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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 07:57:50 -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/t1195742982c7q1e1tekh6psl0.htm/, Retrieved Thu, 02 May 2024 22:24:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6033, Retrieved Thu, 02 May 2024 22:24:25 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact172
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variaence reducti...] [2007-11-22 14:57:50] [2cdb7403ed3391afb545b8c0d20da37e] [Current]
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Dataseries X:
140
132
117
114
113
110
107
103
98
98
137
148
147
139
130
128
127
123
118
114
108
111
151
159
158
148
138
137
136
133
126
120
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124




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=6033&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=6033&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6033&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)309.434170471842Range69Trim Var.219.655288461538
V(Y[t],d=1,D=0)146.316118935837Range55Trim Var.58.4818948412698
V(Y[t],d=2,D=0)201.599195171026Range71Trim Var.86.831541218638
V(Y[t],d=3,D=0)485.806418219462Range103Trim Var.204.276044420941
V(Y[t],d=0,D=1)98.3448087431694Range39Trim Var.60.3725490196078
V(Y[t],d=1,D=1)5.27005649717514Range13Trim Var.1.89254901960784
V(Y[t],d=2,D=1)10.3547632963179Range22Trim Var.3.82568027210884
V(Y[t],d=3,D=1)30.0511191772535Range38Trim Var.11.9396078431373
V(Y[t],d=0,D=2)30.6539115646259Range22Trim Var.19.7468060394890
V(Y[t],d=1,D=2)10.1236702127660Range17Trim Var.4.75243902439024
V(Y[t],d=2,D=2)20.1720629047179Range26Trim Var.8.87980085348506
V(Y[t],d=3,D=2)58.2884057971014Range47Trim Var.23.4979757085020

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 309.434170471842 & Range & 69 & Trim Var. & 219.655288461538 \tabularnewline
V(Y[t],d=1,D=0) & 146.316118935837 & Range & 55 & Trim Var. & 58.4818948412698 \tabularnewline
V(Y[t],d=2,D=0) & 201.599195171026 & Range & 71 & Trim Var. & 86.831541218638 \tabularnewline
V(Y[t],d=3,D=0) & 485.806418219462 & Range & 103 & Trim Var. & 204.276044420941 \tabularnewline
V(Y[t],d=0,D=1) & 98.3448087431694 & Range & 39 & Trim Var. & 60.3725490196078 \tabularnewline
V(Y[t],d=1,D=1) & 5.27005649717514 & Range & 13 & Trim Var. & 1.89254901960784 \tabularnewline
V(Y[t],d=2,D=1) & 10.3547632963179 & Range & 22 & Trim Var. & 3.82568027210884 \tabularnewline
V(Y[t],d=3,D=1) & 30.0511191772535 & Range & 38 & Trim Var. & 11.9396078431373 \tabularnewline
V(Y[t],d=0,D=2) & 30.6539115646259 & Range & 22 & Trim Var. & 19.7468060394890 \tabularnewline
V(Y[t],d=1,D=2) & 10.1236702127660 & Range & 17 & Trim Var. & 4.75243902439024 \tabularnewline
V(Y[t],d=2,D=2) & 20.1720629047179 & Range & 26 & Trim Var. & 8.87980085348506 \tabularnewline
V(Y[t],d=3,D=2) & 58.2884057971014 & Range & 47 & Trim Var. & 23.4979757085020 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6033&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]309.434170471842[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]219.655288461538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]146.316118935837[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]58.4818948412698[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]201.599195171026[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]86.831541218638[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]485.806418219462[/C][C]Range[/C][C]103[/C][C]Trim Var.[/C][C]204.276044420941[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]98.3448087431694[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]60.3725490196078[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.27005649717514[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]1.89254901960784[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]10.3547632963179[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]3.82568027210884[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]30.0511191772535[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]11.9396078431373[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]30.6539115646259[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]19.7468060394890[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]10.1236702127660[/C][C]Range[/C][C]17[/C][C]Trim Var.[/C][C]4.75243902439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]20.1720629047179[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]8.87980085348506[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]58.2884057971014[/C][C]Range[/C][C]47[/C][C]Trim Var.[/C][C]23.4979757085020[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6033&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6033&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)309.434170471842Range69Trim Var.219.655288461538
V(Y[t],d=1,D=0)146.316118935837Range55Trim Var.58.4818948412698
V(Y[t],d=2,D=0)201.599195171026Range71Trim Var.86.831541218638
V(Y[t],d=3,D=0)485.806418219462Range103Trim Var.204.276044420941
V(Y[t],d=0,D=1)98.3448087431694Range39Trim Var.60.3725490196078
V(Y[t],d=1,D=1)5.27005649717514Range13Trim Var.1.89254901960784
V(Y[t],d=2,D=1)10.3547632963179Range22Trim Var.3.82568027210884
V(Y[t],d=3,D=1)30.0511191772535Range38Trim Var.11.9396078431373
V(Y[t],d=0,D=2)30.6539115646259Range22Trim Var.19.7468060394890
V(Y[t],d=1,D=2)10.1236702127660Range17Trim Var.4.75243902439024
V(Y[t],d=2,D=2)20.1720629047179Range26Trim Var.8.87980085348506
V(Y[t],d=3,D=2)58.2884057971014Range47Trim Var.23.4979757085020



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')