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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 23 Dec 2008 12:02:37 -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/23/t12300590365hxag90sxcgrszy.htm/, Retrieved Sun, 19 May 2024 12:42:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36373, Retrieved Sun, 19 May 2024 12:42:51 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact128
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Huur] [2008-12-23 19:02:37] [4feaea4b7a1dc404ed7b3613ea3a9f56] [Current]
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Dataseries X:
100,95
101,26
101,42
101,68
101,75
101,89
102,07
102,22
102,45
102,62
102,67
102,86
104,78
104,87
105,06
105,14
105,32
105,54
105,68
105,77
106,07
106,03
106,13
106,28
106,61
106,74
107,01
107,1
107,28
107,4
107,59
107,69
107,78
108,02
108
108,07
108,36
108,74
108,99
109,21
109,31
109,41
109,54
109,81
109,85
110,01
110,23




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=36373&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=36373&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36373&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)7.84722220166512Range9.28Trim Var.6.0739587804878
V(Y[t],d=1,D=0)0.0751569082125606Range1.95999999999999Trim Var.0.00509429487179512
V(Y[t],d=2,D=0)0.161670909090910Range3.56Trim Var.0.0130360323886643
V(Y[t],d=3,D=0)0.492899947145878Range5.49Trim Var.0.0420020625889066
V(Y[t],d=0,D=1)0.621919663865546Range2.11999999999999Trim Var.0.561671827956989
V(Y[t],d=1,D=1)0.0897729055258468Range1.86999999999999Trim Var.0.0109305747126436
V(Y[t],d=2,D=1)0.198630871212121Range3.18000000000001Trim Var.0.0321500000000000
V(Y[t],d=3,D=1)0.606527318548384Range4.76999999999998Trim Var.0.129819444444441
V(Y[t],d=0,D=2)0.878829249011856Range2.36Trim Var.0.776058479532166
V(Y[t],d=1,D=2)0.145992207792207Range1.90999999999998Trim Var.0.024541176470588
V(Y[t],d=2,D=2)0.341546190476187Range2.93000000000004Trim Var.0.0922014705882296
V(Y[t],d=3,D=2)1.00721342105262Range4.3900000000001Trim Var.0.479047058823497

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7.84722220166512 & Range & 9.28 & Trim Var. & 6.0739587804878 \tabularnewline
V(Y[t],d=1,D=0) & 0.0751569082125606 & Range & 1.95999999999999 & Trim Var. & 0.00509429487179512 \tabularnewline
V(Y[t],d=2,D=0) & 0.161670909090910 & Range & 3.56 & Trim Var. & 0.0130360323886643 \tabularnewline
V(Y[t],d=3,D=0) & 0.492899947145878 & Range & 5.49 & Trim Var. & 0.0420020625889066 \tabularnewline
V(Y[t],d=0,D=1) & 0.621919663865546 & Range & 2.11999999999999 & Trim Var. & 0.561671827956989 \tabularnewline
V(Y[t],d=1,D=1) & 0.0897729055258468 & Range & 1.86999999999999 & Trim Var. & 0.0109305747126436 \tabularnewline
V(Y[t],d=2,D=1) & 0.198630871212121 & Range & 3.18000000000001 & Trim Var. & 0.0321500000000000 \tabularnewline
V(Y[t],d=3,D=1) & 0.606527318548384 & Range & 4.76999999999998 & Trim Var. & 0.129819444444441 \tabularnewline
V(Y[t],d=0,D=2) & 0.878829249011856 & Range & 2.36 & Trim Var. & 0.776058479532166 \tabularnewline
V(Y[t],d=1,D=2) & 0.145992207792207 & Range & 1.90999999999998 & Trim Var. & 0.024541176470588 \tabularnewline
V(Y[t],d=2,D=2) & 0.341546190476187 & Range & 2.93000000000004 & Trim Var. & 0.0922014705882296 \tabularnewline
V(Y[t],d=3,D=2) & 1.00721342105262 & Range & 4.3900000000001 & Trim Var. & 0.479047058823497 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36373&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7.84722220166512[/C][C]Range[/C][C]9.28[/C][C]Trim Var.[/C][C]6.0739587804878[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0751569082125606[/C][C]Range[/C][C]1.95999999999999[/C][C]Trim Var.[/C][C]0.00509429487179512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.161670909090910[/C][C]Range[/C][C]3.56[/C][C]Trim Var.[/C][C]0.0130360323886643[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.492899947145878[/C][C]Range[/C][C]5.49[/C][C]Trim Var.[/C][C]0.0420020625889066[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.621919663865546[/C][C]Range[/C][C]2.11999999999999[/C][C]Trim Var.[/C][C]0.561671827956989[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0897729055258468[/C][C]Range[/C][C]1.86999999999999[/C][C]Trim Var.[/C][C]0.0109305747126436[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.198630871212121[/C][C]Range[/C][C]3.18000000000001[/C][C]Trim Var.[/C][C]0.0321500000000000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.606527318548384[/C][C]Range[/C][C]4.76999999999998[/C][C]Trim Var.[/C][C]0.129819444444441[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.878829249011856[/C][C]Range[/C][C]2.36[/C][C]Trim Var.[/C][C]0.776058479532166[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.145992207792207[/C][C]Range[/C][C]1.90999999999998[/C][C]Trim Var.[/C][C]0.024541176470588[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.341546190476187[/C][C]Range[/C][C]2.93000000000004[/C][C]Trim Var.[/C][C]0.0922014705882296[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.00721342105262[/C][C]Range[/C][C]4.3900000000001[/C][C]Trim Var.[/C][C]0.479047058823497[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36373&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36373&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)7.84722220166512Range9.28Trim Var.6.0739587804878
V(Y[t],d=1,D=0)0.0751569082125606Range1.95999999999999Trim Var.0.00509429487179512
V(Y[t],d=2,D=0)0.161670909090910Range3.56Trim Var.0.0130360323886643
V(Y[t],d=3,D=0)0.492899947145878Range5.49Trim Var.0.0420020625889066
V(Y[t],d=0,D=1)0.621919663865546Range2.11999999999999Trim Var.0.561671827956989
V(Y[t],d=1,D=1)0.0897729055258468Range1.86999999999999Trim Var.0.0109305747126436
V(Y[t],d=2,D=1)0.198630871212121Range3.18000000000001Trim Var.0.0321500000000000
V(Y[t],d=3,D=1)0.606527318548384Range4.76999999999998Trim Var.0.129819444444441
V(Y[t],d=0,D=2)0.878829249011856Range2.36Trim Var.0.776058479532166
V(Y[t],d=1,D=2)0.145992207792207Range1.90999999999998Trim Var.0.024541176470588
V(Y[t],d=2,D=2)0.341546190476187Range2.93000000000004Trim Var.0.0922014705882296
V(Y[t],d=3,D=2)1.00721342105262Range4.3900000000001Trim Var.0.479047058823497



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')