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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 06 Dec 2008 04:57:17 -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/06/t12285646937we0hzage6fx6yl.htm/, Retrieved Sun, 19 May 2024 11:29:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29527, Retrieved Sun, 19 May 2024 11:29:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact193
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [question 8] [2008-12-02 14:53:11] [31c9f333c18b3396ccf9d2485dd39c8a]
- RMPD      [Variance Reduction Matrix] [] [2008-12-06 11:57:17] [86e877ba38171644c8ca01af8044e645] [Current]
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Dataseries X:
1.2732
1.3322
1.4369
1.4975
1.5770
1.5553
1.5557
1.5750
1.5527
1.4748
1.4718
1.4570
1.4684
1.4227
1.3896
1.3622
1.3716
1.3419
1.3511
1.3516
1.3242
1.3074
1.2999
1.3213
1.2881
1.2611
1.2727
1.2811
1.2684
1.2650
1.2770
1.2271
1.2020
1.1938
1.2103
1.1856
1.1786
1.2015
1.2256
1.2292
1.2037
1.2165
1.2694
1.2938
1.3201
1.3014
1.3119
1.3408
1.2991
1.2490
1.2218
1.2176
1.2266
1.2138
1.2007
1.1985
1.2262
1.2646
1.2613
1.2286
1.1702
1.1692
1.1222
1.1139
1.1372
1.1663
1.1582
1.0848
1.0807
1.0773
1.0622
1.0183
1.0014
0.9811
0.9808
0.9778
0.9922
0.9554
0.9170
0.8858
0.8758
0.8700
0.8833
0.8924
0.8883
0.9059
0.9111
0.9005
0.8607
0.8532
0.8742
0.8920
0.9095
0.9217
0.9383
0.8973
0.8564
0.8552
0.8721
0.9041
0.9397
0.9492
0.9060
0.9470
0.9643
0.9834
1.0137
1.0110
1.0338
1.0706
1.0501
1.0604
1.0353
1.0378
1.0628
1.0704
1.0883
1.1208
1.1608




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29527&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29527&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29527&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 computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0376017020809002Range0.7238Trim Var.0.0279436236430965
V(Y[t],d=1,D=0)0.000875584224250325Range0.1826Trim Var.0.000488931087151841
V(Y[t],d=2,D=0)0.00106676081491305Range0.1854Trim Var.0.000666598265567763
V(Y[t],d=3,D=0)0.00277277600299849Range0.257Trim Var.0.00168989563480208
V(Y[t],d=0,D=1)0.0135218063339799Range0.4566Trim Var.0.009982809612542
V(Y[t],d=1,D=1)0.00168315127133872Range0.2132Trim Var.0.00103735458247540
V(Y[t],d=2,D=1)0.00205871133150182Range0.189000000000000Trim Var.0.00147921121318373
V(Y[t],d=3,D=1)0.00513638241598205Range0.3454Trim Var.0.00317310912924031
V(Y[t],d=0,D=2)0.0177794569025756Range0.6664Trim Var.0.0111177200056022
V(Y[t],d=1,D=2)0.00452827257835735Range0.3186Trim Var.0.00300494670682731
V(Y[t],d=2,D=2)0.00622855843151003Range0.3454Trim Var.0.0043172712870996
V(Y[t],d=3,D=2)0.0154149049020544Range0.609299999999998Trim Var.0.00933594833483885

