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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 24 Nov 2007 05:51:38 -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/24/t11959082581xniqzm9guetgyp.htm/, Retrieved Fri, 03 May 2024 12:56:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6269, Retrieved Fri, 03 May 2024 12:56:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsG19Q2b
Estimated Impact246
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variance Reductio...] [2007-11-24 12:51:38] [6b5c00822e2ce0f7cf73539c28d95782] [Current]
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Dataseries X:
106,22
106,31
107,38
109,31
110,82
111,22
110,66
110,76
110,69
111,08
110,97
110,24
112,51
111,52
112,13
112,23
112,92
111,89
111,99
111,51
112,33
112,04
112,09
111,41
112,61
113,14
113,65
114,26
114,4
114,93
114,86
114,95
116,17
114,6
114,62
113,82
115,02
115,18
115,59
116,6
117,07
116,96
116,66
116,07
116,04
115,81
116,22
115,85
116,43
117,39
119,17
119,24
120,03
119,34
118,49
118,59
117,5
117,56
118,25
118,01




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=6269&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=6269&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6269&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)10.5081553389831Range13.81Trim Var.6.8390961914745
V(Y[t],d=1,D=0)0.593705143191118Range3.84000000000002Trim Var.0.352460957910015
V(Y[t],d=2,D=0)1.28412670901392Range6.26000000000003Trim Var.0.691893514328812
V(Y[t],d=3,D=0)4.21089818295743Range11.1200000000001Trim Var.2.32246384313727
V(Y[t],d=0,D=1)1.41209202127660Range6.42Trim Var.0.520670905923344
V(Y[t],d=1,D=1)0.63273885291397Range3.39Trim Var.0.385442804878048
V(Y[t],d=2,D=1)1.48265048309180Range4.90000000000002Trim Var.0.96126147435898
V(Y[t],d=3,D=1)5.06970737373741Range7.92000000000004Trim Var.3.72414709851555
V(Y[t],d=0,D=2)3.74839142857143Range8.8800Trim Var.2.06672258064516
V(Y[t],d=1,D=2)1.58301142857143Range5.19000000000001Trim Var.1.00012580645161
V(Y[t],d=2,D=2)3.53137718360073Range8.09000000000002Trim Var.2.30257574712645
V(Y[t],d=3,D=2)11.9256609848486Range12.3400000000000Trim Var.8.4165995073892

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 10.5081553389831 & Range & 13.81 & Trim Var. & 6.8390961914745 \tabularnewline
V(Y[t],d=1,D=0) & 0.593705143191118 & Range & 3.84000000000002 & Trim Var. & 0.352460957910015 \tabularnewline
V(Y[t],d=2,D=0) & 1.28412670901392 & Range & 6.26000000000003 & Trim Var. & 0.691893514328812 \tabularnewline
V(Y[t],d=3,D=0) & 4.21089818295743 & Range & 11.1200000000001 & Trim Var. & 2.32246384313727 \tabularnewline
V(Y[t],d=0,D=1) & 1.41209202127660 & Range & 6.42 & Trim Var. & 0.520670905923344 \tabularnewline
V(Y[t],d=1,D=1) & 0.63273885291397 & Range & 3.39 & Trim Var. & 0.385442804878048 \tabularnewline
V(Y[t],d=2,D=1) & 1.48265048309180 & Range & 4.90000000000002 & Trim Var. & 0.96126147435898 \tabularnewline
V(Y[t],d=3,D=1) & 5.06970737373741 & Range & 7.92000000000004 & Trim Var. & 3.72414709851555 \tabularnewline
V(Y[t],d=0,D=2) & 3.74839142857143 & Range & 8.8800 & Trim Var. & 2.06672258064516 \tabularnewline
V(Y[t],d=1,D=2) & 1.58301142857143 & Range & 5.19000000000001 & Trim Var. & 1.00012580645161 \tabularnewline
V(Y[t],d=2,D=2) & 3.53137718360073 & Range & 8.09000000000002 & Trim Var. & 2.30257574712645 \tabularnewline
V(Y[t],d=3,D=2) & 11.9256609848486 & Range & 12.3400000000000 & Trim Var. & 8.4165995073892 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6269&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]10.5081553389831[/C][C]Range[/C][C]13.81[/C][C]Trim Var.[/C][C]6.8390961914745[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.593705143191118[/C][C]Range[/C][C]3.84000000000002[/C][C]Trim Var.[/C][C]0.352460957910015[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.28412670901392[/C][C]Range[/C][C]6.26000000000003[/C][C]Trim Var.[/C][C]0.691893514328812[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4.21089818295743[/C][C]Range[/C][C]11.1200000000001[/C][C]Trim Var.[/C][C]2.32246384313727[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.41209202127660[/C][C]Range[/C][C]6.42[/C][C]Trim Var.[/C][C]0.520670905923344[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.63273885291397[/C][C]Range[/C][C]3.39[/C][C]Trim Var.[/C][C]0.385442804878048[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.48265048309180[/C][C]Range[/C][C]4.90000000000002[/C][C]Trim Var.[/C][C]0.96126147435898[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5.06970737373741[/C][C]Range[/C][C]7.92000000000004[/C][C]Trim Var.[/C][C]3.72414709851555[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3.74839142857143[/C][C]Range[/C][C]8.8800[/C][C]Trim Var.[/C][C]2.06672258064516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1.58301142857143[/C][C]Range[/C][C]5.19000000000001[/C][C]Trim Var.[/C][C]1.00012580645161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.53137718360073[/C][C]Range[/C][C]8.09000000000002[/C][C]Trim Var.[/C][C]2.30257574712645[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11.9256609848486[/C][C]Range[/C][C]12.3400000000000[/C][C]Trim Var.[/C][C]8.4165995073892[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6269&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6269&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)10.5081553389831Range13.81Trim Var.6.8390961914745
V(Y[t],d=1,D=0)0.593705143191118Range3.84000000000002Trim Var.0.352460957910015
V(Y[t],d=2,D=0)1.28412670901392Range6.26000000000003Trim Var.0.691893514328812
V(Y[t],d=3,D=0)4.21089818295743Range11.1200000000001Trim Var.2.32246384313727
V(Y[t],d=0,D=1)1.41209202127660Range6.42Trim Var.0.520670905923344
V(Y[t],d=1,D=1)0.63273885291397Range3.39Trim Var.0.385442804878048
V(Y[t],d=2,D=1)1.48265048309180Range4.90000000000002Trim Var.0.96126147435898
V(Y[t],d=3,D=1)5.06970737373741Range7.92000000000004Trim Var.3.72414709851555
V(Y[t],d=0,D=2)3.74839142857143Range8.8800Trim Var.2.06672258064516
V(Y[t],d=1,D=2)1.58301142857143Range5.19000000000001Trim Var.1.00012580645161
V(Y[t],d=2,D=2)3.53137718360073Range8.09000000000002Trim Var.2.30257574712645
V(Y[t],d=3,D=2)11.9256609848486Range12.3400000000000Trim Var.8.4165995073892



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')