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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 computationFri, 19 Dec 2008 19:08:29 -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/20/t1229739242142jmdbdan91ztg.htm/, Retrieved Sun, 19 May 2024 10:09:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35286, Retrieved Sun, 19 May 2024 10:09:37 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact219
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [Werkloosheid- Azië] [2008-12-17 14:33:28] [5e74953d94072114d25d7276793b561e]
- RMPD    [Variance Reduction Matrix] [voeding] [2008-12-20 02:08:29] [5925747fb2a6bb4cfcd8015825ee5e92] [Current]
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Dataseries X:
99.2
93.6
104.2
95.3
102.7
103.1
100
107.2
107
119
110.4
101.7
102.4
98.8
105.6
104.4
106.3
107.2
108.5
106.9
114.2
125.9
110.6
110.5
106.7
104.7
107.4
109.8
103.4
114.8
114.3
109.6
118.3
127.3
112.3
114.9
108.2
105.4
122.1
113.5
110
125.3
114.3
115.6
127.1
123
122.2
126.4
112.7
105.8
120.9
116.3
115.7
127.9
108.3
121.1
128.6
123.1
127.7
126.6
118.4
110
129.6
115.8
125.9
128.4
114
125.6
128.5
136.6
133.1
124.6




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35286&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35286&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35286&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)98.8165708137715Range43Trim Var.70.9342633928571
V(Y[t],d=1,D=0)75.4967605633803Range39.2Trim Var.50.1565028161802
V(Y[t],d=2,D=0)218.264200828157Range65.8Trim Var.138.220277630883
V(Y[t],d=3,D=0)703.20127024723Range125.6Trim Var.449.686131147541
V(Y[t],d=0,D=1)17.4923700564972Range20.7Trim Var.10.4718518518519
V(Y[t],d=1,D=1)44.918649912332Range27.3Trim Var.31.1034397677794
V(Y[t],d=2,D=1)143.239588626739Range52.3Trim Var.100.138190045249
V(Y[t],d=3,D=1)490.585870927318Range83.5Trim Var.360.764807843137
V(Y[t],d=0,D=2)36.6701728723404Range29.3Trim Var.19.444506387921
V(Y[t],d=1,D=2)78.9830064754856Range33.6999999999999Trim Var.55.3905975609756
V(Y[t],d=2,D=2)249.109492753623Range63.2999999999999Trim Var.164.948916666666
V(Y[t],d=3,D=2)854.598464646463Range111.700000000000Trim Var.621.137044534412

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 98.8165708137715 & Range & 43 & Trim Var. & 70.9342633928571 \tabularnewline
V(Y[t],d=1,D=0) & 75.4967605633803 & Range & 39.2 & Trim Var. & 50.1565028161802 \tabularnewline
V(Y[t],d=2,D=0) & 218.264200828157 & Range & 65.8 & Trim Var. & 138.220277630883 \tabularnewline
V(Y[t],d=3,D=0) & 703.20127024723 & Range & 125.6 & Trim Var. & 449.686131147541 \tabularnewline
V(Y[t],d=0,D=1) & 17.4923700564972 & Range & 20.7 & Trim Var. & 10.4718518518519 \tabularnewline
V(Y[t],d=1,D=1) & 44.918649912332 & Range & 27.3 & Trim Var. & 31.1034397677794 \tabularnewline
V(Y[t],d=2,D=1) & 143.239588626739 & Range & 52.3 & Trim Var. & 100.138190045249 \tabularnewline
V(Y[t],d=3,D=1) & 490.585870927318 & Range & 83.5 & Trim Var. & 360.764807843137 \tabularnewline
V(Y[t],d=0,D=2) & 36.6701728723404 & Range & 29.3 & Trim Var. & 19.444506387921 \tabularnewline
V(Y[t],d=1,D=2) & 78.9830064754856 & Range & 33.6999999999999 & Trim Var. & 55.3905975609756 \tabularnewline
V(Y[t],d=2,D=2) & 249.109492753623 & Range & 63.2999999999999 & Trim Var. & 164.948916666666 \tabularnewline
V(Y[t],d=3,D=2) & 854.598464646463 & Range & 111.700000000000 & Trim Var. & 621.137044534412 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35286&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]98.8165708137715[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]70.9342633928571[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]75.4967605633803[/C][C]Range[/C][C]39.2[/C][C]Trim Var.[/C][C]50.1565028161802[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]218.264200828157[/C][C]Range[/C][C]65.8[/C][C]Trim Var.[/C][C]138.220277630883[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]703.20127024723[/C][C]Range[/C][C]125.6[/C][C]Trim Var.[/C][C]449.686131147541[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]17.4923700564972[/C][C]Range[/C][C]20.7[/C][C]Trim Var.[/C][C]10.4718518518519[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]44.918649912332[/C][C]Range[/C][C]27.3[/C][C]Trim Var.[/C][C]31.1034397677794[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]143.239588626739[/C][C]Range[/C][C]52.3[/C][C]Trim Var.[/C][C]100.138190045249[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]490.585870927318[/C][C]Range[/C][C]83.5[/C][C]Trim Var.[/C][C]360.764807843137[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]36.6701728723404[/C][C]Range[/C][C]29.3[/C][C]Trim Var.[/C][C]19.444506387921[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]78.9830064754856[/C][C]Range[/C][C]33.6999999999999[/C][C]Trim Var.[/C][C]55.3905975609756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]249.109492753623[/C][C]Range[/C][C]63.2999999999999[/C][C]Trim Var.[/C][C]164.948916666666[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]854.598464646463[/C][C]Range[/C][C]111.700000000000[/C][C]Trim Var.[/C][C]621.137044534412[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35286&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35286&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)98.8165708137715Range43Trim Var.70.9342633928571
V(Y[t],d=1,D=0)75.4967605633803Range39.2Trim Var.50.1565028161802
V(Y[t],d=2,D=0)218.264200828157Range65.8Trim Var.138.220277630883
V(Y[t],d=3,D=0)703.20127024723Range125.6Trim Var.449.686131147541
V(Y[t],d=0,D=1)17.4923700564972Range20.7Trim Var.10.4718518518519
V(Y[t],d=1,D=1)44.918649912332Range27.3Trim Var.31.1034397677794
V(Y[t],d=2,D=1)143.239588626739Range52.3Trim Var.100.138190045249
V(Y[t],d=3,D=1)490.585870927318Range83.5Trim Var.360.764807843137
V(Y[t],d=0,D=2)36.6701728723404Range29.3Trim Var.19.444506387921
V(Y[t],d=1,D=2)78.9830064754856Range33.6999999999999Trim Var.55.3905975609756
V(Y[t],d=2,D=2)249.109492753623Range63.2999999999999Trim Var.164.948916666666
V(Y[t],d=3,D=2)854.598464646463Range111.700000000000Trim Var.621.137044534412



Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = No Linear Trend ;
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')