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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 12:35:06 -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/29/t1196364378ak14na0wps80m44.htm/, Retrieved Fri, 03 May 2024 05:29:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7581, Retrieved Fri, 03 May 2024 05:29:59 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsElynne
Estimated Impact212
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variance Reductio...] [2007-11-29 19:35:06] [c119ddc84594f6b781d845667bf1cf2c] [Current]
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Dataseries X:
1,065757
1,084952
1,099505
1,121076
1,143903
1,172058
1,161845
1,110494
1,097574
1,103875
1,125746
1,120574
1,132118
1,149425
1,141813
1,128923
1,090513
1,046682
1,007861
1,022704
1,019576
1,019264
0,998602
0,982029
0,941442
0,928247
0,925326
0,921829
0,863409
0,857412
0,879353
0,897747
0,891107
0,855286
0,854555
0,813935
0,792833
0,790764
0,815528
0,834376
0,832848
0,823859
0,815262
0,821288
0,818465
0,800641
0,769764
0,745823
0,762253
0,768403
0,757518
0,772917
0,787774
0,82203
0,830772
0,813537
0,815927
0,832293
0,848464
0,843455
0,826241
0,837661
0,831947
0,81493
0,783085
0,790514
0,788395
0,780579
0,785731
0,792959
0,776337
0,75683
0,76929
0,764877
0,755173
0,739864
0,740138
0,745212
0,729076
0,734107




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=7581&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=7581&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7581&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)0.0191086082412834Range0.442982Trim Var.0.0159370871351031
V(Y[t],d=1,D=0)0.000383202483348588Range0.092676Trim Var.0.000252833573037827
V(Y[t],d=2,D=0)0.000498588735258075Range0.108587000000000Trim Var.0.000316118712910145
V(Y[t],d=3,D=0)0.00117721521659809Range0.182325Trim Var.0.000701090781864876
V(Y[t],d=0,D=1)0.00607676252469952Range0.324736Trim Var.0.00387498933551949
V(Y[t],d=1,D=1)0.000843178525100408Range0.138180000000000Trim Var.0.000487480668632378
V(Y[t],d=2,D=1)0.00113932905684033Range0.154686Trim Var.0.000765826562379008
V(Y[t],d=3,D=1)0.00273314558006347Range0.246172Trim Var.0.00164825365482519
V(Y[t],d=0,D=2)0.0133999455414078Range0.482194Trim Var.0.00874291026889837
V(Y[t],d=1,D=2)0.00225211402992121Range0.201120000000001Trim Var.0.0015786341036216
V(Y[t],d=2,D=2)0.0035019403622376Range0.248761Trim Var.0.00237530695646765
V(Y[t],d=3,D=2)0.00889242506943181Range0.383030000000002Trim Var.0.00576224334664479

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0191086082412834 & Range & 0.442982 & Trim Var. & 0.0159370871351031 \tabularnewline
V(Y[t],d=1,D=0) & 0.000383202483348588 & Range & 0.092676 & Trim Var. & 0.000252833573037827 \tabularnewline
V(Y[t],d=2,D=0) & 0.000498588735258075 & Range & 0.108587000000000 & Trim Var. & 0.000316118712910145 \tabularnewline
V(Y[t],d=3,D=0) & 0.00117721521659809 & Range & 0.182325 & Trim Var. & 0.000701090781864876 \tabularnewline
V(Y[t],d=0,D=1) & 0.00607676252469952 & Range & 0.324736 & Trim Var. & 0.00387498933551949 \tabularnewline
V(Y[t],d=1,D=1) & 0.000843178525100408 & Range & 0.138180000000000 & Trim Var. & 0.000487480668632378 \tabularnewline
V(Y[t],d=2,D=1) & 0.00113932905684033 & Range & 0.154686 & Trim Var. & 0.000765826562379008 \tabularnewline
V(Y[t],d=3,D=1) & 0.00273314558006347 & Range & 0.246172 & Trim Var. & 0.00164825365482519 \tabularnewline
V(Y[t],d=0,D=2) & 0.0133999455414078 & Range & 0.482194 & Trim Var. & 0.00874291026889837 \tabularnewline
V(Y[t],d=1,D=2) & 0.00225211402992121 & Range & 0.201120000000001 & Trim Var. & 0.0015786341036216 \tabularnewline
V(Y[t],d=2,D=2) & 0.0035019403622376 & Range & 0.248761 & Trim Var. & 0.00237530695646765 \tabularnewline
V(Y[t],d=3,D=2) & 0.00889242506943181 & Range & 0.383030000000002 & Trim Var. & 0.00576224334664479 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7581&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0191086082412834[/C][C]Range[/C][C]0.442982[/C][C]Trim Var.[/C][C]0.0159370871351031[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000383202483348588[/C][C]Range[/C][C]0.092676[/C][C]Trim Var.[/C][C]0.000252833573037827[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000498588735258075[/C][C]Range[/C][C]0.108587000000000[/C][C]Trim Var.[/C][C]0.000316118712910145[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00117721521659809[/C][C]Range[/C][C]0.182325[/C][C]Trim Var.[/C][C]0.000701090781864876[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00607676252469952[/C][C]Range[/C][C]0.324736[/C][C]Trim Var.[/C][C]0.00387498933551949[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000843178525100408[/C][C]Range[/C][C]0.138180000000000[/C][C]Trim Var.[/C][C]0.000487480668632378[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00113932905684033[/C][C]Range[/C][C]0.154686[/C][C]Trim Var.[/C][C]0.000765826562379008[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00273314558006347[/C][C]Range[/C][C]0.246172[/C][C]Trim Var.[/C][C]0.00164825365482519[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0133999455414078[/C][C]Range[/C][C]0.482194[/C][C]Trim Var.[/C][C]0.00874291026889837[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00225211402992121[/C][C]Range[/C][C]0.201120000000001[/C][C]Trim Var.[/C][C]0.0015786341036216[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0035019403622376[/C][C]Range[/C][C]0.248761[/C][C]Trim Var.[/C][C]0.00237530695646765[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00889242506943181[/C][C]Range[/C][C]0.383030000000002[/C][C]Trim Var.[/C][C]0.00576224334664479[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7581&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7581&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)0.0191086082412834Range0.442982Trim Var.0.0159370871351031
V(Y[t],d=1,D=0)0.000383202483348588Range0.092676Trim Var.0.000252833573037827
V(Y[t],d=2,D=0)0.000498588735258075Range0.108587000000000Trim Var.0.000316118712910145
V(Y[t],d=3,D=0)0.00117721521659809Range0.182325Trim Var.0.000701090781864876
V(Y[t],d=0,D=1)0.00607676252469952Range0.324736Trim Var.0.00387498933551949
V(Y[t],d=1,D=1)0.000843178525100408Range0.138180000000000Trim Var.0.000487480668632378
V(Y[t],d=2,D=1)0.00113932905684033Range0.154686Trim Var.0.000765826562379008
V(Y[t],d=3,D=1)0.00273314558006347Range0.246172Trim Var.0.00164825365482519
V(Y[t],d=0,D=2)0.0133999455414078Range0.482194Trim Var.0.00874291026889837
V(Y[t],d=1,D=2)0.00225211402992121Range0.201120000000001Trim Var.0.0015786341036216
V(Y[t],d=2,D=2)0.0035019403622376Range0.248761Trim Var.0.00237530695646765
V(Y[t],d=3,D=2)0.00889242506943181Range0.383030000000002Trim Var.0.00576224334664479



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')