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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 computationSat, 13 Dec 2008 07:24:44 -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/13/t1229178349zxcrrras27k566b.htm/, Retrieved Sun, 19 May 2024 06:04:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33121, Retrieved Sun, 19 May 2024 06:04:59 +0000
QR Codes:

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)
-     [Central Tendency] [Central Tendency:...] [2008-12-12 13:08:46] [6816386b1f3c2f6c0c9f2aa1e5bc9362]
- RMPD  [Mean Plot] [Mean plot - prijs...] [2008-12-12 14:56:05] [6816386b1f3c2f6c0c9f2aa1e5bc9362]
- RMPD    [Tukey lambda PPCC Plot] [PPCC: Bel 20] [2008-12-12 15:02:48] [6816386b1f3c2f6c0c9f2aa1e5bc9362]
- RMP         [Variance Reduction Matrix] [VRM Matrix: Bel 20] [2008-12-13 14:24:44] [81dc0ee785f23261ccd6abf7aef76c2a] [Current]
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Dataseries X:
3032,93
3045,78
3110,52
3013,24
2987,1
2995,55
2833,18
2848,96
2794,83
2845,26
2915,02
2892,63
2604,42
2641,65
2659,81
2638,53
2720,25
2745,88
2735,7
2811,7
2799,43
2555,28
2304,98
2214,95
2065,81
1940,49
2042
1995,37
1946,81
1765,9
1635,25
1833,42
1910,43
1959,67
1969,6
2061,41
2093,48
2120,88
2174,56
2196,72
2350,44
2440,25
2408,64
2472,81
2407,6
2454,62
2448,05
2497,84
2645,64
2756,76
2849,27
2921,44
2981,85
3080,58
3106,22
3119,31
3061,26
3097,31
3161,69
3257,16
3277,01
3295,32
3363,99
3494,17
3667,03
3813,06
3917,96
3895,51
3801,06
3570,12
3701,61
3862,27
3970,1
4138,52
4199,75
4290,89
4443,91
4502,64
4356,98
4591,27
4696,96
4621,4
4562,84
4202,52
4296,49
4435,23
4105,18
4116,68
3844,49
3720,98
3674,4
3857,62
3801,06
3504,37
3032,6
3047,03
2962,34
2197,82
2014,45




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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=33121&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=33121&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33121&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)631167.526877386Range3061.71Trim Var.480007.146104826
V(Y[t],d=1,D=0)23271.5594052598Range998.81Trim Var.10889.6867585031
V(Y[t],d=2,D=0)33369.1774374141Range1260.98Trim Var.14198.2223864475
V(Y[t],d=3,D=0)89333.0528701316Range1886.22Trim Var.38645.9883220384
V(Y[t],d=0,D=1)548597.603251243Range3288.69Trim Var.363369.792156801
V(Y[t],d=1,D=1)36910.6986129685Range1278.01Trim Var.15217.5771823684
V(Y[t],d=2,D=1)59444.5703390756Range1774.54Trim Var.19407.3166689009
V(Y[t],d=3,D=1)143673.059402696Range3115.91Trim Var.43060.3844156979
V(Y[t],d=0,D=2)821099.220138739Range4407.96Trim Var.448933.047758254
V(Y[t],d=1,D=2)82126.5325679377Range1769.31Trim Var.42688.8309361539
V(Y[t],d=2,D=2)128837.614222222Range2472.07000000000Trim Var.44352.4338033653
V(Y[t],d=3,D=2)289925.442055086Range4299.74Trim Var.104581.029328943

