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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 07:06:00 -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/t119573987744bl6ch3vimd8sp.htm/, Retrieved Thu, 02 May 2024 17:44:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6003, Retrieved Thu, 02 May 2024 17:44:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact185
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [VRM P-index energ...] [2007-11-22 14:06:00] [4df98167d5cf79c69ce763f2d4ef5b15] [Current]
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Dataseries X:
96,7
88,0
96,7
106,8
114,3
105,7
90,1
91,6
97,7
100,8
104,6
95,9
102,7
104,0
107,9
113,8
113,8
123,1
125,1
137,6
134,0
140,3
152,1
150,6
167,3
153,2
142,0
154,4
158,5
180,9
181,3
172,4
192,0
199,3
215,4
214,3
201,5
190,5
196,0
215,7
209,4
214,1
237,8
239,0
237,8
251,5
248,8
215,4
201,2
203,1
214,2
188,9
203,0
213,3
228,5
228,2
240,9
258,8
248,5
269,2




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6003&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6003&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6003&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)2964.15942372881Range181.2Trim Var.2475.93541579315
V(Y[t],d=1,D=0)138.177358270018Range57.1Trim Var.84.9299854862119
V(Y[t],d=2,D=0)279.108372655777Range75.8Trim Var.183.664102564103
V(Y[t],d=3,D=0)775.869197994987Range124.8Trim Var.506.860501960784
V(Y[t],d=0,D=1)632.595953014184Range93.4Trim Var.475.13975029036
V(Y[t],d=1,D=1)283.104486586494Range99.1Trim Var.126.345451219512
V(Y[t],d=2,D=1)568.235811594203Range116Trim Var.285.229205128205
V(Y[t],d=3,D=1)1456.87045454545Range196.2Trim Var.720.534102564103
V(Y[t],d=0,D=2)1469.06015873016Range146.7Trim Var.1033.28516129032
V(Y[t],d=1,D=2)823.953983193277Range138.7Trim Var.488.15623655914
V(Y[t],d=2,D=2)1533.82470588235Range158.6Trim Var.1015.55757471264
V(Y[t],d=3,D=2)3900.24422348485Range225.3Trim Var.2699.21876847291

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2964.15942372881 & Range & 181.2 & Trim Var. & 2475.93541579315 \tabularnewline
V(Y[t],d=1,D=0) & 138.177358270018 & Range & 57.1 & Trim Var. & 84.9299854862119 \tabularnewline
V(Y[t],d=2,D=0) & 279.108372655777 & Range & 75.8 & Trim Var. & 183.664102564103 \tabularnewline
V(Y[t],d=3,D=0) & 775.869197994987 & Range & 124.8 & Trim Var. & 506.860501960784 \tabularnewline
V(Y[t],d=0,D=1) & 632.595953014184 & Range & 93.4 & Trim Var. & 475.13975029036 \tabularnewline
V(Y[t],d=1,D=1) & 283.104486586494 & Range & 99.1 & Trim Var. & 126.345451219512 \tabularnewline
V(Y[t],d=2,D=1) & 568.235811594203 & Range & 116 & Trim Var. & 285.229205128205 \tabularnewline
V(Y[t],d=3,D=1) & 1456.87045454545 & Range & 196.2 & Trim Var. & 720.534102564103 \tabularnewline
V(Y[t],d=0,D=2) & 1469.06015873016 & Range & 146.7 & Trim Var. & 1033.28516129032 \tabularnewline
V(Y[t],d=1,D=2) & 823.953983193277 & Range & 138.7 & Trim Var. & 488.15623655914 \tabularnewline
V(Y[t],d=2,D=2) & 1533.82470588235 & Range & 158.6 & Trim Var. & 1015.55757471264 \tabularnewline
V(Y[t],d=3,D=2) & 3900.24422348485 & Range & 225.3 & Trim Var. & 2699.21876847291 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6003&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2964.15942372881[/C][C]Range[/C][C]181.2[/C][C]Trim Var.[/C][C]2475.93541579315[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]138.177358270018[/C][C]Range[/C][C]57.1[/C][C]Trim Var.[/C][C]84.9299854862119[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]279.108372655777[/C][C]Range[/C][C]75.8[/C][C]Trim Var.[/C][C]183.664102564103[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]775.869197994987[/C][C]Range[/C][C]124.8[/C][C]Trim Var.[/C][C]506.860501960784[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]632.595953014184[/C][C]Range[/C][C]93.4[/C][C]Trim Var.[/C][C]475.13975029036[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]283.104486586494[/C][C]Range[/C][C]99.1[/C][C]Trim Var.[/C][C]126.345451219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]568.235811594203[/C][C]Range[/C][C]116[/C][C]Trim Var.[/C][C]285.229205128205[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1456.87045454545[/C][C]Range[/C][C]196.2[/C][C]Trim Var.[/C][C]720.534102564103[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1469.06015873016[/C][C]Range[/C][C]146.7[/C][C]Trim Var.[/C][C]1033.28516129032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]823.953983193277[/C][C]Range[/C][C]138.7[/C][C]Trim Var.[/C][C]488.15623655914[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1533.82470588235[/C][C]Range[/C][C]158.6[/C][C]Trim Var.[/C][C]1015.55757471264[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3900.24422348485[/C][C]Range[/C][C]225.3[/C][C]Trim Var.[/C][C]2699.21876847291[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6003&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6003&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)2964.15942372881Range181.2Trim Var.2475.93541579315
V(Y[t],d=1,D=0)138.177358270018Range57.1Trim Var.84.9299854862119
V(Y[t],d=2,D=0)279.108372655777Range75.8Trim Var.183.664102564103
V(Y[t],d=3,D=0)775.869197994987Range124.8Trim Var.506.860501960784
V(Y[t],d=0,D=1)632.595953014184Range93.4Trim Var.475.13975029036
V(Y[t],d=1,D=1)283.104486586494Range99.1Trim Var.126.345451219512
V(Y[t],d=2,D=1)568.235811594203Range116Trim Var.285.229205128205
V(Y[t],d=3,D=1)1456.87045454545Range196.2Trim Var.720.534102564103
V(Y[t],d=0,D=2)1469.06015873016Range146.7Trim Var.1033.28516129032
V(Y[t],d=1,D=2)823.953983193277Range138.7Trim Var.488.15623655914
V(Y[t],d=2,D=2)1533.82470588235Range158.6Trim Var.1015.55757471264
V(Y[t],d=3,D=2)3900.24422348485Range225.3Trim Var.2699.21876847291



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')