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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 computationThu, 11 Dec 2008 08:19:29 -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/11/t1229008823d3ev60r5ayr5cgz.htm/, Retrieved Sun, 19 May 2024 08:00:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32308, Retrieved Sun, 19 May 2024 08:00:07 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [vrm onder 25 j] [2008-12-11 15:19:29] [f24298b2e4c2a19d76cf4460ec5d2246] [Current]
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Dataseries X:
21,1
21,0
20,4
19,5
18,6
18,8
23,7
24,8
25,0
23,6
22,3
21,8
20,8
19,7
18,3
17,4
17,0
18,1
23,9
25,6
25,3
23,6
21,9
21,4
20,6
20,5
20,2
20,6
19,7
19,3
22,8
23,5
23,8
22,6
22,0
21,7
20,7
20,2
19,1
19,5
18,7
18,6
22,2
23,2
23,5
21,3
20,0
18,7
18,9
18,3
18,4
19,9
19,2
18,5
20,9
20,5
19,4
18,1
17,0
17,0
17,3
16,7
15,5
15,3
13,7
14,1
17,3
18,1




Summary of computational 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 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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32308&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32308&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32308&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)6.9845719929763Range11.9Trim Var.4.12125423728814
V(Y[t],d=1,D=0)2.29372229760289Range8Trim Var.0.90250146113384
V(Y[t],d=2,D=0)3.1531958041958Range8.8Trim Var.1.48848154869933
V(Y[t],d=3,D=0)7.70178846153845Range12.4Trim Var.3.70214912280701
V(Y[t],d=0,D=1)2.87719155844156Range8.7Trim Var.1.50638367346939
V(Y[t],d=1,D=1)0.804996632996633Range3.6Trim Var.0.570354609929078
V(Y[t],d=2,D=1)0.778308874912648Range4.10000000000001Trim Var.0.438080673758865
V(Y[t],d=3,D=1)1.68729317851959Range6.09999999999999Trim Var.0.931424606845513
V(Y[t],d=0,D=2)6.00649048625793Range11.3Trim Var.3.12049075391181
V(Y[t],d=1,D=2)2.69140642303433Range5.79999999999999Trim Var.1.96797297297298
V(Y[t],d=2,D=2)2.25881533101045Range6.7Trim Var.1.24396825396825
V(Y[t],d=3,D=2)4.42445121951219Range9.4Trim Var.2.43315966386555

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6.9845719929763 & Range & 11.9 & Trim Var. & 4.12125423728814 \tabularnewline
V(Y[t],d=1,D=0) & 2.29372229760289 & Range & 8 & Trim Var. & 0.90250146113384 \tabularnewline
V(Y[t],d=2,D=0) & 3.1531958041958 & Range & 8.8 & Trim Var. & 1.48848154869933 \tabularnewline
V(Y[t],d=3,D=0) & 7.70178846153845 & Range & 12.4 & Trim Var. & 3.70214912280701 \tabularnewline
V(Y[t],d=0,D=1) & 2.87719155844156 & Range & 8.7 & Trim Var. & 1.50638367346939 \tabularnewline
V(Y[t],d=1,D=1) & 0.804996632996633 & Range & 3.6 & Trim Var. & 0.570354609929078 \tabularnewline
V(Y[t],d=2,D=1) & 0.778308874912648 & Range & 4.10000000000001 & Trim Var. & 0.438080673758865 \tabularnewline
V(Y[t],d=3,D=1) & 1.68729317851959 & Range & 6.09999999999999 & Trim Var. & 0.931424606845513 \tabularnewline
V(Y[t],d=0,D=2) & 6.00649048625793 & Range & 11.3 & Trim Var. & 3.12049075391181 \tabularnewline
V(Y[t],d=1,D=2) & 2.69140642303433 & Range & 5.79999999999999 & Trim Var. & 1.96797297297298 \tabularnewline
V(Y[t],d=2,D=2) & 2.25881533101045 & Range & 6.7 & Trim Var. & 1.24396825396825 \tabularnewline
V(Y[t],d=3,D=2) & 4.42445121951219 & Range & 9.4 & Trim Var. & 2.43315966386555 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32308&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.9845719929763[/C][C]Range[/C][C]11.9[/C][C]Trim Var.[/C][C]4.12125423728814[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.29372229760289[/C][C]Range[/C][C]8[/C][C]Trim Var.[/C][C]0.90250146113384[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3.1531958041958[/C][C]Range[/C][C]8.8[/C][C]Trim Var.[/C][C]1.48848154869933[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7.70178846153845[/C][C]Range[/C][C]12.4[/C][C]Trim Var.[/C][C]3.70214912280701[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.87719155844156[/C][C]Range[/C][C]8.7[/C][C]Trim Var.[/C][C]1.50638367346939[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.804996632996633[/C][C]Range[/C][C]3.6[/C][C]Trim Var.[/C][C]0.570354609929078[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.778308874912648[/C][C]Range[/C][C]4.10000000000001[/C][C]Trim Var.[/C][C]0.438080673758865[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.68729317851959[/C][C]Range[/C][C]6.09999999999999[/C][C]Trim Var.[/C][C]0.931424606845513[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6.00649048625793[/C][C]Range[/C][C]11.3[/C][C]Trim Var.[/C][C]3.12049075391181[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.69140642303433[/C][C]Range[/C][C]5.79999999999999[/C][C]Trim Var.[/C][C]1.96797297297298[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2.25881533101045[/C][C]Range[/C][C]6.7[/C][C]Trim Var.[/C][C]1.24396825396825[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4.42445121951219[/C][C]Range[/C][C]9.4[/C][C]Trim Var.[/C][C]2.43315966386555[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32308&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32308&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)6.9845719929763Range11.9Trim Var.4.12125423728814
V(Y[t],d=1,D=0)2.29372229760289Range8Trim Var.0.90250146113384
V(Y[t],d=2,D=0)3.1531958041958Range8.8Trim Var.1.48848154869933
V(Y[t],d=3,D=0)7.70178846153845Range12.4Trim Var.3.70214912280701
V(Y[t],d=0,D=1)2.87719155844156Range8.7Trim Var.1.50638367346939
V(Y[t],d=1,D=1)0.804996632996633Range3.6Trim Var.0.570354609929078
V(Y[t],d=2,D=1)0.778308874912648Range4.10000000000001Trim Var.0.438080673758865
V(Y[t],d=3,D=1)1.68729317851959Range6.09999999999999Trim Var.0.931424606845513
V(Y[t],d=0,D=2)6.00649048625793Range11.3Trim Var.3.12049075391181
V(Y[t],d=1,D=2)2.69140642303433Range5.79999999999999Trim Var.1.96797297297298
V(Y[t],d=2,D=2)2.25881533101045Range6.7Trim Var.1.24396825396825
V(Y[t],d=3,D=2)4.42445121951219Range9.4Trim Var.2.43315966386555



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')