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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 12:03:55 -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/t11961897401g3gydjab5uw28l.htm/, Retrieved Sun, 05 May 2024 10:36:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6923, Retrieved Sun, 05 May 2024 10:36:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variancie reducti...] [2007-11-27 19:03:55] [bebbf4ab6ac77d61a56e6916ab0650f9] [Current]
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Dataseries X:
75,90
77,70
86,90
90,70
91,00
89,50
92,50
94,10
98,50
96,80
91,20
97,10
104,90
110,90
104,80
94,10
95,80
99,30
101,10
104,00
99,00
105,40
107,10
110,70
117,10
118,70
126,50
127,50
134,60
131,80
135,90
142,70
141,70
153,40
145,00
137,70
148,30
152,20
169,40
168,60
161,10
174,10
179,00
190,60
190,00
181,60
174,80
180,50
196,80
193,80
197,00
216,30
221,40
217,90
229,70
227,40
204,20
196,60
198,80
207,50
190,70
201,60
210,50
223,50
223,80
231,20
244,00




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=6923&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=6923&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6923&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)2429.21763907734Range168.1Trim Var.1967.19154295734
V(Y[t],d=1,D=0)60.9883752913753Range42.5Trim Var.29.1861818181818
V(Y[t],d=2,D=0)118.716850961539Range53.2Trim Var.70.8085776942356
V(Y[t],d=3,D=0)330.415198412699Range86Trim Var.204.731532467533
V(Y[t],d=0,D=1)257.257286195286Range66.4Trim Var.194.935833333333
V(Y[t],d=1,D=1)113.966572327044Range53.2Trim Var.65.0790471785384
V(Y[t],d=2,D=1)248.634361393324Range83.1Trim Var.131.152710453284
V(Y[t],d=3,D=1)673.432307692308Range138.3Trim Var.349.865275362319
V(Y[t],d=0,D=2)639.2769213732Range100.1Trim Var.397.759414414415
V(Y[t],d=1,D=2)326.421300813008Range68Trim Var.222.929230158730
V(Y[t],d=2,D=2)713.127804878049Range119.1Trim Var.415.816924369748
V(Y[t],d=3,D=2)1822.19768589744Range176.000000000000Trim Var.1229.10139682540

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2429.21763907734 & Range & 168.1 & Trim Var. & 1967.19154295734 \tabularnewline
V(Y[t],d=1,D=0) & 60.9883752913753 & Range & 42.5 & Trim Var. & 29.1861818181818 \tabularnewline
V(Y[t],d=2,D=0) & 118.716850961539 & Range & 53.2 & Trim Var. & 70.8085776942356 \tabularnewline
V(Y[t],d=3,D=0) & 330.415198412699 & Range & 86 & Trim Var. & 204.731532467533 \tabularnewline
V(Y[t],d=0,D=1) & 257.257286195286 & Range & 66.4 & Trim Var. & 194.935833333333 \tabularnewline
V(Y[t],d=1,D=1) & 113.966572327044 & Range & 53.2 & Trim Var. & 65.0790471785384 \tabularnewline
V(Y[t],d=2,D=1) & 248.634361393324 & Range & 83.1 & Trim Var. & 131.152710453284 \tabularnewline
V(Y[t],d=3,D=1) & 673.432307692308 & Range & 138.3 & Trim Var. & 349.865275362319 \tabularnewline
V(Y[t],d=0,D=2) & 639.2769213732 & Range & 100.1 & Trim Var. & 397.759414414415 \tabularnewline
V(Y[t],d=1,D=2) & 326.421300813008 & Range & 68 & Trim Var. & 222.929230158730 \tabularnewline
V(Y[t],d=2,D=2) & 713.127804878049 & Range & 119.1 & Trim Var. & 415.816924369748 \tabularnewline
V(Y[t],d=3,D=2) & 1822.19768589744 & Range & 176.000000000000 & Trim Var. & 1229.10139682540 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6923&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2429.21763907734[/C][C]Range[/C][C]168.1[/C][C]Trim Var.[/C][C]1967.19154295734[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]60.9883752913753[/C][C]Range[/C][C]42.5[/C][C]Trim Var.[/C][C]29.1861818181818[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]118.716850961539[/C][C]Range[/C][C]53.2[/C][C]Trim Var.[/C][C]70.8085776942356[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]330.415198412699[/C][C]Range[/C][C]86[/C][C]Trim Var.[/C][C]204.731532467533[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]257.257286195286[/C][C]Range[/C][C]66.4[/C][C]Trim Var.[/C][C]194.935833333333[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]113.966572327044[/C][C]Range[/C][C]53.2[/C][C]Trim Var.[/C][C]65.0790471785384[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]248.634361393324[/C][C]Range[/C][C]83.1[/C][C]Trim Var.[/C][C]131.152710453284[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]673.432307692308[/C][C]Range[/C][C]138.3[/C][C]Trim Var.[/C][C]349.865275362319[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]639.2769213732[/C][C]Range[/C][C]100.1[/C][C]Trim Var.[/C][C]397.759414414415[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]326.421300813008[/C][C]Range[/C][C]68[/C][C]Trim Var.[/C][C]222.929230158730[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]713.127804878049[/C][C]Range[/C][C]119.1[/C][C]Trim Var.[/C][C]415.816924369748[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1822.19768589744[/C][C]Range[/C][C]176.000000000000[/C][C]Trim Var.[/C][C]1229.10139682540[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6923&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6923&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)2429.21763907734Range168.1Trim Var.1967.19154295734
V(Y[t],d=1,D=0)60.9883752913753Range42.5Trim Var.29.1861818181818
V(Y[t],d=2,D=0)118.716850961539Range53.2Trim Var.70.8085776942356
V(Y[t],d=3,D=0)330.415198412699Range86Trim Var.204.731532467533
V(Y[t],d=0,D=1)257.257286195286Range66.4Trim Var.194.935833333333
V(Y[t],d=1,D=1)113.966572327044Range53.2Trim Var.65.0790471785384
V(Y[t],d=2,D=1)248.634361393324Range83.1Trim Var.131.152710453284
V(Y[t],d=3,D=1)673.432307692308Range138.3Trim Var.349.865275362319
V(Y[t],d=0,D=2)639.2769213732Range100.1Trim Var.397.759414414415
V(Y[t],d=1,D=2)326.421300813008Range68Trim Var.222.929230158730
V(Y[t],d=2,D=2)713.127804878049Range119.1Trim Var.415.816924369748
V(Y[t],d=3,D=2)1822.19768589744Range176.000000000000Trim Var.1229.10139682540



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')