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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 28 Nov 2007 03:38:06 -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/28/t1196245662fa7kp5206rdaz1m.htm/, Retrieved Thu, 02 May 2024 05:44:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=6998, Retrieved Thu, 02 May 2024 05:44:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact222
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Inducing Stationa...] [2007-11-28 10:38:06] [157a0cf3c12a7482b4e6935b4c49d48f] [Current]
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Dataseries X:
3,5300
3,4900
3,5100
3,5300
3,5400
3,5600
3,5800
3,6100
3,5600
3,5600
3,6100
3,6100
3,6200
3,6300
3,6500
3,7200
3,7200
3,7300
3,7300
3,7200
3,7200
3,7000
3,7100
3,7200
3,7200
3,7300
3,7300
3,7300
3,7500
3,7400
3,8300
3,9400
3,9500
3,9700
3,9900
3,9900
4,0000
4,0000
4,0000
3,9900
3,9600
3,9800
4,0300
4,0800
4,0700
4,0700
4,0500
4,0500
4,0500
4,0600
4,0700
4,0900
4,0900
4,1100
4,1700
4,1800
4,1600
4,1600
4,1700
4,1700
4,1900
4,2000
4,1900
4,1800
4,1200
4,1200
4,1300
4,1500
4,1200
4,1100
4,1000
4,1000




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=6998&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=6998&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6998&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)0.0518118935837246Range0.71Trim Var.0.0430651817716334
V(Y[t],d=1,D=0)0.000724627766599596Range0.169999999999999Trim Var.0.000226784769962983
V(Y[t],d=2,D=0)0.00108662525879916Range0.199999999999999Trim Var.0.000464754098360652
V(Y[t],d=3,D=0)0.00275093776641089Range0.25Trim Var.0.00136726775956283
V(Y[t],d=0,D=1)0.00816033898305085Range0.350000000000001Trim Var.0.00467537254901961
V(Y[t],d=1,D=1)0.00115458796025716Range0.19Trim Var.0.000563497822931785
V(Y[t],d=2,D=1)0.00174836660617059Range0.219999999999999Trim Var.0.000967533936651583
V(Y[t],d=3,D=1)0.00522525062656639Range0.309999999999998Trim Var.0.00326282352941176
V(Y[t],d=0,D=2)0.019691445035461Range0.48Trim Var.0.0147547560975610
V(Y[t],d=1,D=2)0.00374671600370027Range0.339999999999999Trim Var.0.00162621951219512
V(Y[t],d=2,D=2)0.00593879227053138Range0.350Trim Var.0.00302846153846153
V(Y[t],d=3,D=2)0.0184225252525252Range0.599999999999997Trim Var.0.0107094466936572

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0518118935837246 & Range & 0.71 & Trim Var. & 0.0430651817716334 \tabularnewline
V(Y[t],d=1,D=0) & 0.000724627766599596 & Range & 0.169999999999999 & Trim Var. & 0.000226784769962983 \tabularnewline
V(Y[t],d=2,D=0) & 0.00108662525879916 & Range & 0.199999999999999 & Trim Var. & 0.000464754098360652 \tabularnewline
V(Y[t],d=3,D=0) & 0.00275093776641089 & Range & 0.25 & Trim Var. & 0.00136726775956283 \tabularnewline
V(Y[t],d=0,D=1) & 0.00816033898305085 & Range & 0.350000000000001 & Trim Var. & 0.00467537254901961 \tabularnewline
V(Y[t],d=1,D=1) & 0.00115458796025716 & Range & 0.19 & Trim Var. & 0.000563497822931785 \tabularnewline
V(Y[t],d=2,D=1) & 0.00174836660617059 & Range & 0.219999999999999 & Trim Var. & 0.000967533936651583 \tabularnewline
V(Y[t],d=3,D=1) & 0.00522525062656639 & Range & 0.309999999999998 & Trim Var. & 0.00326282352941176 \tabularnewline
V(Y[t],d=0,D=2) & 0.019691445035461 & Range & 0.48 & Trim Var. & 0.0147547560975610 \tabularnewline
V(Y[t],d=1,D=2) & 0.00374671600370027 & Range & 0.339999999999999 & Trim Var. & 0.00162621951219512 \tabularnewline
V(Y[t],d=2,D=2) & 0.00593879227053138 & Range & 0.350 & Trim Var. & 0.00302846153846153 \tabularnewline
V(Y[t],d=3,D=2) & 0.0184225252525252 & Range & 0.599999999999997 & Trim Var. & 0.0107094466936572 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=6998&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0518118935837246[/C][C]Range[/C][C]0.71[/C][C]Trim Var.[/C][C]0.0430651817716334[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000724627766599596[/C][C]Range[/C][C]0.169999999999999[/C][C]Trim Var.[/C][C]0.000226784769962983[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00108662525879916[/C][C]Range[/C][C]0.199999999999999[/C][C]Trim Var.[/C][C]0.000464754098360652[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00275093776641089[/C][C]Range[/C][C]0.25[/C][C]Trim Var.[/C][C]0.00136726775956283[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00816033898305085[/C][C]Range[/C][C]0.350000000000001[/C][C]Trim Var.[/C][C]0.00467537254901961[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00115458796025716[/C][C]Range[/C][C]0.19[/C][C]Trim Var.[/C][C]0.000563497822931785[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00174836660617059[/C][C]Range[/C][C]0.219999999999999[/C][C]Trim Var.[/C][C]0.000967533936651583[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00522525062656639[/C][C]Range[/C][C]0.309999999999998[/C][C]Trim Var.[/C][C]0.00326282352941176[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.019691445035461[/C][C]Range[/C][C]0.48[/C][C]Trim Var.[/C][C]0.0147547560975610[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00374671600370027[/C][C]Range[/C][C]0.339999999999999[/C][C]Trim Var.[/C][C]0.00162621951219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00593879227053138[/C][C]Range[/C][C]0.350[/C][C]Trim Var.[/C][C]0.00302846153846153[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0184225252525252[/C][C]Range[/C][C]0.599999999999997[/C][C]Trim Var.[/C][C]0.0107094466936572[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=6998&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=6998&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)0.0518118935837246Range0.71Trim Var.0.0430651817716334
V(Y[t],d=1,D=0)0.000724627766599596Range0.169999999999999Trim Var.0.000226784769962983
V(Y[t],d=2,D=0)0.00108662525879916Range0.199999999999999Trim Var.0.000464754098360652
V(Y[t],d=3,D=0)0.00275093776641089Range0.25Trim Var.0.00136726775956283
V(Y[t],d=0,D=1)0.00816033898305085Range0.350000000000001Trim Var.0.00467537254901961
V(Y[t],d=1,D=1)0.00115458796025716Range0.19Trim Var.0.000563497822931785
V(Y[t],d=2,D=1)0.00174836660617059Range0.219999999999999Trim Var.0.000967533936651583
V(Y[t],d=3,D=1)0.00522525062656639Range0.309999999999998Trim Var.0.00326282352941176
V(Y[t],d=0,D=2)0.019691445035461Range0.48Trim Var.0.0147547560975610
V(Y[t],d=1,D=2)0.00374671600370027Range0.339999999999999Trim Var.0.00162621951219512
V(Y[t],d=2,D=2)0.00593879227053138Range0.350Trim Var.0.00302846153846153
V(Y[t],d=3,D=2)0.0184225252525252Range0.599999999999997Trim Var.0.0107094466936572



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')