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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 29 Nov 2007 03:45:25 -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/29/t1196332515in0mu3tgr0qb5ak.htm/, Retrieved Fri, 03 May 2024 04:24:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7399, Retrieved Fri, 03 May 2024 04:24:43 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordss0650668 Tijdreeks 2: Indexcijfers
Estimated Impact181
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Inducing stationa...] [2007-11-29 10:45:25] [b487e2f14d9a98d85035381cdee55b72] [Current]
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Dataseries X:
103,52
103,5
103,52
103,53
103,53
103,53
103,52
103,54
103,59
103,59
103,59
103,59
103,63
103,74
103,7
103,72
103,81
103,8
104,22
106,91
107,06
107,17
107,25
107,28
107,24
107,23
107,34
107,34
107,3
107,24
107,3
107,32
107,28
107,33
107,33
107,33
107,28
107,28
107,29
107,29
107,23
107,24
107,24
107,2
107,23
107,2
107,21
107,24
107,21
113,89
114,05
114,05
114,05
114,05
115,12
115,68
116,05
116,18
116,35
116,44
117
117,61
118,17
118,33
118,33
118,42
118,5
118,67
119,09
119,14
119,23
119,33




Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7399&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7399&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7399&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)30.0366112480438Range15.83Trim Var.25.4762428571429
V(Y[t],d=1,D=0)0.736614164989941Range6.74000000000001Trim Var.0.0211517979904812
V(Y[t],d=2,D=0)1.47300861283644Range13.2300000000000Trim Var.0.0116379957694340
V(Y[t],d=3,D=0)4.41109833759592Range20.0000000000000Trim Var.0.0477287431693983
V(Y[t],d=0,D=1)9.1486511581921Range9.92Trim Var.7.28739849755416
V(Y[t],d=1,D=1)1.71557258912917Range12.7500000000000Trim Var.0.0327246734397676
V(Y[t],d=2,D=1)3.51873599516032Range13.3200000000000Trim Var.0.286272209653091
V(Y[t],d=3,D=1)10.7842718671680Range26.3200000000001Trim Var.1.51212666666666
V(Y[t],d=0,D=2)26.1535758865248Range16.17Trim Var.20.8159226480836
V(Y[t],d=1,D=2)5.42023746530991Range19.4200000000000Trim Var.0.0869695121951206
V(Y[t],d=2,D=2)11.0834295652174Range26.3200000000001Trim Var.0.533866666666673
V(Y[t],d=3,D=2)33.9805563636365Range40.1800000000001Trim Var.3.46145344129557

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 30.0366112480438 & Range & 15.83 & Trim Var. & 25.4762428571429 \tabularnewline
V(Y[t],d=1,D=0) & 0.736614164989941 & Range & 6.74000000000001 & Trim Var. & 0.0211517979904812 \tabularnewline
V(Y[t],d=2,D=0) & 1.47300861283644 & Range & 13.2300000000000 & Trim Var. & 0.0116379957694340 \tabularnewline
V(Y[t],d=3,D=0) & 4.41109833759592 & Range & 20.0000000000000 & Trim Var. & 0.0477287431693983 \tabularnewline
V(Y[t],d=0,D=1) & 9.1486511581921 & Range & 9.92 & Trim Var. & 7.28739849755416 \tabularnewline
V(Y[t],d=1,D=1) & 1.71557258912917 & Range & 12.7500000000000 & Trim Var. & 0.0327246734397676 \tabularnewline
V(Y[t],d=2,D=1) & 3.51873599516032 & Range & 13.3200000000000 & Trim Var. & 0.286272209653091 \tabularnewline
V(Y[t],d=3,D=1) & 10.7842718671680 & Range & 26.3200000000001 & Trim Var. & 1.51212666666666 \tabularnewline
V(Y[t],d=0,D=2) & 26.1535758865248 & Range & 16.17 & Trim Var. & 20.8159226480836 \tabularnewline
V(Y[t],d=1,D=2) & 5.42023746530991 & Range & 19.4200000000000 & Trim Var. & 0.0869695121951206 \tabularnewline
V(Y[t],d=2,D=2) & 11.0834295652174 & Range & 26.3200000000001 & Trim Var. & 0.533866666666673 \tabularnewline
V(Y[t],d=3,D=2) & 33.9805563636365 & Range & 40.1800000000001 & Trim Var. & 3.46145344129557 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7399&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]30.0366112480438[/C][C]Range[/C][C]15.83[/C][C]Trim Var.[/C][C]25.4762428571429[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.736614164989941[/C][C]Range[/C][C]6.74000000000001[/C][C]Trim Var.[/C][C]0.0211517979904812[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.47300861283644[/C][C]Range[/C][C]13.2300000000000[/C][C]Trim Var.[/C][C]0.0116379957694340[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4.41109833759592[/C][C]Range[/C][C]20.0000000000000[/C][C]Trim Var.[/C][C]0.0477287431693983[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9.1486511581921[/C][C]Range[/C][C]9.92[/C][C]Trim Var.[/C][C]7.28739849755416[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.71557258912917[/C][C]Range[/C][C]12.7500000000000[/C][C]Trim Var.[/C][C]0.0327246734397676[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3.51873599516032[/C][C]Range[/C][C]13.3200000000000[/C][C]Trim Var.[/C][C]0.286272209653091[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]10.7842718671680[/C][C]Range[/C][C]26.3200000000001[/C][C]Trim Var.[/C][C]1.51212666666666[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]26.1535758865248[/C][C]Range[/C][C]16.17[/C][C]Trim Var.[/C][C]20.8159226480836[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.42023746530991[/C][C]Range[/C][C]19.4200000000000[/C][C]Trim Var.[/C][C]0.0869695121951206[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]11.0834295652174[/C][C]Range[/C][C]26.3200000000001[/C][C]Trim Var.[/C][C]0.533866666666673[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]33.9805563636365[/C][C]Range[/C][C]40.1800000000001[/C][C]Trim Var.[/C][C]3.46145344129557[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7399&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7399&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)30.0366112480438Range15.83Trim Var.25.4762428571429
V(Y[t],d=1,D=0)0.736614164989941Range6.74000000000001Trim Var.0.0211517979904812
V(Y[t],d=2,D=0)1.47300861283644Range13.2300000000000Trim Var.0.0116379957694340
V(Y[t],d=3,D=0)4.41109833759592Range20.0000000000000Trim Var.0.0477287431693983
V(Y[t],d=0,D=1)9.1486511581921Range9.92Trim Var.7.28739849755416
V(Y[t],d=1,D=1)1.71557258912917Range12.7500000000000Trim Var.0.0327246734397676
V(Y[t],d=2,D=1)3.51873599516032Range13.3200000000000Trim Var.0.286272209653091
V(Y[t],d=3,D=1)10.7842718671680Range26.3200000000001Trim Var.1.51212666666666
V(Y[t],d=0,D=2)26.1535758865248Range16.17Trim Var.20.8159226480836
V(Y[t],d=1,D=2)5.42023746530991Range19.4200000000000Trim Var.0.0869695121951206
V(Y[t],d=2,D=2)11.0834295652174Range26.3200000000001Trim Var.0.533866666666673
V(Y[t],d=3,D=2)33.9805563636365Range40.1800000000001Trim Var.3.46145344129557



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')