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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 16:04:07 -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/26/t1196117666r08zkdsck5fw0rs.htm/, Retrieved Thu, 02 May 2024 23:59:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6731, Retrieved Thu, 02 May 2024 23:59:05 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Inducing Stationa...] [2007-11-26 23:04:07] [640491d00f3c9cca22cbf779aa38ac16] [Current]
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Dataseries X:
100,70
97,90
96,50
96,60
96,60
95,50
91,80
89,30
87,00
85,90
88,00
87,90
89,20
90,90
91,60
90,20
89,10
87,50
86,30
86,00
84,40
86,10
91,00
92,70
88,00
84,30
82,20
80,80
79,40
80,20
82,20
82,20
81,20
82,10
88,10
88,50
92,10
98,60
100,90
100,60
101,10
102,10
103,60
102,80
108,30
104,00
106,10
106,30
109,00
111,00
113,70
112,70
110,30
114,50
119,30
121,80
125,40
129,70
129,40
134,50
141,20
141,40
152,20
167,70
173,30
168,70
172,60
169,80
172,00
179,40
174,60
172,50
172,60
176,30
178,90
179,60
179,90
180,30
180,90
177,70




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=6731&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=6731&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6731&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)1195.01625158228Range101.5Trim Var.1022.16302816901
V(Y[t],d=1,D=0)12.0796072703668Range20.3Trim Var.6.19049094567405
V(Y[t],d=2,D=0)16.7160772560773Range22.8Trim Var.8.2574409937888
V(Y[t],d=3,D=0)44.5898530416951Range36.1000000000001Trim Var.18.4608482523444
V(Y[t],d=0,D=1)364.500131694469Range74.5Trim Var.252.874675141243
V(Y[t],d=1,D=1)24.4806467661692Range31.3Trim Var.11.7746113383986
V(Y[t],d=2,D=1)33.5047109557110Range27.3Trim Var.19.0222534785239
V(Y[t],d=3,D=1)85.6455913461538Range46.5000000000001Trim Var.42.5775000000000
V(Y[t],d=0,D=2)526.978022727273Range110.2Trim Var.307.342959183673
V(Y[t],d=1,D=2)75.9291717171717Range48.5Trim Var.39.9148639455782
V(Y[t],d=2,D=2)97.906862334032Range50.0000000000002Trim Var.50.7884929078012
V(Y[t],d=3,D=2)247.066349782293Range78.0000000000001Trim Var.111.581230342275

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1195.01625158228 & Range & 101.5 & Trim Var. & 1022.16302816901 \tabularnewline
V(Y[t],d=1,D=0) & 12.0796072703668 & Range & 20.3 & Trim Var. & 6.19049094567405 \tabularnewline
V(Y[t],d=2,D=0) & 16.7160772560773 & Range & 22.8 & Trim Var. & 8.2574409937888 \tabularnewline
V(Y[t],d=3,D=0) & 44.5898530416951 & Range & 36.1000000000001 & Trim Var. & 18.4608482523444 \tabularnewline
V(Y[t],d=0,D=1) & 364.500131694469 & Range & 74.5 & Trim Var. & 252.874675141243 \tabularnewline
V(Y[t],d=1,D=1) & 24.4806467661692 & Range & 31.3 & Trim Var. & 11.7746113383986 \tabularnewline
V(Y[t],d=2,D=1) & 33.5047109557110 & Range & 27.3 & Trim Var. & 19.0222534785239 \tabularnewline
V(Y[t],d=3,D=1) & 85.6455913461538 & Range & 46.5000000000001 & Trim Var. & 42.5775000000000 \tabularnewline
V(Y[t],d=0,D=2) & 526.978022727273 & Range & 110.2 & Trim Var. & 307.342959183673 \tabularnewline
V(Y[t],d=1,D=2) & 75.9291717171717 & Range & 48.5 & Trim Var. & 39.9148639455782 \tabularnewline
V(Y[t],d=2,D=2) & 97.906862334032 & Range & 50.0000000000002 & Trim Var. & 50.7884929078012 \tabularnewline
V(Y[t],d=3,D=2) & 247.066349782293 & Range & 78.0000000000001 & Trim Var. & 111.581230342275 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6731&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1195.01625158228[/C][C]Range[/C][C]101.5[/C][C]Trim Var.[/C][C]1022.16302816901[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12.0796072703668[/C][C]Range[/C][C]20.3[/C][C]Trim Var.[/C][C]6.19049094567405[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]16.7160772560773[/C][C]Range[/C][C]22.8[/C][C]Trim Var.[/C][C]8.2574409937888[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]44.5898530416951[/C][C]Range[/C][C]36.1000000000001[/C][C]Trim Var.[/C][C]18.4608482523444[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]364.500131694469[/C][C]Range[/C][C]74.5[/C][C]Trim Var.[/C][C]252.874675141243[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]24.4806467661692[/C][C]Range[/C][C]31.3[/C][C]Trim Var.[/C][C]11.7746113383986[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]33.5047109557110[/C][C]Range[/C][C]27.3[/C][C]Trim Var.[/C][C]19.0222534785239[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]85.6455913461538[/C][C]Range[/C][C]46.5000000000001[/C][C]Trim Var.[/C][C]42.5775000000000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]526.978022727273[/C][C]Range[/C][C]110.2[/C][C]Trim Var.[/C][C]307.342959183673[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]75.9291717171717[/C][C]Range[/C][C]48.5[/C][C]Trim Var.[/C][C]39.9148639455782[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]97.906862334032[/C][C]Range[/C][C]50.0000000000002[/C][C]Trim Var.[/C][C]50.7884929078012[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]247.066349782293[/C][C]Range[/C][C]78.0000000000001[/C][C]Trim Var.[/C][C]111.581230342275[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6731&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6731&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)1195.01625158228Range101.5Trim Var.1022.16302816901
V(Y[t],d=1,D=0)12.0796072703668Range20.3Trim Var.6.19049094567405
V(Y[t],d=2,D=0)16.7160772560773Range22.8Trim Var.8.2574409937888
V(Y[t],d=3,D=0)44.5898530416951Range36.1000000000001Trim Var.18.4608482523444
V(Y[t],d=0,D=1)364.500131694469Range74.5Trim Var.252.874675141243
V(Y[t],d=1,D=1)24.4806467661692Range31.3Trim Var.11.7746113383986
V(Y[t],d=2,D=1)33.5047109557110Range27.3Trim Var.19.0222534785239
V(Y[t],d=3,D=1)85.6455913461538Range46.5000000000001Trim Var.42.5775000000000
V(Y[t],d=0,D=2)526.978022727273Range110.2Trim Var.307.342959183673
V(Y[t],d=1,D=2)75.9291717171717Range48.5Trim Var.39.9148639455782
V(Y[t],d=2,D=2)97.906862334032Range50.0000000000002Trim Var.50.7884929078012
V(Y[t],d=3,D=2)247.066349782293Range78.0000000000001Trim Var.111.581230342275



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')