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3665693.13993220[/C][C]Range[/C][C]8482.3[/C][C]Trim Var.[/C][C]2416129.53981831[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9934584.445827[/C][C]Range[/C][C]15201[/C][C]Trim Var.[/C][C]6323436.84694485[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]30532638.4992136[/C][C]Range[/C][C]25509.9[/C][C]Trim Var.[/C][C]19267454.2271908[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]706272.396870748[/C][C]Range[/C][C]3150[/C][C]Trim Var.[/C][C]484479.04110742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1266887.84953457[/C][C]Range[/C][C]5516.4[/C][C]Trim Var.[/C][C]758317.006951219[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4094894.99629972[/C][C]Range[/C][C]9436.4[/C][C]Trim Var.[/C][C]2352457.83501219[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]13969382.5583816[/C][C]Range[/C][C]18351.1[/C][C]Trim Var.[/C][C]8103328.19204487[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1569663.37169670[/C][C]Range[/C][C]4682.5[/C][C]Trim Var.[/C][C]1096214.43939394[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2265438.49939682[/C][C]Range[/C][C]6535.59999999999[/C][C]Trim Var.[/C][C]1361424.73684476[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]7005856.36937815[/C][C]Range[/C][C]11961.9[/C][C]Trim Var.[/C][C]4417305.68182795[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]23434106.5407219[/C][C]Range[/C][C]19950.7[/C][C]Trim Var.[/C][C]15143683.3446437[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=5918&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=5918&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)4040081.809Range9646.9Trim Var.2250247.25616836
V(Y[t],d=1,D=0)3665693.13993220Range8482.3Trim Var.2416129.53981831
V(Y[t],d=2,D=0)9934584.445827Range15201Trim Var.6323436.84694485
V(Y[t],d=3,D=0)30532638.4992136Range25509.9Trim Var.19267454.2271908
V(Y[t],d=0,D=1)706272.396870748Range3150Trim Var.484479.04110742
V(Y[t],d=1,D=1)1266887.84953457Range5516.4Trim Var.758317.006951219
V(Y[t],d=2,D=1)4094894.99629972Range9436.4Trim Var.2352457.83501219
V(Y[t],d=3,D=1)13969382.5583816Range18351.1Trim Var.8103328.19204487
V(Y[t],d=0,D=2)1569663.37169670Range4682.5Trim Var.1096214.43939394
V(Y[t],d=1,D=2)2265438.49939682Range6535.59999999999Trim Var.1361424.73684476
V(Y[t],d=2,D=2)7005856.36937815Range11961.9Trim Var.4417305.68182795
V(Y[t],d=3,D=2)23434106.5407219Range19950.7Trim Var.15143683.3446437



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')