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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSun, 21 Dec 2008 04:25:58 -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/21/t1229859227yuxppqlkfi0yfjq.htm/, Retrieved Sun, 19 May 2024 10:46:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35510, Retrieved Sun, 19 May 2024 10:46:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact157
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [fds] [2008-12-21 11:25:58] [7a2afff08a618fdf6611a1bb6e1c3da4] [Current]
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Dataseries X:
130,3
130,9
104,7
115,2
124,5
112,3
127,5
120,6
117,5
117,7
120,4
125
131,6
121,1
114,2
112,1
127
116,8
112
129,7
113,6
115,7
119,5
125,8
129,6
128
112,8
101,6
123,9
118,8
109,1
130,6
112,4
111
116,2
119,8
117,2
127,3
107,7
97,5
120,1
110,6
111,3
119,8
105,5
108,7
128,7
119,5
121,1
128,4
108,8
107,5
125,6
102,9
107,5
120,4
104,3
100,6
121,9
112,7
124,9
123,9
102,2
104,9
109,8
98,9
107,3
112,6
104
110,6
100,8
103,8
117
108,4
95,5
96,9
103,9
101,1
100,6
104,3
98
99,5
97,4
105,6
117,5
107,4
97,8
91,5
107,7
100,1
96,6
106,8
98
98,6




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=35510&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=35510&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35510&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)107.747041866850Range40.1Trim Var.83.4211818703385
V(Y[t],d=1,D=0)121.596138382422Range48.8Trim Var.78.3190714075815
V(Y[t],d=2,D=0)337.515384615385Range77.5Trim Var.235.778212887684
V(Y[t],d=3,D=0)1023.26110622711Range139Trim Var.688.326799382716
V(Y[t],d=0,D=1)37.8545618789521Range33.6Trim Var.18.2045696400626
V(Y[t],d=1,D=1)75.8627530864197Range55.7Trim Var.36.6040248447205
V(Y[t],d=2,D=1)235.267335443038Range86Trim Var.116.432605633803
V(Y[t],d=3,D=1)773.67488153197Range166.9Trim Var.398.531923541247
V(Y[t],d=0,D=2)91.1241428571429Range39.4Trim Var.59.4217900581703
V(Y[t],d=1,D=2)147.813657289003Range71.2Trim Var.78.2127213114754
V(Y[t],d=2,D=2)425.420131694469Range103.8Trim Var.225.882200564972
V(Y[t],d=3,D=2)1339.05554047942Range194.2Trim Var.749.109018118059

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 107.747041866850 & Range & 40.1 & Trim Var. & 83.4211818703385 \tabularnewline
V(Y[t],d=1,D=0) & 121.596138382422 & Range & 48.8 & Trim Var. & 78.3190714075815 \tabularnewline
V(Y[t],d=2,D=0) & 337.515384615385 & Range & 77.5 & Trim Var. & 235.778212887684 \tabularnewline
V(Y[t],d=3,D=0) & 1023.26110622711 & Range & 139 & Trim Var. & 688.326799382716 \tabularnewline
V(Y[t],d=0,D=1) & 37.8545618789521 & Range & 33.6 & Trim Var. & 18.2045696400626 \tabularnewline
V(Y[t],d=1,D=1) & 75.8627530864197 & Range & 55.7 & Trim Var. & 36.6040248447205 \tabularnewline
V(Y[t],d=2,D=1) & 235.267335443038 & Range & 86 & Trim Var. & 116.432605633803 \tabularnewline
V(Y[t],d=3,D=1) & 773.67488153197 & Range & 166.9 & Trim Var. & 398.531923541247 \tabularnewline
V(Y[t],d=0,D=2) & 91.1241428571429 & Range & 39.4 & Trim Var. & 59.4217900581703 \tabularnewline
V(Y[t],d=1,D=2) & 147.813657289003 & Range & 71.2 & Trim Var. & 78.2127213114754 \tabularnewline
V(Y[t],d=2,D=2) & 425.420131694469 & Range & 103.8 & Trim Var. & 225.882200564972 \tabularnewline
V(Y[t],d=3,D=2) & 1339.05554047942 & Range & 194.2 & Trim Var. & 749.109018118059 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35510&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]107.747041866850[/C][C]Range[/C][C]40.1[/C][C]Trim Var.[/C][C]83.4211818703385[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]121.596138382422[/C][C]Range[/C][C]48.8[/C][C]Trim Var.[/C][C]78.3190714075815[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]337.515384615385[/C][C]Range[/C][C]77.5[/C][C]Trim Var.[/C][C]235.778212887684[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1023.26110622711[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]688.326799382716[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]37.8545618789521[/C][C]Range[/C][C]33.6[/C][C]Trim Var.[/C][C]18.2045696400626[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]75.8627530864197[/C][C]Range[/C][C]55.7[/C][C]Trim Var.[/C][C]36.6040248447205[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]235.267335443038[/C][C]Range[/C][C]86[/C][C]Trim Var.[/C][C]116.432605633803[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]773.67488153197[/C][C]Range[/C][C]166.9[/C][C]Trim Var.[/C][C]398.531923541247[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]91.1241428571429[/C][C]Range[/C][C]39.4[/C][C]Trim Var.[/C][C]59.4217900581703[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]147.813657289003[/C][C]Range[/C][C]71.2[/C][C]Trim Var.[/C][C]78.2127213114754[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]425.420131694469[/C][C]Range[/C][C]103.8[/C][C]Trim Var.[/C][C]225.882200564972[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1339.05554047942[/C][C]Range[/C][C]194.2[/C][C]Trim Var.[/C][C]749.109018118059[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35510&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35510&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)107.747041866850Range40.1Trim Var.83.4211818703385
V(Y[t],d=1,D=0)121.596138382422Range48.8Trim Var.78.3190714075815
V(Y[t],d=2,D=0)337.515384615385Range77.5Trim Var.235.778212887684
V(Y[t],d=3,D=0)1023.26110622711Range139Trim Var.688.326799382716
V(Y[t],d=0,D=1)37.8545618789521Range33.6Trim Var.18.2045696400626
V(Y[t],d=1,D=1)75.8627530864197Range55.7Trim Var.36.6040248447205
V(Y[t],d=2,D=1)235.267335443038Range86Trim Var.116.432605633803
V(Y[t],d=3,D=1)773.67488153197Range166.9Trim Var.398.531923541247
V(Y[t],d=0,D=2)91.1241428571429Range39.4Trim Var.59.4217900581703
V(Y[t],d=1,D=2)147.813657289003Range71.2Trim Var.78.2127213114754
V(Y[t],d=2,D=2)425.420131694469Range103.8Trim Var.225.882200564972
V(Y[t],d=3,D=2)1339.05554047942Range194.2Trim Var.749.109018118059



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')