Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 24 Nov 2007 05:59:07 -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/24/t1195908663s3fyhcuif13z5im.htm/, Retrieved Fri, 03 May 2024 13:19:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6274, Retrieved Fri, 03 May 2024 13:19:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsG19Q2d
Estimated Impact245
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 12:59:07] [6b5c00822e2ce0f7cf73539c28d95782] [Current]
Feedback Forum

Post a new message
Dataseries X:
107,97
108,13
108,54
109,86
109,75
109,99
112,01
111,96
111,41
112,11
111,67
111,95
112,31
113,26
113,5
114,43
115,02
115,1
117,11
117,52
116,1
116,39
116,01
116,74
116,68
117,45
117,8
119,37
118,9
119,05
120,46
120,99
119,86
120,18
119,81
120,15
119,8
120,27
120,71
121,87
121,87
121,92
123,72
124,38
123,21
123,17
122,95
123,46
123,24
123,86
124,28
124,78
125,19
125,46
127,6
127,8
126,63
127,06
126,77
127,05




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=6274&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=6274&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6274&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)31.2966728531073Range19.83Trim Var.24.2452211390636
V(Y[t],d=1,D=0)0.55658486265342Range3.56Trim Var.0.302975253991292
V(Y[t],d=2,D=0)1.2673219600726Range4.00000000000003Trim Var.0.973149132730017
V(Y[t],d=3,D=0)3.74943934837095Range7.39000000000004Trim Var.2.74152517647060
V(Y[t],d=0,D=1)0.564145700354611Range3.06Trim Var.0.391313356562137
V(Y[t],d=1,D=1)0.157668085106382Range1.84999999999999Trim Var.0.0855712195121946
V(Y[t],d=2,D=1)0.383981835748789Range2.82999999999997Trim Var.0.207918974358972
V(Y[t],d=3,D=1)1.17467222222221Range5.05999999999996Trim Var.0.672160728744928
V(Y[t],d=0,D=2)0.764996428571428Range3.34000000000000Trim Var.0.540278931451611
V(Y[t],d=1,D=2)0.436097478991592Range3.28999999999996Trim Var.0.23126946236559
V(Y[t],d=2,D=2)1.08633163992868Range5.36999999999995Trim Var.0.502065402298846
V(Y[t],d=3,D=2)3.41645416666659Range9.05999999999989Trim Var.1.51857389162559

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 31.2966728531073 & Range & 19.83 & Trim Var. & 24.2452211390636 \tabularnewline
V(Y[t],d=1,D=0) & 0.55658486265342 & Range & 3.56 & Trim Var. & 0.302975253991292 \tabularnewline
V(Y[t],d=2,D=0) & 1.2673219600726 & Range & 4.00000000000003 & Trim Var. & 0.973149132730017 \tabularnewline
V(Y[t],d=3,D=0) & 3.74943934837095 & Range & 7.39000000000004 & Trim Var. & 2.74152517647060 \tabularnewline
V(Y[t],d=0,D=1) & 0.564145700354611 & Range & 3.06 & Trim Var. & 0.391313356562137 \tabularnewline
V(Y[t],d=1,D=1) & 0.157668085106382 & Range & 1.84999999999999 & Trim Var. & 0.0855712195121946 \tabularnewline
V(Y[t],d=2,D=1) & 0.383981835748789 & Range & 2.82999999999997 & Trim Var. & 0.207918974358972 \tabularnewline
V(Y[t],d=3,D=1) & 1.17467222222221 & Range & 5.05999999999996 & Trim Var. & 0.672160728744928 \tabularnewline
V(Y[t],d=0,D=2) & 0.764996428571428 & Range & 3.34000000000000 & Trim Var. & 0.540278931451611 \tabularnewline
V(Y[t],d=1,D=2) & 0.436097478991592 & Range & 3.28999999999996 & Trim Var. & 0.23126946236559 \tabularnewline
V(Y[t],d=2,D=2) & 1.08633163992868 & Range & 5.36999999999995 & Trim Var. & 0.502065402298846 \tabularnewline
V(Y[t],d=3,D=2) & 3.41645416666659 & Range & 9.05999999999989 & Trim Var. & 1.51857389162559 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6274&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]31.2966728531073[/C][C]Range[/C][C]19.83[/C][C]Trim Var.[/C][C]24.2452211390636[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.55658486265342[/C][C]Range[/C][C]3.56[/C][C]Trim Var.[/C][C]0.302975253991292[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.2673219600726[/C][C]Range[/C][C]4.00000000000003[/C][C]Trim Var.[/C][C]0.973149132730017[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3.74943934837095[/C][C]Range[/C][C]7.39000000000004[/C][C]Trim Var.[/C][C]2.74152517647060[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.564145700354611[/C][C]Range[/C][C]3.06[/C][C]Trim Var.[/C][C]0.391313356562137[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.157668085106382[/C][C]Range[/C][C]1.84999999999999[/C][C]Trim Var.[/C][C]0.0855712195121946[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.383981835748789[/C][C]Range[/C][C]2.82999999999997[/C][C]Trim Var.[/C][C]0.207918974358972[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.17467222222221[/C][C]Range[/C][C]5.05999999999996[/C][C]Trim Var.[/C][C]0.672160728744928[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.764996428571428[/C][C]Range[/C][C]3.34000000000000[/C][C]Trim Var.[/C][C]0.540278931451611[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.436097478991592[/C][C]Range[/C][C]3.28999999999996[/C][C]Trim Var.[/C][C]0.23126946236559[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.08633163992868[/C][C]Range[/C][C]5.36999999999995[/C][C]Trim Var.[/C][C]0.502065402298846[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3.41645416666659[/C][C]Range[/C][C]9.05999999999989[/C][C]Trim Var.[/C][C]1.51857389162559[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6274&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6274&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)31.2966728531073Range19.83Trim Var.24.2452211390636
V(Y[t],d=1,D=0)0.55658486265342Range3.56Trim Var.0.302975253991292
V(Y[t],d=2,D=0)1.2673219600726Range4.00000000000003Trim Var.0.973149132730017
V(Y[t],d=3,D=0)3.74943934837095Range7.39000000000004Trim Var.2.74152517647060
V(Y[t],d=0,D=1)0.564145700354611Range3.06Trim Var.0.391313356562137
V(Y[t],d=1,D=1)0.157668085106382Range1.84999999999999Trim Var.0.0855712195121946
V(Y[t],d=2,D=1)0.383981835748789Range2.82999999999997Trim Var.0.207918974358972
V(Y[t],d=3,D=1)1.17467222222221Range5.05999999999996Trim Var.0.672160728744928
V(Y[t],d=0,D=2)0.764996428571428Range3.34000000000000Trim Var.0.540278931451611
V(Y[t],d=1,D=2)0.436097478991592Range3.28999999999996Trim Var.0.23126946236559
V(Y[t],d=2,D=2)1.08633163992868Range5.36999999999995Trim Var.0.502065402298846
V(Y[t],d=3,D=2)3.41645416666659Range9.05999999999989Trim Var.1.51857389162559



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')