Free Statistics

of Irreproducible Research!

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 computationFri, 12 Dec 2008 05:24:37 -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/12/t1229084703ur1lebp29t1ktok.htm/, Retrieved Sun, 19 May 2024 05:55:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32619, Retrieved Sun, 19 May 2024 05:55:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Uitvoer.Polen] [2008-12-03 15:10:08] [988ab43f527fc78aae41c84649095267]
- RMP     [Variance Reduction Matrix] [Variance Reductio...] [2008-12-12 12:24:37] [5d823194959040fa9b19b8c8302177e6] [Current]
Feedback Forum

Post a new message
Dataseries X:
156.3
151.5
159.1
166.9
160.5
162.8
178.9
148.5
184.1
197
186.8
139.2
162.7
187.5
235.8
219.4
212.4
220.2
197.5
185.6
232.4
223.8
219.4
191.4
210.4
212.6
274.4
256
227.6
261.7
237
234.9
310.6
274.2
288.1
242.5
271.7
282.2
317.4
280.3
322.6
328.2
280.7
288.8
347.9
360.1
348
275.7
332.6
340.8
390.5
351.2
377.4
413.5
366.9
364.8
388
429.8
423.6
326.4




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=32619&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=32619&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32619&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)6305.87755932203Range290.6Trim Var.4798.33600628931
V(Y[t],d=1,D=0)1184.76556984220Range172.9Trim Var.741.114216255443
V(Y[t],d=2,D=0)2818.67784633999Range241.3Trim Var.2016.64773378582
V(Y[t],d=3,D=0)8420.87872807018Range379.3Trim Var.5963.63099607843
V(Y[t],d=0,D=1)405.212655141844Range88.6Trim Var.251.768269454123
V(Y[t],d=1,D=1)586.368584643849Range109.5Trim Var.359.686475609757
V(Y[t],d=2,D=1)1577.73954106280Range188.6Trim Var.894.337685897437
V(Y[t],d=3,D=1)4911.30673737374Range293.5Trim Var.3185.74762483131
V(Y[t],d=0,D=2)767.524285714287Range120.7Trim Var.500.373699596775
V(Y[t],d=1,D=2)1446.63752941177Range178.9Trim Var.808.743032258066
V(Y[t],d=2,D=2)4021.688342246Range292.7Trim Var.2084.11343678161
V(Y[t],d=3,D=2)12872.0340530303Range504.8Trim Var.6892.0789901478

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 6305.87755932203 & Range & 290.6 & Trim Var. & 4798.33600628931 \tabularnewline
V(Y[t],d=1,D=0) & 1184.76556984220 & Range & 172.9 & Trim Var. & 741.114216255443 \tabularnewline
V(Y[t],d=2,D=0) & 2818.67784633999 & Range & 241.3 & Trim Var. & 2016.64773378582 \tabularnewline
V(Y[t],d=3,D=0) & 8420.87872807018 & Range & 379.3 & Trim Var. & 5963.63099607843 \tabularnewline
V(Y[t],d=0,D=1) & 405.212655141844 & Range & 88.6 & Trim Var. & 251.768269454123 \tabularnewline
V(Y[t],d=1,D=1) & 586.368584643849 & Range & 109.5 & Trim Var. & 359.686475609757 \tabularnewline
V(Y[t],d=2,D=1) & 1577.73954106280 & Range & 188.6 & Trim Var. & 894.337685897437 \tabularnewline
V(Y[t],d=3,D=1) & 4911.30673737374 & Range & 293.5 & Trim Var. & 3185.74762483131 \tabularnewline
V(Y[t],d=0,D=2) & 767.524285714287 & Range & 120.7 & Trim Var. & 500.373699596775 \tabularnewline
V(Y[t],d=1,D=2) & 1446.63752941177 & Range & 178.9 & Trim Var. & 808.743032258066 \tabularnewline
V(Y[t],d=2,D=2) & 4021.688342246 & Range & 292.7 & Trim Var. & 2084.11343678161 \tabularnewline
V(Y[t],d=3,D=2) & 12872.0340530303 & Range & 504.8 & Trim Var. & 6892.0789901478 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32619&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6305.87755932203[/C][C]Range[/C][C]290.6[/C][C]Trim Var.[/C][C]4798.33600628931[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1184.76556984220[/C][C]Range[/C][C]172.9[/C][C]Trim Var.[/C][C]741.114216255443[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2818.67784633999[/C][C]Range[/C][C]241.3[/C][C]Trim Var.[/C][C]2016.64773378582[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]8420.87872807018[/C][C]Range[/C][C]379.3[/C][C]Trim Var.[/C][C]5963.63099607843[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]405.212655141844[/C][C]Range[/C][C]88.6[/C][C]Trim Var.[/C][C]251.768269454123[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]586.368584643849[/C][C]Range[/C][C]109.5[/C][C]Trim Var.[/C][C]359.686475609757[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1577.73954106280[/C][C]Range[/C][C]188.6[/C][C]Trim Var.[/C][C]894.337685897437[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4911.30673737374[/C][C]Range[/C][C]293.5[/C][C]Trim Var.[/C][C]3185.74762483131[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]767.524285714287[/C][C]Range[/C][C]120.7[/C][C]Trim Var.[/C][C]500.373699596775[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1446.63752941177[/C][C]Range[/C][C]178.9[/C][C]Trim Var.[/C][C]808.743032258066[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4021.688342246[/C][C]Range[/C][C]292.7[/C][C]Trim Var.[/C][C]2084.11343678161[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]12872.0340530303[/C][C]Range[/C][C]504.8[/C][C]Trim Var.[/C][C]6892.0789901478[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32619&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32619&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)6305.87755932203Range290.6Trim Var.4798.33600628931
V(Y[t],d=1,D=0)1184.76556984220Range172.9Trim Var.741.114216255443
V(Y[t],d=2,D=0)2818.67784633999Range241.3Trim Var.2016.64773378582
V(Y[t],d=3,D=0)8420.87872807018Range379.3Trim Var.5963.63099607843
V(Y[t],d=0,D=1)405.212655141844Range88.6Trim Var.251.768269454123
V(Y[t],d=1,D=1)586.368584643849Range109.5Trim Var.359.686475609757
V(Y[t],d=2,D=1)1577.73954106280Range188.6Trim Var.894.337685897437
V(Y[t],d=3,D=1)4911.30673737374Range293.5Trim Var.3185.74762483131
V(Y[t],d=0,D=2)767.524285714287Range120.7Trim Var.500.373699596775
V(Y[t],d=1,D=2)1446.63752941177Range178.9Trim Var.808.743032258066
V(Y[t],d=2,D=2)4021.688342246Range292.7Trim Var.2084.11343678161
V(Y[t],d=3,D=2)12872.0340530303Range504.8Trim Var.6892.0789901478



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')