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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 09:06:24 -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/t1195747075fiog7mdn0k5l7ry.htm/, Retrieved Thu, 02 May 2024 23:16:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6063, Retrieved Thu, 02 May 2024 23:16:35 +0000
QR Codes:

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] [] [2007-11-22 16:06:24] [22d719c250b0837edaa2d173fd414084] [Current]
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Dataseries X:
105.3
103
103.8
103.4
105.8
101.4
97
94.3
96.6
97.1
95.7
96.9
97.4
95.3
93.6
91.5
93.1
91.7
94.3
93.9
90.9
88.3
91.3
91.7
92.4
92
95.6
95.8
96.4
99
107
109.7
116.2
115.9
113.8
112.6
113.7
115.9
110.3
111.3
113.4
108.2
104.8
106
110.9
115
118.4
121.4
128.8
131.7
141.7
142.9
139.4
134.7
125
113.6
111.5
108.5
112.3
116.6
115.5
120.1
132.9
128.1
129.3
132.5
131
124.9
120.8
122
122.1
127.4
135.2
137.3
135
136
138.4
134.7
138.4
133.9
133.6
141.2
151.8
155.4
156.6
161.6
160.7
156
159.5
168.7
169.9
169.9
185.9




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=6063&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=6063&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6063&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)500.839572230014Range97.6Trim Var.337.262987052093
V(Y[t],d=1,D=0)19.9653559483994Range27.4Trim Var.9.96367359229148
V(Y[t],d=2,D=0)26.1863321123321Range33.6Trim Var.15.4660771604938
V(Y[t],d=3,D=0)64.0932696629214Range49.4000000000001Trim Var.35.9963528481013
V(Y[t],d=0,D=1)19.9653559483994Range27.4Trim Var.9.96367359229148
V(Y[t],d=1,D=1)26.1863321123321Range33.6Trim Var.15.4660771604938
V(Y[t],d=2,D=1)64.0932696629214Range49.4000000000001Trim Var.35.9963528481013
V(Y[t],d=3,D=1)187.739274770174Range78.5000000000002Trim Var.106.159753326842
V(Y[t],d=0,D=2)26.1863321123321Range33.6Trim Var.15.4660771604938
V(Y[t],d=1,D=2)64.0932696629214Range49.4000000000001Trim Var.35.9963528481013
V(Y[t],d=2,D=2)187.739274770174Range78.5000000000002Trim Var.106.159753326842
V(Y[t],d=3,D=2)609.506435475446Range154.700000000000Trim Var.318.55361971362

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 500.839572230014 & Range & 97.6 & Trim Var. & 337.262987052093 \tabularnewline
V(Y[t],d=1,D=0) & 19.9653559483994 & Range & 27.4 & Trim Var. & 9.96367359229148 \tabularnewline
V(Y[t],d=2,D=0) & 26.1863321123321 & Range & 33.6 & Trim Var. & 15.4660771604938 \tabularnewline
V(Y[t],d=3,D=0) & 64.0932696629214 & Range & 49.4000000000001 & Trim Var. & 35.9963528481013 \tabularnewline
V(Y[t],d=0,D=1) & 19.9653559483994 & Range & 27.4 & Trim Var. & 9.96367359229148 \tabularnewline
V(Y[t],d=1,D=1) & 26.1863321123321 & Range & 33.6 & Trim Var. & 15.4660771604938 \tabularnewline
V(Y[t],d=2,D=1) & 64.0932696629214 & Range & 49.4000000000001 & Trim Var. & 35.9963528481013 \tabularnewline
V(Y[t],d=3,D=1) & 187.739274770174 & Range & 78.5000000000002 & Trim Var. & 106.159753326842 \tabularnewline
V(Y[t],d=0,D=2) & 26.1863321123321 & Range & 33.6 & Trim Var. & 15.4660771604938 \tabularnewline
V(Y[t],d=1,D=2) & 64.0932696629214 & Range & 49.4000000000001 & Trim Var. & 35.9963528481013 \tabularnewline
V(Y[t],d=2,D=2) & 187.739274770174 & Range & 78.5000000000002 & Trim Var. & 106.159753326842 \tabularnewline
V(Y[t],d=3,D=2) & 609.506435475446 & Range & 154.700000000000 & Trim Var. & 318.55361971362 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6063&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]500.839572230014[/C][C]Range[/C][C]97.6[/C][C]Trim Var.[/C][C]337.262987052093[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]19.9653559483994[/C][C]Range[/C][C]27.4[/C][C]Trim Var.[/C][C]9.96367359229148[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]26.1863321123321[/C][C]Range[/C][C]33.6[/C][C]Trim Var.[/C][C]15.4660771604938[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]64.0932696629214[/C][C]Range[/C][C]49.4000000000001[/C][C]Trim Var.[/C][C]35.9963528481013[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]19.9653559483994[/C][C]Range[/C][C]27.4[/C][C]Trim Var.[/C][C]9.96367359229148[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]26.1863321123321[/C][C]Range[/C][C]33.6[/C][C]Trim Var.[/C][C]15.4660771604938[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]64.0932696629214[/C][C]Range[/C][C]49.4000000000001[/C][C]Trim Var.[/C][C]35.9963528481013[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]187.739274770174[/C][C]Range[/C][C]78.5000000000002[/C][C]Trim Var.[/C][C]106.159753326842[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]26.1863321123321[/C][C]Range[/C][C]33.6[/C][C]Trim Var.[/C][C]15.4660771604938[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]64.0932696629214[/C][C]Range[/C][C]49.4000000000001[/C][C]Trim Var.[/C][C]35.9963528481013[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]187.739274770174[/C][C]Range[/C][C]78.5000000000002[/C][C]Trim Var.[/C][C]106.159753326842[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]609.506435475446[/C][C]Range[/C][C]154.700000000000[/C][C]Trim Var.[/C][C]318.55361971362[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6063&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6063&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)500.839572230014Range97.6Trim Var.337.262987052093
V(Y[t],d=1,D=0)19.9653559483994Range27.4Trim Var.9.96367359229148
V(Y[t],d=2,D=0)26.1863321123321Range33.6Trim Var.15.4660771604938
V(Y[t],d=3,D=0)64.0932696629214Range49.4000000000001Trim Var.35.9963528481013
V(Y[t],d=0,D=1)19.9653559483994Range27.4Trim Var.9.96367359229148
V(Y[t],d=1,D=1)26.1863321123321Range33.6Trim Var.15.4660771604938
V(Y[t],d=2,D=1)64.0932696629214Range49.4000000000001Trim Var.35.9963528481013
V(Y[t],d=3,D=1)187.739274770174Range78.5000000000002Trim Var.106.159753326842
V(Y[t],d=0,D=2)26.1863321123321Range33.6Trim Var.15.4660771604938
V(Y[t],d=1,D=2)64.0932696629214Range49.4000000000001Trim Var.35.9963528481013
V(Y[t],d=2,D=2)187.739274770174Range78.5000000000002Trim Var.106.159753326842
V(Y[t],d=3,D=2)609.506435475446Range154.700000000000Trim Var.318.55361971362



Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 1 ;
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')