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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSun, 07 Dec 2008 15:13:53 -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/07/t1228688073cac450sxr1qyzzl.htm/, Retrieved Sun, 19 May 2024 09:20:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30323, Retrieved Sun, 19 May 2024 09:20:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact213

Tree of Dependent Computations

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] [Q7 : alle waarden...] [2008-12-01 22:00:51] [82d201ca7b4e7cd2c6f885d29b5b6937]
- RMPD    [Variance Reduction Matrix] [VRM] [2008-12-07 21:56:13] [82d201ca7b4e7cd2c6f885d29b5b6937]
-    D        [Variance Reduction Matrix] [VRM] [2008-12-07 22:13:53] [00a0a665d7a07edd2e460056b0c0c354] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
117,1
107,0
107,0
111,0
108,2
96,3
100,9
107,7
106,2
118,7
116,1
118,1
118,4
110,8
106,4
112,2
108,3
96,0
100,6
107,8
108,4
120,9
117,3
119,7
119,6
111,8
108,1
111,8
105,5
93,6
103,9
100,3
106,6
118,4
106,6
109,8
115,9
111,7
119,8
116,1
103,2
99,0
112,3
104,2
114,0
121,7
107,2
112,8
117,8
113,3
116,1
111,8
110,2
110,0
102,9
110,1
102,7
118,7
109,0
115,7
118,1

Tables (Output of Computation)





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=30323&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=30323&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30323&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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)45.6102076502732Range28.1Trim Var.28.8906240928882
V(Y[t],d=1,D=0)56.5481920903955Range30.5Trim Var.39.6063497822932
V(Y[t],d=2,D=0)150.566236119229Range49.1Trim Var.107.201371552975
V(Y[t],d=3,D=0)484.070961887477Range91.4Trim Var.338.400603318250
V(Y[t],d=0,D=1)24.4216496598639Range23Trim Var.11.9285382059801
V(Y[t],d=1,D=1)41.1910460992908Range35.7Trim Var.14.7417421602787
V(Y[t],d=2,D=1)122.802099907493Range68.2Trim Var.35.7778780487805
V(Y[t],d=3,D=1)412.659942028985Range128.3Trim Var.108.931737179487
V(Y[t],d=0,D=2)65.5643693693694Range31.6Trim Var.43.8256818181818
V(Y[t],d=1,D=2)84.9676428571428Range43.1999999999999Trim Var.41.4412802419355
V(Y[t],d=2,D=2)240.261731092437Range83.6999999999999Trim Var.103.160946236559
V(Y[t],d=3,D=2)789.65265597148Range157.300000000000Trim Var.283.449379310346

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 45.6102076502732 & Range & 28.1 & Trim Var. & 28.8906240928882 \tabularnewline
V(Y[t],d=1,D=0) & 56.5481920903955 & Range & 30.5 & Trim Var. & 39.6063497822932 \tabularnewline
V(Y[t],d=2,D=0) & 150.566236119229 & Range & 49.1 & Trim Var. & 107.201371552975 \tabularnewline
V(Y[t],d=3,D=0) & 484.070961887477 & Range & 91.4 & Trim Var. & 338.400603318250 \tabularnewline
V(Y[t],d=0,D=1) & 24.4216496598639 & Range & 23 & Trim Var. & 11.9285382059801 \tabularnewline
V(Y[t],d=1,D=1) & 41.1910460992908 & Range & 35.7 & Trim Var. & 14.7417421602787 \tabularnewline
V(Y[t],d=2,D=1) & 122.802099907493 & Range & 68.2 & Trim Var. & 35.7778780487805 \tabularnewline
V(Y[t],d=3,D=1) & 412.659942028985 & Range & 128.3 & Trim Var. & 108.931737179487 \tabularnewline
V(Y[t],d=0,D=2) & 65.5643693693694 & Range & 31.6 & Trim Var. & 43.8256818181818 \tabularnewline
V(Y[t],d=1,D=2) & 84.9676428571428 & Range & 43.1999999999999 & Trim Var. & 41.4412802419355 \tabularnewline
V(Y[t],d=2,D=2) & 240.261731092437 & Range & 83.6999999999999 & Trim Var. & 103.160946236559 \tabularnewline
V(Y[t],d=3,D=2) & 789.65265597148 & Range & 157.300000000000 & Trim Var. & 283.449379310346 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30323&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]45.6102076502732[/C][C]Range[/C][C]28.1[/C][C]Trim Var.[/C][C]28.8906240928882[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]56.5481920903955[/C][C]Range[/C][C]30.5[/C][C]Trim Var.[/C][C]39.6063497822932[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]150.566236119229[/C][C]Range[/C][C]49.1[/C][C]Trim Var.[/C][C]107.201371552975[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]484.070961887477[/C][C]Range[/C][C]91.4[/C][C]Trim Var.[/C][C]338.400603318250[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]24.4216496598639[/C][C]Range[/C][C]23[/C][C]Trim Var.[/C][C]11.9285382059801[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]41.1910460992908[/C][C]Range[/C][C]35.7[/C][C]Trim Var.[/C][C]14.7417421602787[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]122.802099907493[/C][C]Range[/C][C]68.2[/C][C]Trim Var.[/C][C]35.7778780487805[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]412.659942028985[/C][C]Range[/C][C]128.3[/C][C]Trim Var.[/C][C]108.931737179487[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]65.5643693693694[/C][C]Range[/C][C]31.6[/C][C]Trim Var.[/C][C]43.8256818181818[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]84.9676428571428[/C][C]Range[/C][C]43.1999999999999[/C][C]Trim Var.[/C][C]41.4412802419355[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]240.261731092437[/C][C]Range[/C][C]83.6999999999999[/C][C]Trim Var.[/C][C]103.160946236559[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]789.65265597148[/C][C]Range[/C][C]157.300000000000[/C][C]Trim Var.[/C][C]283.449379310346[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30323&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30323&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)45.6102076502732Range28.1Trim Var.28.8906240928882
V(Y[t],d=1,D=0)56.5481920903955Range30.5Trim Var.39.6063497822932
V(Y[t],d=2,D=0)150.566236119229Range49.1Trim Var.107.201371552975
V(Y[t],d=3,D=0)484.070961887477Range91.4Trim Var.338.400603318250
V(Y[t],d=0,D=1)24.4216496598639Range23Trim Var.11.9285382059801
V(Y[t],d=1,D=1)41.1910460992908Range35.7Trim Var.14.7417421602787
V(Y[t],d=2,D=1)122.802099907493Range68.2Trim Var.35.7778780487805
V(Y[t],d=3,D=1)412.659942028985Range128.3Trim Var.108.931737179487
V(Y[t],d=0,D=2)65.5643693693694Range31.6Trim Var.43.8256818181818
V(Y[t],d=1,D=2)84.9676428571428Range43.1999999999999Trim Var.41.4412802419355
V(Y[t],d=2,D=2)240.261731092437Range83.6999999999999Trim Var.103.160946236559
V(Y[t],d=3,D=2)789.65265597148Range157.300000000000Trim Var.283.449379310346


Figures (Output of Computation)

Input Parameters & R Code

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')