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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 03 Dec 2008 01:48:33 -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/2008/Dec/03/t12282941753ube1ixcr47fvm0.htm/, Retrieved Sun, 19 May 2024 07:47:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28577, Retrieved Sun, 19 May 2024 07:47:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact214

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Variance Reduction Matrix] [] [2008-12-03 08:48:33] [ee5aee65e0c44ac54c8097a6e28e37f4] [Current]
Feedback Forum
2008-12-08 13:46:47 [Li Tang Hu] [reply] 
uit de tabel kunnen we inderdaad opmerken dat we 2maal trendmatig moeten gaan differentieeren.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1,0137
0,9834
0,9643
0,947
0,906
0,9492
0,9397
0,9041
0,8721
0,8552
0,8564
0,8973
0,9383
0,9217
0,9095
0,892
0,8742
0,8532
0,8607
0,9005
0,9111
0,9059
0,8883
0,8924
0,8833
0,87
0,8758
0,8858
0,917
0,9554
0,9922
0,9778
0,9808
0,9811
1,0014
1,0183
1,0622
1,0773
1,0807
1,0848
1,1582
1,1663
1,1372
1,1139
1,1222
1,1692
1,1702
1,2286
1,2613
1,2646
1,2262
1,1985
1,2007
1,2138
1,2266
1,2176
1,2218
1,249
1,2991
1,3408
1,3119
1,3014
1,3201
1,2938
1,2694
1,2165
1,2037
1,2292
1,2256
1,2015
1,1786
1,1856
1,2103
1,1938
1,202
1,2271
1,277
1,265
1,2684
1,2811
1,2727
1,2611
1,2881
1,3213
1,2999
1,3074
1,3242
1,3516
1,3511
1,3419
1,3716
1,3622
1,3896
1,4227
1,4684
1,457
1,4718

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 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=28577&T=0

[TABLE]
[ROW][C]Summary of computational 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]2 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=28577&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28577&T=0

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0321465471864261Range0.6186Trim Var.0.0258958622881582
V(Y[t],d=1,D=0)0.000650600990131578Range0.1263Trim Var.0.000447866030095759
V(Y[t],d=2,D=0)0.000939474248600222Range0.1548Trim Var.0.000598215663865544
V(Y[t],d=3,D=0)0.00234626630519331Range0.2448Trim Var.0.00139179127223178
V(Y[t],d=0,D=1)0.00320917099111734Range0.2555Trim Var.0.00215161318248604
V(Y[t],d=1,D=1)0.00122119221571906Range0.167800000000000Trim Var.0.000756766311352
V(Y[t],d=2,D=1)0.00148002940170940Range0.187800000000000Trim Var.0.000936684216049379
V(Y[t],d=3,D=1)0.00338324746691634Range0.261099999999999Trim Var.0.00207856252531645
V(Y[t],d=0,D=2)0.00664885758682328Range0.3748Trim Var.0.00444954691658552
V(Y[t],d=1,D=2)0.00377268890151515Range0.287600000000000Trim Var.0.00224410143356643
V(Y[t],d=2,D=2)0.00405273281742849Range0.328400000000000Trim Var.0.0024356587901572
V(Y[t],d=3,D=2)0.00838511446238027Range0.443900000000000Trim Var.0.00490152418947365

