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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 03:21:18 -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/t1196158336997tj5s6yvkbjlt.htm/, Retrieved Sun, 05 May 2024 20:05:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6816, Retrieved Sun, 05 May 2024 20:05:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsQ2, reeks 1
Estimated Impact181
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Workshop 3,Q2] [2007-11-27 10:21:18] [416884147cddda4911f05e55b43ccb0c] [Current]
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Dataseries X:
101,5
99,2
107,8
92,3
99,2
101,6
87,0
71,4
104,7
115,1
102,5
75,3
96,7
94,6
98,6
99,5
92,0
93,6
89,3
66,9
108,8
113,2
105,5
77,8
102,1
97,0
95,5
99,3
86,4
92,4
85,7
61,9
104,9
107,9
95,6
79,8
94,8
93,7
108,1
96,9
88,8
106,7
86,8
69,8
110,9
105,4
99,2
84,4
87,2
91,9
97,9
94,5
85,0
100,3
78,7
65,8
104,8
96,0
103,3
82,9
91,4
94,5
109,3
92,1
99,3
109,6
87,5
73,1
110,7
111,6
110,7
84,0
101,6
102,1
113,9
99,0
100,4
109,5
93,0
76,8
105,3




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6816&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]0 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=6816&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6816&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)146.193694444444Range53.2Trim Var.86.9482696177062
V(Y[t],d=1,D=0)287.365310126582Range70.7Trim Var.183.908661971831
V(Y[t],d=2,D=0)751.385537163259Range114.6Trim Var.487.51117184265
V(Y[t],d=3,D=0)2235.78121212121Range190.7Trim Var.1526.05106418219
V(Y[t],d=0,D=1)41.6756180733163Range25.8Trim Var.27.791043715847
V(Y[t],d=1,D=1)56.4524582967515Range31.7Trim Var.33.9257937853107
V(Y[t],d=2,D=1)179.953016734509Range61.4Trim Var.114.989094097019
V(Y[t],d=3,D=1)615.275004662004Range105.3Trim Var.384.808569267997
V(Y[t],d=0,D=2)109.775100250627Range47.8Trim Var.72.3261960784314
V(Y[t],d=1,D=2)131.391918831169Range47.1Trim Var.88.9201673469387
V(Y[t],d=2,D=2)424.69707070707Range86.4Trim Var.287.705442176871
V(Y[t],d=3,D=2)1485.48919986024Range154.6Trim Var.1030.33127659574

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 146.193694444444 & Range & 53.2 & Trim Var. & 86.9482696177062 \tabularnewline
V(Y[t],d=1,D=0) & 287.365310126582 & Range & 70.7 & Trim Var. & 183.908661971831 \tabularnewline
V(Y[t],d=2,D=0) & 751.385537163259 & Range & 114.6 & Trim Var. & 487.51117184265 \tabularnewline
V(Y[t],d=3,D=0) & 2235.78121212121 & Range & 190.7 & Trim Var. & 1526.05106418219 \tabularnewline
V(Y[t],d=0,D=1) & 41.6756180733163 & Range & 25.8 & Trim Var. & 27.791043715847 \tabularnewline
V(Y[t],d=1,D=1) & 56.4524582967515 & Range & 31.7 & Trim Var. & 33.9257937853107 \tabularnewline
V(Y[t],d=2,D=1) & 179.953016734509 & Range & 61.4 & Trim Var. & 114.989094097019 \tabularnewline
V(Y[t],d=3,D=1) & 615.275004662004 & Range & 105.3 & Trim Var. & 384.808569267997 \tabularnewline
V(Y[t],d=0,D=2) & 109.775100250627 & Range & 47.8 & Trim Var. & 72.3261960784314 \tabularnewline
V(Y[t],d=1,D=2) & 131.391918831169 & Range & 47.1 & Trim Var. & 88.9201673469387 \tabularnewline
V(Y[t],d=2,D=2) & 424.69707070707 & Range & 86.4 & Trim Var. & 287.705442176871 \tabularnewline
V(Y[t],d=3,D=2) & 1485.48919986024 & Range & 154.6 & Trim Var. & 1030.33127659574 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6816&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]146.193694444444[/C][C]Range[/C][C]53.2[/C][C]Trim Var.[/C][C]86.9482696177062[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]287.365310126582[/C][C]Range[/C][C]70.7[/C][C]Trim Var.[/C][C]183.908661971831[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]751.385537163259[/C][C]Range[/C][C]114.6[/C][C]Trim Var.[/C][C]487.51117184265[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2235.78121212121[/C][C]Range[/C][C]190.7[/C][C]Trim Var.[/C][C]1526.05106418219[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]41.6756180733163[/C][C]Range[/C][C]25.8[/C][C]Trim Var.[/C][C]27.791043715847[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]56.4524582967515[/C][C]Range[/C][C]31.7[/C][C]Trim Var.[/C][C]33.9257937853107[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]179.953016734509[/C][C]Range[/C][C]61.4[/C][C]Trim Var.[/C][C]114.989094097019[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]615.275004662004[/C][C]Range[/C][C]105.3[/C][C]Trim Var.[/C][C]384.808569267997[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]109.775100250627[/C][C]Range[/C][C]47.8[/C][C]Trim Var.[/C][C]72.3261960784314[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]131.391918831169[/C][C]Range[/C][C]47.1[/C][C]Trim Var.[/C][C]88.9201673469387[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]424.69707070707[/C][C]Range[/C][C]86.4[/C][C]Trim Var.[/C][C]287.705442176871[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1485.48919986024[/C][C]Range[/C][C]154.6[/C][C]Trim Var.[/C][C]1030.33127659574[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6816&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6816&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)146.193694444444Range53.2Trim Var.86.9482696177062
V(Y[t],d=1,D=0)287.365310126582Range70.7Trim Var.183.908661971831
V(Y[t],d=2,D=0)751.385537163259Range114.6Trim Var.487.51117184265
V(Y[t],d=3,D=0)2235.78121212121Range190.7Trim Var.1526.05106418219
V(Y[t],d=0,D=1)41.6756180733163Range25.8Trim Var.27.791043715847
V(Y[t],d=1,D=1)56.4524582967515Range31.7Trim Var.33.9257937853107
V(Y[t],d=2,D=1)179.953016734509Range61.4Trim Var.114.989094097019
V(Y[t],d=3,D=1)615.275004662004Range105.3Trim Var.384.808569267997
V(Y[t],d=0,D=2)109.775100250627Range47.8Trim Var.72.3261960784314
V(Y[t],d=1,D=2)131.391918831169Range47.1Trim Var.88.9201673469387
V(Y[t],d=2,D=2)424.69707070707Range86.4Trim Var.287.705442176871
V(Y[t],d=3,D=2)1485.48919986024Range154.6Trim Var.1030.33127659574



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')