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 631167.526877386 & Range & 3061.71 & Trim Var. & 480007.146104826 \tabularnewline
V(Y[t],d=1,D=0) & 23271.5594052598 & Range & 998.81 & Trim Var. & 10889.6867585031 \tabularnewline
V(Y[t],d=2,D=0) & 33369.1774374141 & Range & 1260.98 & Trim Var. & 14198.2223864475 \tabularnewline
V(Y[t],d=3,D=0) & 89333.0528701316 & Range & 1886.22 & Trim Var. & 38645.9883220384 \tabularnewline
V(Y[t],d=0,D=1) & 548597.603251243 & Range & 3288.69 & Trim Var. & 363369.792156801 \tabularnewline
V(Y[t],d=1,D=1) & 36910.6986129685 & Range & 1278.01 & Trim Var. & 15217.5771823684 \tabularnewline
V(Y[t],d=2,D=1) & 59444.5703390756 & Range & 1774.54 & Trim Var. & 19407.3166689009 \tabularnewline
V(Y[t],d=3,D=1) & 143673.059402696 & Range & 3115.91 & Trim Var. & 43060.3844156979 \tabularnewline
V(Y[t],d=0,D=2) & 821099.220138739 & Range & 4407.96 & Trim Var. & 448933.047758254 \tabularnewline
V(Y[t],d=1,D=2) & 82126.5325679377 & Range & 1769.31 & Trim Var. & 42688.8309361539 \tabularnewline
V(Y[t],d=2,D=2) & 128837.614222222 & Range & 2472.07000000000 & Trim Var. & 44352.4338033653 \tabularnewline
V(Y[t],d=3,D=2) & 289925.442055086 & Range & 4299.74 & Trim Var. & 104581.029328943 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33121&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]631167.526877386[/C][C]Range[/C][C]3061.71[/C][C]Trim Var.[/C][C]480007.146104826[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]23271.5594052598[/C][C]Range[/C][C]998.81[/C][C]Trim Var.[/C][C]10889.6867585031[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]33369.1774374141[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]14198.2223864475[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]89333.0528701316[/C][C]Range[/C][C]1886.22[/C][C]Trim Var.[/C][C]38645.9883220384[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]548597.603251243[/C][C]Range[/C][C]3288.69[/C][C]Trim Var.[/C][C]363369.792156801[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]36910.6986129685[/C][C]Range[/C][C]1278.01[/C][C]Trim Var.[/C][C]15217.5771823684[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]59444.5703390756[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]19407.3166689009[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]143673.059402696[/C][C]Range[/C][C]3115.91[/C][C]Trim Var.[/C][C]43060.3844156979[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]821099.220138739[/C][C]Range[/C][C]4407.96[/C][C]Trim Var.[/C][C]448933.047758254[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]82126.5325679377[/C][C]Range[/C][C]1769.31[/C][C]Trim Var.[/C][C]42688.8309361539[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]128837.614222222[/C][C]Range[/C][C]2472.07000000000[/C][C]Trim Var.[/C][C]44352.4338033653[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]289925.442055086[/C][C]Range[/C][C]4299.74[/C][C]Trim Var.[/C][C]104581.029328943[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33121&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33121&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)631167.526877386Range3061.71Trim Var.480007.146104826
V(Y[t],d=1,D=0)23271.5594052598Range998.81Trim Var.10889.6867585031
V(Y[t],d=2,D=0)33369.1774374141Range1260.98Trim Var.14198.2223864475
V(Y[t],d=3,D=0)89333.0528701316Range1886.22Trim Var.38645.9883220384
V(Y[t],d=0,D=1)548597.603251243Range3288.69Trim Var.363369.792156801
V(Y[t],d=1,D=1)36910.6986129685Range1278.01Trim Var.15217.5771823684
V(Y[t],d=2,D=1)59444.5703390756Range1774.54Trim Var.19407.3166689009
V(Y[t],d=3,D=1)143673.059402696Range3115.91Trim Var.43060.3844156979
V(Y[t],d=0,D=2)821099.220138739Range4407.96Trim Var.448933.047758254
V(Y[t],d=1,D=2)82126.5325679377Range1769.31Trim Var.42688.8309361539
V(Y[t],d=2,D=2)128837.614222222Range2472.07000000000Trim Var.44352.4338033653
V(Y[t],d=3,D=2)289925.442055086Range4299.74Trim Var.104581.029328943



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')