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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 03:30:20 -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/t11961588475ljk9w3ekgsi4u2.htm/, Retrieved Sun, 05 May 2024 17:20:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6827, Retrieved Sun, 05 May 2024 17:20:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsQ2, reeks 4
Estimated Impact206
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 10:30:20] [416884147cddda4911f05e55b43ccb0c] [Current]
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Dataseries X:
99,4
102,7
109,3
93,9
95,3
101,8
85,6
81,1
109,5
104,0
94,5
79,0
92,8
95,6
101,7
90,8
89,5
91,8
83,8
77,4
112,7
98,8
85,7
72,8
96,9
95,0
94,2
87,3
80,6
87,9
79,6
71,9
94,6
91,4
86,6
68,5
90,1
91,6
95,4
85,4
81,6
88,9
84,1
74,7
97,1
95,3
85,1
67,3
80,6
87,9
89,2
81,3
79,7
83,7
82,1
69,3
91,2
85,7
85,2
70,0
85,8
91,4
97,5
87,1
85,1
94,1
85,8
74,7
99,9
90,7
86,8
74,8
91,8
97,6
100,8
85,4
84,0
90,6
80,5
73,9
93,6




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=6827&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=6827&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6827&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)92.3588827160494Range45.4Trim Var.52.1630824949698
V(Y[t],d=1,D=0)144.359487341772Range53.4Trim Var.97.9263536776213
V(Y[t],d=2,D=0)364.837890295359Range90.9Trim Var.242.207235412475
V(Y[t],d=3,D=0)1076.22464868465Range143.9Trim Var.746.003055900621
V(Y[t],d=0,D=1)29.8065601023018Range28.5Trim Var.19.1417650273224
V(Y[t],d=1,D=1)22.2801294995610Range23.3000000000000Trim Var.12.9370480225989
V(Y[t],d=2,D=1)58.2743464495704Range38.6Trim Var.34.3189012273524
V(Y[t],d=3,D=1)181.073613053613Range60.3000000000001Trim Var.122.549053236540
V(Y[t],d=0,D=2)77.4575062656642Range41.9Trim Var.51.4694352941176
V(Y[t],d=1,D=2)61.7326461038961Range38.6Trim Var.38.9798734693878
V(Y[t],d=2,D=2)160.658430976431Range60.2Trim Var.105.661828231293
V(Y[t],d=3,D=2)512.563088749127Range104.5Trim Var.363.620265957447

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 92.3588827160494 & Range & 45.4 & Trim Var. & 52.1630824949698 \tabularnewline
V(Y[t],d=1,D=0) & 144.359487341772 & Range & 53.4 & Trim Var. & 97.9263536776213 \tabularnewline
V(Y[t],d=2,D=0) & 364.837890295359 & Range & 90.9 & Trim Var. & 242.207235412475 \tabularnewline
V(Y[t],d=3,D=0) & 1076.22464868465 & Range & 143.9 & Trim Var. & 746.003055900621 \tabularnewline
V(Y[t],d=0,D=1) & 29.8065601023018 & Range & 28.5 & Trim Var. & 19.1417650273224 \tabularnewline
V(Y[t],d=1,D=1) & 22.2801294995610 & Range & 23.3000000000000 & Trim Var. & 12.9370480225989 \tabularnewline
V(Y[t],d=2,D=1) & 58.2743464495704 & Range & 38.6 & Trim Var. & 34.3189012273524 \tabularnewline
V(Y[t],d=3,D=1) & 181.073613053613 & Range & 60.3000000000001 & Trim Var. & 122.549053236540 \tabularnewline
V(Y[t],d=0,D=2) & 77.4575062656642 & Range & 41.9 & Trim Var. & 51.4694352941176 \tabularnewline
V(Y[t],d=1,D=2) & 61.7326461038961 & Range & 38.6 & Trim Var. & 38.9798734693878 \tabularnewline
V(Y[t],d=2,D=2) & 160.658430976431 & Range & 60.2 & Trim Var. & 105.661828231293 \tabularnewline
V(Y[t],d=3,D=2) & 512.563088749127 & Range & 104.5 & Trim Var. & 363.620265957447 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6827&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]92.3588827160494[/C][C]Range[/C][C]45.4[/C][C]Trim Var.[/C][C]52.1630824949698[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]144.359487341772[/C][C]Range[/C][C]53.4[/C][C]Trim Var.[/C][C]97.9263536776213[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]364.837890295359[/C][C]Range[/C][C]90.9[/C][C]Trim Var.[/C][C]242.207235412475[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1076.22464868465[/C][C]Range[/C][C]143.9[/C][C]Trim Var.[/C][C]746.003055900621[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]29.8065601023018[/C][C]Range[/C][C]28.5[/C][C]Trim Var.[/C][C]19.1417650273224[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]22.2801294995610[/C][C]Range[/C][C]23.3000000000000[/C][C]Trim Var.[/C][C]12.9370480225989[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]58.2743464495704[/C][C]Range[/C][C]38.6[/C][C]Trim Var.[/C][C]34.3189012273524[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]181.073613053613[/C][C]Range[/C][C]60.3000000000001[/C][C]Trim Var.[/C][C]122.549053236540[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]77.4575062656642[/C][C]Range[/C][C]41.9[/C][C]Trim Var.[/C][C]51.4694352941176[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]61.7326461038961[/C][C]Range[/C][C]38.6[/C][C]Trim Var.[/C][C]38.9798734693878[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]160.658430976431[/C][C]Range[/C][C]60.2[/C][C]Trim Var.[/C][C]105.661828231293[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]512.563088749127[/C][C]Range[/C][C]104.5[/C][C]Trim Var.[/C][C]363.620265957447[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6827&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6827&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)92.3588827160494Range45.4Trim Var.52.1630824949698
V(Y[t],d=1,D=0)144.359487341772Range53.4Trim Var.97.9263536776213
V(Y[t],d=2,D=0)364.837890295359Range90.9Trim Var.242.207235412475
V(Y[t],d=3,D=0)1076.22464868465Range143.9Trim Var.746.003055900621
V(Y[t],d=0,D=1)29.8065601023018Range28.5Trim Var.19.1417650273224
V(Y[t],d=1,D=1)22.2801294995610Range23.3000000000000Trim Var.12.9370480225989
V(Y[t],d=2,D=1)58.2743464495704Range38.6Trim Var.34.3189012273524
V(Y[t],d=3,D=1)181.073613053613Range60.3000000000001Trim Var.122.549053236540
V(Y[t],d=0,D=2)77.4575062656642Range41.9Trim Var.51.4694352941176
V(Y[t],d=1,D=2)61.7326461038961Range38.6Trim Var.38.9798734693878
V(Y[t],d=2,D=2)160.658430976431Range60.2Trim Var.105.661828231293
V(Y[t],d=3,D=2)512.563088749127Range104.5Trim Var.363.620265957447



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')