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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 27 Nov 2007 03:07:54 -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/27/t119615752114oi8vipjad9lim.htm/, Retrieved Sun, 05 May 2024 11:51:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6797, Retrieved Sun, 05 May 2024 11:51:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsgroep MENS
Estimated Impact207
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [energie_Q2] [2007-11-27 10:07:54] [68ccea1ea79fa519d33f2664ba3973dd] [Current]
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Dataseries X:
101,8
103,4
104,9
105,1
105,6
104,5
105,5
105,1
106,9
106,6
106,6
106,5
109,7
109,5
109,2
109,1
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,0
109,2
113,3
112,3
112,3
116,3
118,3
119,4
119,4
119,4
120,1
121,7
123,7
123,7
128,5
127,1
122,6
119,8
122,7
123,4
123,8
121,8
121,2
121,2
121,2
121,2
129,6
131,0
131,0
129,8
129,8
134,9
131,2
127,1
130,5
130,5
131,7
131,7
131,7




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=6797&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=6797&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6797&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)88.106103500761Range33.1Trim Var.72.3500240384615
V(Y[t],d=1,D=0)3.73060837245696Range12.9Trim Var.1.17935515873016
V(Y[t],d=2,D=0)7.57805633802817Range17.2Trim Var.2.48834101382488
V(Y[t],d=3,D=0)21.1528964803313Range23.8Trim Var.8.74224219989423
V(Y[t],d=0,D=1)22.7635081967213Range17.7Trim Var.15.2111123680241
V(Y[t],d=1,D=1)5.588802259887Range12.9Trim Var.2.58141509433963
V(Y[t],d=2,D=1)8.80830508474576Range16.2Trim Var.3.69994194484761
V(Y[t],d=3,D=1)23.1425166364186Range27.6Trim Var.10.5402564102564
V(Y[t],d=0,D=2)76.98375Range31.9Trim Var.52.6681997677120
V(Y[t],d=1,D=2)14.7757446808511Range21Trim Var.4.58969512195122
V(Y[t],d=2,D=2)20.8067345050879Range21.9Trim Var.9.02954878048778
V(Y[t],d=3,D=2)54.0841594202898Range38.7Trim Var.21.8361794871794

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 88.106103500761 & Range & 33.1 & Trim Var. & 72.3500240384615 \tabularnewline
V(Y[t],d=1,D=0) & 3.73060837245696 & Range & 12.9 & Trim Var. & 1.17935515873016 \tabularnewline
V(Y[t],d=2,D=0) & 7.57805633802817 & Range & 17.2 & Trim Var. & 2.48834101382488 \tabularnewline
V(Y[t],d=3,D=0) & 21.1528964803313 & Range & 23.8 & Trim Var. & 8.74224219989423 \tabularnewline
V(Y[t],d=0,D=1) & 22.7635081967213 & Range & 17.7 & Trim Var. & 15.2111123680241 \tabularnewline
V(Y[t],d=1,D=1) & 5.588802259887 & Range & 12.9 & Trim Var. & 2.58141509433963 \tabularnewline
V(Y[t],d=2,D=1) & 8.80830508474576 & Range & 16.2 & Trim Var. & 3.69994194484761 \tabularnewline
V(Y[t],d=3,D=1) & 23.1425166364186 & Range & 27.6 & Trim Var. & 10.5402564102564 \tabularnewline
V(Y[t],d=0,D=2) & 76.98375 & Range & 31.9 & Trim Var. & 52.6681997677120 \tabularnewline
V(Y[t],d=1,D=2) & 14.7757446808511 & Range & 21 & Trim Var. & 4.58969512195122 \tabularnewline
V(Y[t],d=2,D=2) & 20.8067345050879 & Range & 21.9 & Trim Var. & 9.02954878048778 \tabularnewline
V(Y[t],d=3,D=2) & 54.0841594202898 & Range & 38.7 & Trim Var. & 21.8361794871794 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6797&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]88.106103500761[/C][C]Range[/C][C]33.1[/C][C]Trim Var.[/C][C]72.3500240384615[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.73060837245696[/C][C]Range[/C][C]12.9[/C][C]Trim Var.[/C][C]1.17935515873016[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7.57805633802817[/C][C]Range[/C][C]17.2[/C][C]Trim Var.[/C][C]2.48834101382488[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]21.1528964803313[/C][C]Range[/C][C]23.8[/C][C]Trim Var.[/C][C]8.74224219989423[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]22.7635081967213[/C][C]Range[/C][C]17.7[/C][C]Trim Var.[/C][C]15.2111123680241[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5.588802259887[/C][C]Range[/C][C]12.9[/C][C]Trim Var.[/C][C]2.58141509433963[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]8.80830508474576[/C][C]Range[/C][C]16.2[/C][C]Trim Var.[/C][C]3.69994194484761[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]23.1425166364186[/C][C]Range[/C][C]27.6[/C][C]Trim Var.[/C][C]10.5402564102564[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]76.98375[/C][C]Range[/C][C]31.9[/C][C]Trim Var.[/C][C]52.6681997677120[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]14.7757446808511[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]4.58969512195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]20.8067345050879[/C][C]Range[/C][C]21.9[/C][C]Trim Var.[/C][C]9.02954878048778[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]54.0841594202898[/C][C]Range[/C][C]38.7[/C][C]Trim Var.[/C][C]21.8361794871794[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6797&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6797&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)88.106103500761Range33.1Trim Var.72.3500240384615
V(Y[t],d=1,D=0)3.73060837245696Range12.9Trim Var.1.17935515873016
V(Y[t],d=2,D=0)7.57805633802817Range17.2Trim Var.2.48834101382488
V(Y[t],d=3,D=0)21.1528964803313Range23.8Trim Var.8.74224219989423
V(Y[t],d=0,D=1)22.7635081967213Range17.7Trim Var.15.2111123680241
V(Y[t],d=1,D=1)5.588802259887Range12.9Trim Var.2.58141509433963
V(Y[t],d=2,D=1)8.80830508474576Range16.2Trim Var.3.69994194484761
V(Y[t],d=3,D=1)23.1425166364186Range27.6Trim Var.10.5402564102564
V(Y[t],d=0,D=2)76.98375Range31.9Trim Var.52.6681997677120
V(Y[t],d=1,D=2)14.7757446808511Range21Trim Var.4.58969512195122
V(Y[t],d=2,D=2)20.8067345050879Range21.9Trim Var.9.02954878048778
V(Y[t],d=3,D=2)54.0841594202898Range38.7Trim Var.21.8361794871794



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')