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0376017020809002 & Range & 0.7238 & Trim Var. & 0.0279436236430965 \tabularnewline
V(Y[t],d=1,D=0) & 0.000875584224250325 & Range & 0.1826 & Trim Var. & 0.000488931087151841 \tabularnewline
V(Y[t],d=2,D=0) & 0.00106676081491305 & Range & 0.1854 & Trim Var. & 0.000666598265567763 \tabularnewline
V(Y[t],d=3,D=0) & 0.00277277600299849 & Range & 0.257 & Trim Var. & 0.00168989563480208 \tabularnewline
V(Y[t],d=0,D=1) & 0.0135218063339799 & Range & 0.4566 & Trim Var. & 0.009982809612542 \tabularnewline
V(Y[t],d=1,D=1) & 0.00168315127133872 & Range & 0.2132 & Trim Var. & 0.00103735458247540 \tabularnewline
V(Y[t],d=2,D=1) & 0.00205871133150182 & Range & 0.189000000000000 & Trim Var. & 0.00147921121318373 \tabularnewline
V(Y[t],d=3,D=1) & 0.00513638241598205 & Range & 0.3454 & Trim Var. & 0.00317310912924031 \tabularnewline
V(Y[t],d=0,D=2) & 0.0177794569025756 & Range & 0.6664 & Trim Var. & 0.0111177200056022 \tabularnewline
V(Y[t],d=1,D=2) & 0.00452827257835735 & Range & 0.3186 & Trim Var. & 0.00300494670682731 \tabularnewline
V(Y[t],d=2,D=2) & 0.00622855843151003 & Range & 0.3454 & Trim Var. & 0.0043172712870996 \tabularnewline
V(Y[t],d=3,D=2) & 0.0154149049020544 & Range & 0.609299999999998 & Trim Var. & 0.00933594833483885 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29527&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0376017020809002[/C][C]Range[/C][C]0.7238[/C][C]Trim Var.[/C][C]0.0279436236430965[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000875584224250325[/C][C]Range[/C][C]0.1826[/C][C]Trim Var.[/C][C]0.000488931087151841[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00106676081491305[/C][C]Range[/C][C]0.1854[/C][C]Trim Var.[/C][C]0.000666598265567763[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00277277600299849[/C][C]Range[/C][C]0.257[/C][C]Trim Var.[/C][C]0.00168989563480208[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0135218063339799[/C][C]Range[/C][C]0.4566[/C][C]Trim Var.[/C][C]0.009982809612542[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00168315127133872[/C][C]Range[/C][C]0.2132[/C][C]Trim Var.[/C][C]0.00103735458247540[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00205871133150182[/C][C]Range[/C][C]0.189000000000000[/C][C]Trim Var.[/C][C]0.00147921121318373[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00513638241598205[/C][C]Range[/C][C]0.3454[/C][C]Trim Var.[/C][C]0.00317310912924031[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0177794569025756[/C][C]Range[/C][C]0.6664[/C][C]Trim Var.[/C][C]0.0111177200056022[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00452827257835735[/C][C]Range[/C][C]0.3186[/C][C]Trim Var.[/C][C]0.00300494670682731[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00622855843151003[/C][C]Range[/C][C]0.3454[/C][C]Trim Var.[/C][C]0.0043172712870996[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0154149049020544[/C][C]Range[/C][C]0.609299999999998[/C][C]Trim Var.[/C][C]0.00933594833483885[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29527&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29527&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)0.0376017020809002Range0.7238Trim Var.0.0279436236430965
V(Y[t],d=1,D=0)0.000875584224250325Range0.1826Trim Var.0.000488931087151841
V(Y[t],d=2,D=0)0.00106676081491305Range0.1854Trim Var.0.000666598265567763
V(Y[t],d=3,D=0)0.00277277600299849Range0.257Trim Var.0.00168989563480208
V(Y[t],d=0,D=1)0.0135218063339799Range0.4566Trim Var.0.009982809612542
V(Y[t],d=1,D=1)0.00168315127133872Range0.2132Trim Var.0.00103735458247540
V(Y[t],d=2,D=1)0.00205871133150182Range0.189000000000000Trim Var.0.00147921121318373
V(Y[t],d=3,D=1)0.00513638241598205Range0.3454Trim Var.0.00317310912924031
V(Y[t],d=0,D=2)0.0177794569025756Range0.6664Trim Var.0.0111177200056022
V(Y[t],d=1,D=2)0.00452827257835735Range0.3186Trim Var.0.00300494670682731
V(Y[t],d=2,D=2)0.00622855843151003Range0.3454Trim Var.0.0043172712870996
V(Y[t],d=3,D=2)0.0154149049020544Range0.609299999999998Trim Var.0.00933594833483885



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')