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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Sat, 13 Dec 2008 03:15:55 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/13/t12291633803j7kli8wkc2hs0n.htm/, Retrieved Sun, 19 May 2024 04:09:14 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32934, Retrieved Sun, 19 May 2024 04:09:14 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

203

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F   P   [Univariate Data Series] [unemployement] [2008-12-09 14:17:32] [74be16979710d4c4e7c6647856088456]
- RMPD      [Variance Reduction Matrix] [EEEEE] [2008-12-13 10:15:55] [59094f58b9d90d3694e930ebd2901ecd] [Current]

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Dataseries X:

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Histogram

Boxplots

7,5
7,2
6,9
6,7
6,4
6,3
6,8
7,3
7,1
7,1
6,8
6,5
6,3
6,1
6,1
6,3
6,3
6
6,2
6,4
6,8
7,5
7,5
7,6
7,6
7,4
7,3
7,1
6,9
6,8
7,5
7,6
7,8
8,0
8,1
8,2
8,3
8,2
8,0
7,9
7,6
7,6
8,2
8,3
8,4
8,4
8,4
8,6
8,9
8,8
8,3
7,5
7,2
7,5
8,8
9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,6
8,2
8,1
8,0
8,6
8,7
8,8
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8,1
8,2
8,1
8,1
7,9
7,9
7,9
8,0
8,0
7,9
8,0
7,7
7,2
7,5
7,3
7,0
7,0
7,0
7,2
7,3
7,1
6,8
6,6
6,2
6,2
6,8
6,9
6,8

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32934&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]0 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=32934&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32934&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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.666919413919414	Range	3.3	Trim Var.	0.484460028050491
V(Y[t],d=1,D=0)	0.0903426064227035	Range	2.1	Trim Var.	0.039678690874343
V(Y[t],d=2,D=0)	0.113329525985151	Range	1.8	Trim Var.	0.0565449438202247
V(Y[t],d=3,D=0)	0.254253543001359	Range	2.8	Trim Var.	0.119426966292135
V(Y[t],d=0,D=1)	0.515486208508649	Range	2.8	Trim Var.	0.382976785189539
V(Y[t],d=1,D=1)	0.084495938843765	Range	1.40000000000000	Trim Var.	0.0443987341772152
V(Y[t],d=2,D=1)	0.0892210012210013	Range	1.5	Trim Var.	0.0535864197530865
V(Y[t],d=3,D=1)	0.176280898876405	Range	2.00000000000000	Trim Var.	0.107681962025317
V(Y[t],d=0,D=2)	0.699277777777778	Range	4.1	Trim Var.	0.320961770623742
V(Y[t],d=1,D=2)	0.211240506329114	Range	2.50000000000000	Trim Var.	0.112559356136821
V(Y[t],d=2,D=2)	0.224300551768906	Range	2	Trim Var.	0.14212215320911
V(Y[t],d=3,D=2)	0.435557775557776	Range	3	Trim Var.	0.272720496894410

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.666919413919414 & Range & 3.3 & Trim Var. & 0.484460028050491 \tabularnewline
V(Y[t],d=1,D=0) & 0.0903426064227035 & Range & 2.1 & Trim Var. & 0.039678690874343 \tabularnewline
V(Y[t],d=2,D=0) & 0.113329525985151 & Range & 1.8 & Trim Var. & 0.0565449438202247 \tabularnewline
V(Y[t],d=3,D=0) & 0.254253543001359 & Range & 2.8 & Trim Var. & 0.119426966292135 \tabularnewline
V(Y[t],d=0,D=1) & 0.515486208508649 & Range & 2.8 & Trim Var. & 0.382976785189539 \tabularnewline
V(Y[t],d=1,D=1) & 0.084495938843765 & Range & 1.40000000000000 & Trim Var. & 0.0443987341772152 \tabularnewline
V(Y[t],d=2,D=1) & 0.0892210012210013 & Range & 1.5 & Trim Var. & 0.0535864197530865 \tabularnewline
V(Y[t],d=3,D=1) & 0.176280898876405 & Range & 2.00000000000000 & Trim Var. & 0.107681962025317 \tabularnewline
V(Y[t],d=0,D=2) & 0.699277777777778 & Range & 4.1 & Trim Var. & 0.320961770623742 \tabularnewline
V(Y[t],d=1,D=2) & 0.211240506329114 & Range & 2.50000000000000 & Trim Var. & 0.112559356136821 \tabularnewline
V(Y[t],d=2,D=2) & 0.224300551768906 & Range & 2 & Trim Var. & 0.14212215320911 \tabularnewline
V(Y[t],d=3,D=2) & 0.435557775557776 & Range & 3 & Trim Var. & 0.272720496894410 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32934&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.666919413919414[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.484460028050491[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0903426064227035[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.039678690874343[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.113329525985151[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0565449438202247[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.254253543001359[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.119426966292135[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.515486208508649[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.382976785189539[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.084495938843765[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.0443987341772152[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0892210012210013[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0535864197530865[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.176280898876405[/C][C]Range[/C][C]2.00000000000000[/C][C]Trim Var.[/C][C]0.107681962025317[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.699277777777778[/C][C]Range[/C][C]4.1[/C][C]Trim Var.[/C][C]0.320961770623742[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.211240506329114[/C][C]Range[/C][C]2.50000000000000[/C][C]Trim Var.[/C][C]0.112559356136821[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.224300551768906[/C][C]Range[/C][C]2[/C][C]Trim Var.[/C][C]0.14212215320911[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.435557775557776[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.272720496894410[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32934&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32934&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)	0.666919413919414	Range	3.3	Trim Var.	0.484460028050491
V(Y[t],d=1,D=0)	0.0903426064227035	Range	2.1	Trim Var.	0.039678690874343
V(Y[t],d=2,D=0)	0.113329525985151	Range	1.8	Trim Var.	0.0565449438202247
V(Y[t],d=3,D=0)	0.254253543001359	Range	2.8	Trim Var.	0.119426966292135
V(Y[t],d=0,D=1)	0.515486208508649	Range	2.8	Trim Var.	0.382976785189539
V(Y[t],d=1,D=1)	0.084495938843765	Range	1.40000000000000	Trim Var.	0.0443987341772152
V(Y[t],d=2,D=1)	0.0892210012210013	Range	1.5	Trim Var.	0.0535864197530865
V(Y[t],d=3,D=1)	0.176280898876405	Range	2.00000000000000	Trim Var.	0.107681962025317
V(Y[t],d=0,D=2)	0.699277777777778	Range	4.1	Trim Var.	0.320961770623742
V(Y[t],d=1,D=2)	0.211240506329114	Range	2.50000000000000	Trim Var.	0.112559356136821
V(Y[t],d=2,D=2)	0.224300551768906	Range	2	Trim Var.	0.14212215320911
V(Y[t],d=3,D=2)	0.435557775557776	Range	3	Trim Var.	0.272720496894410

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')

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code