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0321465471864261 & Range & 0.6186 & Trim Var. & 0.0258958622881582 \tabularnewline
V(Y[t],d=1,D=0) & 0.000650600990131578 & Range & 0.1263 & Trim Var. & 0.000447866030095759 \tabularnewline
V(Y[t],d=2,D=0) & 0.000939474248600222 & Range & 0.1548 & Trim Var. & 0.000598215663865544 \tabularnewline
V(Y[t],d=3,D=0) & 0.00234626630519331 & Range & 0.2448 & Trim Var. & 0.00139179127223178 \tabularnewline
V(Y[t],d=0,D=1) & 0.00320917099111734 & Range & 0.2555 & Trim Var. & 0.00215161318248604 \tabularnewline
V(Y[t],d=1,D=1) & 0.00122119221571906 & Range & 0.167800000000000 & Trim Var. & 0.000756766311352 \tabularnewline
V(Y[t],d=2,D=1) & 0.00148002940170940 & Range & 0.187800000000000 & Trim Var. & 0.000936684216049379 \tabularnewline
V(Y[t],d=3,D=1) & 0.00338324746691634 & Range & 0.261099999999999 & Trim Var. & 0.00207856252531645 \tabularnewline
V(Y[t],d=0,D=2) & 0.00664885758682328 & Range & 0.3748 & Trim Var. & 0.00444954691658552 \tabularnewline
V(Y[t],d=1,D=2) & 0.00377268890151515 & Range & 0.287600000000000 & Trim Var. & 0.00224410143356643 \tabularnewline
V(Y[t],d=2,D=2) & 0.00405273281742849 & Range & 0.328400000000000 & Trim Var. & 0.0024356587901572 \tabularnewline
V(Y[t],d=3,D=2) & 0.00838511446238027 & Range & 0.443900000000000 & Trim Var. & 0.00490152418947365 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28577&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0321465471864261[/C][C]Range[/C][C]0.6186[/C][C]Trim Var.[/C][C]0.0258958622881582[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000650600990131578[/C][C]Range[/C][C]0.1263[/C][C]Trim Var.[/C][C]0.000447866030095759[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000939474248600222[/C][C]Range[/C][C]0.1548[/C][C]Trim Var.[/C][C]0.000598215663865544[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00234626630519331[/C][C]Range[/C][C]0.2448[/C][C]Trim Var.[/C][C]0.00139179127223178[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00320917099111734[/C][C]Range[/C][C]0.2555[/C][C]Trim Var.[/C][C]0.00215161318248604[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00122119221571906[/C][C]Range[/C][C]0.167800000000000[/C][C]Trim Var.[/C][C]0.000756766311352[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00148002940170940[/C][C]Range[/C][C]0.187800000000000[/C][C]Trim Var.[/C][C]0.000936684216049379[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00338324746691634[/C][C]Range[/C][C]0.261099999999999[/C][C]Trim Var.[/C][C]0.00207856252531645[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00664885758682328[/C][C]Range[/C][C]0.3748[/C][C]Trim Var.[/C][C]0.00444954691658552[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00377268890151515[/C][C]Range[/C][C]0.287600000000000[/C][C]Trim Var.[/C][C]0.00224410143356643[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00405273281742849[/C][C]Range[/C][C]0.328400000000000[/C][C]Trim Var.[/C][C]0.0024356587901572[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00838511446238027[/C][C]Range[/C][C]0.443900000000000[/C][C]Trim Var.[/C][C]0.00490152418947365[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28577&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28577&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0321465471864261Range0.6186Trim Var.0.0258958622881582
V(Y[t],d=1,D=0)0.000650600990131578Range0.1263Trim Var.0.000447866030095759
V(Y[t],d=2,D=0)0.000939474248600222Range0.1548Trim Var.0.000598215663865544
V(Y[t],d=3,D=0)0.00234626630519331Range0.2448Trim Var.0.00139179127223178
V(Y[t],d=0,D=1)0.00320917099111734Range0.2555Trim Var.0.00215161318248604
V(Y[t],d=1,D=1)0.00122119221571906Range0.167800000000000Trim Var.0.000756766311352
V(Y[t],d=2,D=1)0.00148002940170940Range0.187800000000000Trim Var.0.000936684216049379
V(Y[t],d=3,D=1)0.00338324746691634Range0.261099999999999Trim Var.0.00207856252531645
V(Y[t],d=0,D=2)0.00664885758682328Range0.3748Trim Var.0.00444954691658552
V(Y[t],d=1,D=2)0.00377268890151515Range0.287600000000000Trim Var.0.00224410143356643
V(Y[t],d=2,D=2)0.00405273281742849Range0.328400000000000Trim Var.0.0024356587901572
V(Y[t],d=3,D=2)0.00838511446238027Range0.443900000000000Trim Var.0.00490152418947365


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 4 ;
Parameters (R input):
par1 = 4 ;
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')