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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationMon, 26 Nov 2007 11:12:14 -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/26/t1196100175hgzgpk5kzmts0vt.htm/, Retrieved Thu, 02 May 2024 22:34:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6606, Retrieved Thu, 02 May 2024 22:34:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact196
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Opdracht 4 Questi...] [2007-11-26 18:12:14] [cb172450b25aceeff04d58e88e905157] [Current]
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Dataseries X:
20538.6
20667.5
20554.9
19982.3
19636.6
19587.9
19861.1
20164.6
20146.9
20192.8
20361.8
20639.7
21251.5
21313.1
21300.0
20477.3
20128.3
20079.5
20235.9
20444.8
20319.9
20384.9
20506.7
20796.5
21760.2
21971.6
21652.7
20702.7
20379.9
20240.1
20376.5
20680.4
20532.0
20749.2
20900.7
21141.8
21770.2
21792.6
21670.1
20810.5
20647.0
20312.9
20014.2
20491.2
20302.7
20641.0
20475.6
20703.0
21158.6
20866.8
20595.2
19373.1
18675.4
18737.5
18587.6
18798.3
18429.5
18485.1
18597.5
18615.1




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=6606&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=6606&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6606&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)765150.0219887Range3542.1Trim Var.530464.490440252
V(Y[t],d=1,D=0)152119.647410871Range2185.80000000000Trim Var.77502.9385195935
V(Y[t],d=2,D=0)197186.981212946Range1726.20000000000Trim Var.146096.069905732
V(Y[t],d=3,D=0)509319.691616543Range2916.10000000001Trim Var.349451.449325491
V(Y[t],d=0,D=1)719172.957287234Range2901Trim Var.508533.801655053
V(Y[t],d=1,D=1)41166.9420999075Range930.399999999994Trim Var.23617.4170609755
V(Y[t],d=2,D=1)83530.6242173913Range1418Trim Var.39844.3988717949
V(Y[t],d=3,D=1)228733.954767677Range2279.89999999998Trim Var.116481.176558705
V(Y[t],d=0,D=2)449295.119206349Range2487.80000000000Trim Var.313039.32125
V(Y[t],d=1,D=2)111078.180285714Range1288.2Trim Var.71013.6149892473
V(Y[t],d=2,D=2)224796.594688057Range2307.29999999999Trim Var.106180.557057471
V(Y[t],d=3,D=2)574859.014678028Range3313.89999999999Trim Var.337698.233842364

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 765150.0219887 & Range & 3542.1 & Trim Var. & 530464.490440252 \tabularnewline
V(Y[t],d=1,D=0) & 152119.647410871 & Range & 2185.80000000000 & Trim Var. & 77502.9385195935 \tabularnewline
V(Y[t],d=2,D=0) & 197186.981212946 & Range & 1726.20000000000 & Trim Var. & 146096.069905732 \tabularnewline
V(Y[t],d=3,D=0) & 509319.691616543 & Range & 2916.10000000001 & Trim Var. & 349451.449325491 \tabularnewline
V(Y[t],d=0,D=1) & 719172.957287234 & Range & 2901 & Trim Var. & 508533.801655053 \tabularnewline
V(Y[t],d=1,D=1) & 41166.9420999075 & Range & 930.399999999994 & Trim Var. & 23617.4170609755 \tabularnewline
V(Y[t],d=2,D=1) & 83530.6242173913 & Range & 1418 & Trim Var. & 39844.3988717949 \tabularnewline
V(Y[t],d=3,D=1) & 228733.954767677 & Range & 2279.89999999998 & Trim Var. & 116481.176558705 \tabularnewline
V(Y[t],d=0,D=2) & 449295.119206349 & Range & 2487.80000000000 & Trim Var. & 313039.32125 \tabularnewline
V(Y[t],d=1,D=2) & 111078.180285714 & Range & 1288.2 & Trim Var. & 71013.6149892473 \tabularnewline
V(Y[t],d=2,D=2) & 224796.594688057 & Range & 2307.29999999999 & Trim Var. & 106180.557057471 \tabularnewline
V(Y[t],d=3,D=2) & 574859.014678028 & Range & 3313.89999999999 & Trim Var. & 337698.233842364 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6606&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]765150.0219887[/C][C]Range[/C][C]3542.1[/C][C]Trim Var.[/C][C]530464.490440252[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]152119.647410871[/C][C]Range[/C][C]2185.80000000000[/C][C]Trim Var.[/C][C]77502.9385195935[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]197186.981212946[/C][C]Range[/C][C]1726.20000000000[/C][C]Trim Var.[/C][C]146096.069905732[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]509319.691616543[/C][C]Range[/C][C]2916.10000000001[/C][C]Trim Var.[/C][C]349451.449325491[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]719172.957287234[/C][C]Range[/C][C]2901[/C][C]Trim Var.[/C][C]508533.801655053[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]41166.9420999075[/C][C]Range[/C][C]930.399999999994[/C][C]Trim Var.[/C][C]23617.4170609755[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]83530.6242173913[/C][C]Range[/C][C]1418[/C][C]Trim Var.[/C][C]39844.3988717949[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]228733.954767677[/C][C]Range[/C][C]2279.89999999998[/C][C]Trim Var.[/C][C]116481.176558705[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]449295.119206349[/C][C]Range[/C][C]2487.80000000000[/C][C]Trim Var.[/C][C]313039.32125[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]111078.180285714[/C][C]Range[/C][C]1288.2[/C][C]Trim Var.[/C][C]71013.6149892473[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]224796.594688057[/C][C]Range[/C][C]2307.29999999999[/C][C]Trim Var.[/C][C]106180.557057471[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]574859.014678028[/C][C]Range[/C][C]3313.89999999999[/C][C]Trim Var.[/C][C]337698.233842364[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6606&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6606&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)765150.0219887Range3542.1Trim Var.530464.490440252
V(Y[t],d=1,D=0)152119.647410871Range2185.80000000000Trim Var.77502.9385195935
V(Y[t],d=2,D=0)197186.981212946Range1726.20000000000Trim Var.146096.069905732
V(Y[t],d=3,D=0)509319.691616543Range2916.10000000001Trim Var.349451.449325491
V(Y[t],d=0,D=1)719172.957287234Range2901Trim Var.508533.801655053
V(Y[t],d=1,D=1)41166.9420999075Range930.399999999994Trim Var.23617.4170609755
V(Y[t],d=2,D=1)83530.6242173913Range1418Trim Var.39844.3988717949
V(Y[t],d=3,D=1)228733.954767677Range2279.89999999998Trim Var.116481.176558705
V(Y[t],d=0,D=2)449295.119206349Range2487.80000000000Trim Var.313039.32125
V(Y[t],d=1,D=2)111078.180285714Range1288.2Trim Var.71013.6149892473
V(Y[t],d=2,D=2)224796.594688057Range2307.29999999999Trim Var.106180.557057471
V(Y[t],d=3,D=2)574859.014678028Range3313.89999999999Trim Var.337698.233842364



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')