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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 09:03:07 -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/t11958332808uca5zg77mfivcd.htm/, Retrieved Mon, 29 Apr 2024 00:22:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6213, Retrieved Mon, 29 Apr 2024 00:22:14 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Workshop7-q2d] [2007-11-23 16:03:07] [129742d52914620af0bad7eb53591257] [Current]
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Dataseries X:
102,86
102,12
100,74
100,96
101,01
100,41
100,35
99,33
98,66
98,69
98,61
96,41
96,3
96,12
97,32
101,78
102,28
101,12
104,55
107,4
108,41
109,43
110,34
115,06
113,13
116,56
121,39
119,12
123,31
128,57
127,71
125,68
133,8
130,97
129,99
124
118,63
121,86
119,97
125,03
130,09
126,65
121,7
119,24
122,63
116,66
114,12
113,11
112,61
113,4
115,18
121,01
119,44
116,68
117,07
117,41
119,58
120,92
117,09
116,77
119,39
122,49
124,08
118,29
112,94
113,79
114,43
118,7
120,36
118,27
118,34
117,82
117,65
118,18
121,02
124,78
131,16
130,14
131,75
134,73
135,35
140,32
136,35
131,6
128,9
133,89
138,25
146,23
144,76
149,3
156,8
159,08
165,12
163,14
153,43
151,01




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=6213&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=6213&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6213&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)239.770439956140Range69Trim Var.143.806107592339
V(Y[t],d=1,D=0)11.7559452407615Range17.83Trim Var.7.31506196078432
V(Y[t],d=2,D=0)19.2699309082590Range21.1Trim Var.12.1120641422834
V(Y[t],d=3,D=0)52.0951643291257Range36.56Trim Var.31.740001792536
V(Y[t],d=0,D=1)132.864266551922Range45.64Trim Var.98.4535317289892
V(Y[t],d=1,D=1)21.2712988539524Range23.35Trim Var.12.7663578767123
V(Y[t],d=2,D=1)41.5779789370672Range27.65Trim Var.27.1520309076682
V(Y[t],d=3,D=1)116.010410216049Range48.4300000000000Trim Var.74.0592824547284
V(Y[t],d=0,D=2)272.978441001565Range64.05Trim Var.183.992121602182
V(Y[t],d=1,D=2)63.8873442655936Range40.75Trim Var.35.8035903225806
V(Y[t],d=2,D=2)125.991526066253Range48.0000000000001Trim Var.85.352066737176
V(Y[t],d=3,D=2)345.382229156011Range82.55Trim Var.241.460624918033

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 239.770439956140 & Range & 69 & Trim Var. & 143.806107592339 \tabularnewline
V(Y[t],d=1,D=0) & 11.7559452407615 & Range & 17.83 & Trim Var. & 7.31506196078432 \tabularnewline
V(Y[t],d=2,D=0) & 19.2699309082590 & Range & 21.1 & Trim Var. & 12.1120641422834 \tabularnewline
V(Y[t],d=3,D=0) & 52.0951643291257 & Range & 36.56 & Trim Var. & 31.740001792536 \tabularnewline
V(Y[t],d=0,D=1) & 132.864266551922 & Range & 45.64 & Trim Var. & 98.4535317289892 \tabularnewline
V(Y[t],d=1,D=1) & 21.2712988539524 & Range & 23.35 & Trim Var. & 12.7663578767123 \tabularnewline
V(Y[t],d=2,D=1) & 41.5779789370672 & Range & 27.65 & Trim Var. & 27.1520309076682 \tabularnewline
V(Y[t],d=3,D=1) & 116.010410216049 & Range & 48.4300000000000 & Trim Var. & 74.0592824547284 \tabularnewline
V(Y[t],d=0,D=2) & 272.978441001565 & Range & 64.05 & Trim Var. & 183.992121602182 \tabularnewline
V(Y[t],d=1,D=2) & 63.8873442655936 & Range & 40.75 & Trim Var. & 35.8035903225806 \tabularnewline
V(Y[t],d=2,D=2) & 125.991526066253 & Range & 48.0000000000001 & Trim Var. & 85.352066737176 \tabularnewline
V(Y[t],d=3,D=2) & 345.382229156011 & Range & 82.55 & Trim Var. & 241.460624918033 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6213&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]239.770439956140[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]143.806107592339[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.7559452407615[/C][C]Range[/C][C]17.83[/C][C]Trim Var.[/C][C]7.31506196078432[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]19.2699309082590[/C][C]Range[/C][C]21.1[/C][C]Trim Var.[/C][C]12.1120641422834[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]52.0951643291257[/C][C]Range[/C][C]36.56[/C][C]Trim Var.[/C][C]31.740001792536[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]132.864266551922[/C][C]Range[/C][C]45.64[/C][C]Trim Var.[/C][C]98.4535317289892[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]21.2712988539524[/C][C]Range[/C][C]23.35[/C][C]Trim Var.[/C][C]12.7663578767123[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]41.5779789370672[/C][C]Range[/C][C]27.65[/C][C]Trim Var.[/C][C]27.1520309076682[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]116.010410216049[/C][C]Range[/C][C]48.4300000000000[/C][C]Trim Var.[/C][C]74.0592824547284[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]272.978441001565[/C][C]Range[/C][C]64.05[/C][C]Trim Var.[/C][C]183.992121602182[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]63.8873442655936[/C][C]Range[/C][C]40.75[/C][C]Trim Var.[/C][C]35.8035903225806[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]125.991526066253[/C][C]Range[/C][C]48.0000000000001[/C][C]Trim Var.[/C][C]85.352066737176[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]345.382229156011[/C][C]Range[/C][C]82.55[/C][C]Trim Var.[/C][C]241.460624918033[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6213&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6213&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)239.770439956140Range69Trim Var.143.806107592339
V(Y[t],d=1,D=0)11.7559452407615Range17.83Trim Var.7.31506196078432
V(Y[t],d=2,D=0)19.2699309082590Range21.1Trim Var.12.1120641422834
V(Y[t],d=3,D=0)52.0951643291257Range36.56Trim Var.31.740001792536
V(Y[t],d=0,D=1)132.864266551922Range45.64Trim Var.98.4535317289892
V(Y[t],d=1,D=1)21.2712988539524Range23.35Trim Var.12.7663578767123
V(Y[t],d=2,D=1)41.5779789370672Range27.65Trim Var.27.1520309076682
V(Y[t],d=3,D=1)116.010410216049Range48.4300000000000Trim Var.74.0592824547284
V(Y[t],d=0,D=2)272.978441001565Range64.05Trim Var.183.992121602182
V(Y[t],d=1,D=2)63.8873442655936Range40.75Trim Var.35.8035903225806
V(Y[t],d=2,D=2)125.991526066253Range48.0000000000001Trim Var.85.352066737176
V(Y[t],d=3,D=2)345.382229156011Range82.55Trim Var.241.460624918033



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')