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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 07:01:40 -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/t1195739636theaykzexjw8vv4.htm/, Retrieved Thu, 02 May 2024 14:54:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6000, Retrieved Thu, 02 May 2024 14:54:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact200
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [VRM P-index GS'n ...] [2007-11-22 14:01:40] [4df98167d5cf79c69ce763f2d4ef5b15] [Current]
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Dataseries X:
96,8
91,2
97,1
104,9
110,9
104,8
94,1
95,8
99,3
101,1
104,0
99,0
105,4
107,1
110,7
117,1
118,7
126,5
127,5
134,6
131,8
135,9
142,7
141,7
153,4
145,0
137,7
148,3
152,2
169,4
168,6
161,1
174,1
179,0
190,6
190,0
181,6
174,8
180,5
196,8
193,8
197,0
216,3
221,4
217,9
229,7
227,4
204,2
196,6
198,8
207,5
190,7
201,6
210,5
223,5
223,8
231,2
244,0
234,7
250,2




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=6000&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=6000&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6000&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)2278.01368361582Range159Trim Var.1897.84327044025
V(Y[t],d=1,D=0)72.1003448275863Range42.5Trim Var.43.8413715529753
V(Y[t],d=2,D=0)149.361999395039Range53.2Trim Var.100.744328808447
V(Y[t],d=3,D=0)414.022976190477Range86Trim Var.274.645066666667
V(Y[t],d=0,D=1)245.685421099291Range66.4Trim Var.177.699123112660
V(Y[t],d=1,D=1)150.328677150786Range71.8Trim Var.68.670487804878
V(Y[t],d=2,D=1)309.944579710145Range83.1Trim Var.151.891564102564
V(Y[t],d=3,D=1)791.391646464647Range138.3Trim Var.402.073927125507
V(Y[t],d=0,D=2)613.248857142858Range97.3Trim Var.407.9403125
V(Y[t],d=1,D=2)448.027344537815Range100.1Trim Var.271.897161290323
V(Y[t],d=2,D=2)863.317049910874Range119.1Trim Var.563.100471264368
V(Y[t],d=3,D=2)2197.98278409091Range176.000000000000Trim Var.1520.82352216749

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2278.01368361582 & Range & 159 & Trim Var. & 1897.84327044025 \tabularnewline
V(Y[t],d=1,D=0) & 72.1003448275863 & Range & 42.5 & Trim Var. & 43.8413715529753 \tabularnewline
V(Y[t],d=2,D=0) & 149.361999395039 & Range & 53.2 & Trim Var. & 100.744328808447 \tabularnewline
V(Y[t],d=3,D=0) & 414.022976190477 & Range & 86 & Trim Var. & 274.645066666667 \tabularnewline
V(Y[t],d=0,D=1) & 245.685421099291 & Range & 66.4 & Trim Var. & 177.699123112660 \tabularnewline
V(Y[t],d=1,D=1) & 150.328677150786 & Range & 71.8 & Trim Var. & 68.670487804878 \tabularnewline
V(Y[t],d=2,D=1) & 309.944579710145 & Range & 83.1 & Trim Var. & 151.891564102564 \tabularnewline
V(Y[t],d=3,D=1) & 791.391646464647 & Range & 138.3 & Trim Var. & 402.073927125507 \tabularnewline
V(Y[t],d=0,D=2) & 613.248857142858 & Range & 97.3 & Trim Var. & 407.9403125 \tabularnewline
V(Y[t],d=1,D=2) & 448.027344537815 & Range & 100.1 & Trim Var. & 271.897161290323 \tabularnewline
V(Y[t],d=2,D=2) & 863.317049910874 & Range & 119.1 & Trim Var. & 563.100471264368 \tabularnewline
V(Y[t],d=3,D=2) & 2197.98278409091 & Range & 176.000000000000 & Trim Var. & 1520.82352216749 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6000&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2278.01368361582[/C][C]Range[/C][C]159[/C][C]Trim Var.[/C][C]1897.84327044025[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]72.1003448275863[/C][C]Range[/C][C]42.5[/C][C]Trim Var.[/C][C]43.8413715529753[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]149.361999395039[/C][C]Range[/C][C]53.2[/C][C]Trim Var.[/C][C]100.744328808447[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]414.022976190477[/C][C]Range[/C][C]86[/C][C]Trim Var.[/C][C]274.645066666667[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]245.685421099291[/C][C]Range[/C][C]66.4[/C][C]Trim Var.[/C][C]177.699123112660[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]150.328677150786[/C][C]Range[/C][C]71.8[/C][C]Trim Var.[/C][C]68.670487804878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]309.944579710145[/C][C]Range[/C][C]83.1[/C][C]Trim Var.[/C][C]151.891564102564[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]791.391646464647[/C][C]Range[/C][C]138.3[/C][C]Trim Var.[/C][C]402.073927125507[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]613.248857142858[/C][C]Range[/C][C]97.3[/C][C]Trim Var.[/C][C]407.9403125[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]448.027344537815[/C][C]Range[/C][C]100.1[/C][C]Trim Var.[/C][C]271.897161290323[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]863.317049910874[/C][C]Range[/C][C]119.1[/C][C]Trim Var.[/C][C]563.100471264368[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2197.98278409091[/C][C]Range[/C][C]176.000000000000[/C][C]Trim Var.[/C][C]1520.82352216749[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6000&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6000&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)2278.01368361582Range159Trim Var.1897.84327044025
V(Y[t],d=1,D=0)72.1003448275863Range42.5Trim Var.43.8413715529753
V(Y[t],d=2,D=0)149.361999395039Range53.2Trim Var.100.744328808447
V(Y[t],d=3,D=0)414.022976190477Range86Trim Var.274.645066666667
V(Y[t],d=0,D=1)245.685421099291Range66.4Trim Var.177.699123112660
V(Y[t],d=1,D=1)150.328677150786Range71.8Trim Var.68.670487804878
V(Y[t],d=2,D=1)309.944579710145Range83.1Trim Var.151.891564102564
V(Y[t],d=3,D=1)791.391646464647Range138.3Trim Var.402.073927125507
V(Y[t],d=0,D=2)613.248857142858Range97.3Trim Var.407.9403125
V(Y[t],d=1,D=2)448.027344537815Range100.1Trim Var.271.897161290323
V(Y[t],d=2,D=2)863.317049910874Range119.1Trim Var.563.100471264368
V(Y[t],d=3,D=2)2197.98278409091Range176.000000000000Trim Var.1520.82352216749



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')