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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 23 Nov 2007 08:52:20 -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/23/t11958326953k3y73zlpv00om7.htm/, Retrieved Mon, 29 Apr 2024 06:37:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6205, Retrieved Mon, 29 Apr 2024 06:37:04 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Workshop 4 Q2 Var...] [2007-11-23 15:52:20] [44cf2be50bc8700e14714598feda9df9] [Current]
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Dataseries X:
15761.3
16943.0
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
17420.4
16704.4
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
18840.1
20304.8
21132.4
19753.9
18009.9
20390.4




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=6205&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=6205&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6205&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)4278164.89854098Range9646.9Trim Var.2656237.67616836
V(Y[t],d=1,D=0)3617096.03643785Range8482.3Trim Var.2395246.51386792
V(Y[t],d=2,D=0)10054141.4770602Range15201Trim Var.6438846.44394775
V(Y[t],d=3,D=0)30826740.7665124Range25509.9Trim Var.19674892.3106033
V(Y[t],d=0,D=1)3617096.03643785Range8482.3Trim Var.2395246.51386792
V(Y[t],d=1,D=1)10054141.4770602Range15201Trim Var.6438846.44394775
V(Y[t],d=2,D=1)30826740.7665124Range25509.9Trim Var.19674892.3106033
V(Y[t],d=3,D=1)102084086.878014Range46825.4Trim Var.64579602.8873961
V(Y[t],d=0,D=2)10054141.4770602Range15201Trim Var.6438846.44394775
V(Y[t],d=1,D=2)30826740.7665124Range25509.9Trim Var.19674892.3106033
V(Y[t],d=2,D=2)102084086.878014Range46825.4Trim Var.64579602.8873961
V(Y[t],d=3,D=2)356728562.055987Range82357.3Trim Var.231988692.313894

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4278164.89854098 & Range & 9646.9 & Trim Var. & 2656237.67616836 \tabularnewline
V(Y[t],d=1,D=0) & 3617096.03643785 & Range & 8482.3 & Trim Var. & 2395246.51386792 \tabularnewline
V(Y[t],d=2,D=0) & 10054141.4770602 & Range & 15201 & Trim Var. & 6438846.44394775 \tabularnewline
V(Y[t],d=3,D=0) & 30826740.7665124 & Range & 25509.9 & Trim Var. & 19674892.3106033 \tabularnewline
V(Y[t],d=0,D=1) & 3617096.03643785 & Range & 8482.3 & Trim Var. & 2395246.51386792 \tabularnewline
V(Y[t],d=1,D=1) & 10054141.4770602 & Range & 15201 & Trim Var. & 6438846.44394775 \tabularnewline
V(Y[t],d=2,D=1) & 30826740.7665124 & Range & 25509.9 & Trim Var. & 19674892.3106033 \tabularnewline
V(Y[t],d=3,D=1) & 102084086.878014 & Range & 46825.4 & Trim Var. & 64579602.8873961 \tabularnewline
V(Y[t],d=0,D=2) & 10054141.4770602 & Range & 15201 & Trim Var. & 6438846.44394775 \tabularnewline
V(Y[t],d=1,D=2) & 30826740.7665124 & Range & 25509.9 & Trim Var. & 19674892.3106033 \tabularnewline
V(Y[t],d=2,D=2) & 102084086.878014 & Range & 46825.4 & Trim Var. & 64579602.8873961 \tabularnewline
V(Y[t],d=3,D=2) & 356728562.055987 & Range & 82357.3 & Trim Var. & 231988692.313894 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6205&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4278164.89854098[/C][C]Range[/C][C]9646.9[/C][C]Trim Var.[/C][C]2656237.67616836[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3617096.03643785[/C][C]Range[/C][C]8482.3[/C][C]Trim Var.[/C][C]2395246.51386792[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10054141.4770602[/C][C]Range[/C][C]15201[/C][C]Trim Var.[/C][C]6438846.44394775[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]30826740.7665124[/C][C]Range[/C][C]25509.9[/C][C]Trim Var.[/C][C]19674892.3106033[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3617096.03643785[/C][C]Range[/C][C]8482.3[/C][C]Trim Var.[/C][C]2395246.51386792[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]10054141.4770602[/C][C]Range[/C][C]15201[/C][C]Trim Var.[/C][C]6438846.44394775[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]30826740.7665124[/C][C]Range[/C][C]25509.9[/C][C]Trim Var.[/C][C]19674892.3106033[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]102084086.878014[/C][C]Range[/C][C]46825.4[/C][C]Trim Var.[/C][C]64579602.8873961[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]10054141.4770602[/C][C]Range[/C][C]15201[/C][C]Trim Var.[/C][C]6438846.44394775[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]30826740.7665124[/C][C]Range[/C][C]25509.9[/C][C]Trim Var.[/C][C]19674892.3106033[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]102084086.878014[/C][C]Range[/C][C]46825.4[/C][C]Trim Var.[/C][C]64579602.8873961[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]356728562.055987[/C][C]Range[/C][C]82357.3[/C][C]Trim Var.[/C][C]231988692.313894[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6205&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6205&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)4278164.89854098Range9646.9Trim Var.2656237.67616836
V(Y[t],d=1,D=0)3617096.03643785Range8482.3Trim Var.2395246.51386792
V(Y[t],d=2,D=0)10054141.4770602Range15201Trim Var.6438846.44394775
V(Y[t],d=3,D=0)30826740.7665124Range25509.9Trim Var.19674892.3106033
V(Y[t],d=0,D=1)3617096.03643785Range8482.3Trim Var.2395246.51386792
V(Y[t],d=1,D=1)10054141.4770602Range15201Trim Var.6438846.44394775
V(Y[t],d=2,D=1)30826740.7665124Range25509.9Trim Var.19674892.3106033
V(Y[t],d=3,D=1)102084086.878014Range46825.4Trim Var.64579602.8873961
V(Y[t],d=0,D=2)10054141.4770602Range15201Trim Var.6438846.44394775
V(Y[t],d=1,D=2)30826740.7665124Range25509.9Trim Var.19674892.3106033
V(Y[t],d=2,D=2)102084086.878014Range46825.4Trim Var.64579602.8873961
V(Y[t],d=3,D=2)356728562.055987Range82357.3Trim Var.231988692.313894



Parameters (Session):
par1 = 1 ;
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')