Free Statistics

of Irreproducible Research!

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSun, 21 Dec 2008 10:19:40 -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/t1229880020uhrym7m0vb41a1u.htm/, Retrieved Sun, 19 May 2024 12:00:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35695, Retrieved Sun, 19 May 2024 12:00:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact125
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2008-12-21 17:19:40] [a2d5a6282476ec2b5afae6fb53d308f8] [Current]
Feedback Forum

Post a new message
Dataseries X:
106.7
101.1
97.8
113.8
107.1
117.5
113.7
106.6
109.8
108.8
102.0
114.5
116.5
108.6
113.9
109.3
112.5
123.4
115.2
110.8
120.4
117.6
111.2
131.1
118.9
115.7
119.6
113.1
106.4
115.5
111.8
109.6
121.5
109.5
109.0
113.4
112.7
114.4
109.2
116.2
113.8
123.6
112.6
117.7
113.3
110.7
114.7
116.9
120.6
111.6
111.9
116.1
111.9
125.1
115.1
116.7
115.8
116.8
113.0
106.5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35695&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35695&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35695&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)33.0706666666667Range33.3Trim Var.16.4590111809923
V(Y[t],d=1,D=0)53.5637814143776Range32.1Trim Var.35.8242089985486
V(Y[t],d=2,D=0)161.812211131276Range58.4Trim Var.110.653469079940
V(Y[t],d=3,D=0)540.641453634085Range99.5Trim Var.376.241701960784
V(Y[t],d=0,D=1)53.5637814143776Range32.1Trim Var.35.8242089985486
V(Y[t],d=1,D=1)161.812211131276Range58.4Trim Var.110.653469079940
V(Y[t],d=2,D=1)540.641453634085Range99.5Trim Var.376.241701960784
V(Y[t],d=3,D=1)1873.75282792208Range187.8Trim Var.1295.52463673469
V(Y[t],d=0,D=2)161.812211131276Range58.4Trim Var.110.653469079940
V(Y[t],d=1,D=2)540.641453634085Range99.5Trim Var.376.241701960784
V(Y[t],d=2,D=2)1873.75282792208Range187.8Trim Var.1295.52463673469
V(Y[t],d=3,D=2)6559.51261279461Range340.7Trim Var.4538.94083333333

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 33.0706666666667 & Range & 33.3 & Trim Var. & 16.4590111809923 \tabularnewline
V(Y[t],d=1,D=0) & 53.5637814143776 & Range & 32.1 & Trim Var. & 35.8242089985486 \tabularnewline
V(Y[t],d=2,D=0) & 161.812211131276 & Range & 58.4 & Trim Var. & 110.653469079940 \tabularnewline
V(Y[t],d=3,D=0) & 540.641453634085 & Range & 99.5 & Trim Var. & 376.241701960784 \tabularnewline
V(Y[t],d=0,D=1) & 53.5637814143776 & Range & 32.1 & Trim Var. & 35.8242089985486 \tabularnewline
V(Y[t],d=1,D=1) & 161.812211131276 & Range & 58.4 & Trim Var. & 110.653469079940 \tabularnewline
V(Y[t],d=2,D=1) & 540.641453634085 & Range & 99.5 & Trim Var. & 376.241701960784 \tabularnewline
V(Y[t],d=3,D=1) & 1873.75282792208 & Range & 187.8 & Trim Var. & 1295.52463673469 \tabularnewline
V(Y[t],d=0,D=2) & 161.812211131276 & Range & 58.4 & Trim Var. & 110.653469079940 \tabularnewline
V(Y[t],d=1,D=2) & 540.641453634085 & Range & 99.5 & Trim Var. & 376.241701960784 \tabularnewline
V(Y[t],d=2,D=2) & 1873.75282792208 & Range & 187.8 & Trim Var. & 1295.52463673469 \tabularnewline
V(Y[t],d=3,D=2) & 6559.51261279461 & Range & 340.7 & Trim Var. & 4538.94083333333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35695&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]33.0706666666667[/C][C]Range[/C][C]33.3[/C][C]Trim Var.[/C][C]16.4590111809923[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]53.5637814143776[/C][C]Range[/C][C]32.1[/C][C]Trim Var.[/C][C]35.8242089985486[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]161.812211131276[/C][C]Range[/C][C]58.4[/C][C]Trim Var.[/C][C]110.653469079940[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]540.641453634085[/C][C]Range[/C][C]99.5[/C][C]Trim Var.[/C][C]376.241701960784[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]53.5637814143776[/C][C]Range[/C][C]32.1[/C][C]Trim Var.[/C][C]35.8242089985486[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]161.812211131276[/C][C]Range[/C][C]58.4[/C][C]Trim Var.[/C][C]110.653469079940[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]540.641453634085[/C][C]Range[/C][C]99.5[/C][C]Trim Var.[/C][C]376.241701960784[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1873.75282792208[/C][C]Range[/C][C]187.8[/C][C]Trim Var.[/C][C]1295.52463673469[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]161.812211131276[/C][C]Range[/C][C]58.4[/C][C]Trim Var.[/C][C]110.653469079940[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]540.641453634085[/C][C]Range[/C][C]99.5[/C][C]Trim Var.[/C][C]376.241701960784[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1873.75282792208[/C][C]Range[/C][C]187.8[/C][C]Trim Var.[/C][C]1295.52463673469[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6559.51261279461[/C][C]Range[/C][C]340.7[/C][C]Trim Var.[/C][C]4538.94083333333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35695&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35695&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)33.0706666666667Range33.3Trim Var.16.4590111809923
V(Y[t],d=1,D=0)53.5637814143776Range32.1Trim Var.35.8242089985486
V(Y[t],d=2,D=0)161.812211131276Range58.4Trim Var.110.653469079940
V(Y[t],d=3,D=0)540.641453634085Range99.5Trim Var.376.241701960784
V(Y[t],d=0,D=1)53.5637814143776Range32.1Trim Var.35.8242089985486
V(Y[t],d=1,D=1)161.812211131276Range58.4Trim Var.110.653469079940
V(Y[t],d=2,D=1)540.641453634085Range99.5Trim Var.376.241701960784
V(Y[t],d=3,D=1)1873.75282792208Range187.8Trim Var.1295.52463673469
V(Y[t],d=0,D=2)161.812211131276Range58.4Trim Var.110.653469079940
V(Y[t],d=1,D=2)540.641453634085Range99.5Trim Var.376.241701960784
V(Y[t],d=2,D=2)1873.75282792208Range187.8Trim Var.1295.52463673469
V(Y[t],d=3,D=2)6559.51261279461Range340.7Trim Var.4538.94083333333



Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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')