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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 14:16:56 -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/t1230067062uinoinx9lr15lrk.htm/, Retrieved Sun, 19 May 2024 08:45:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=36421, Retrieved Sun, 19 May 2024 08:45:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact117
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Voedingsmiddelen] [2008-12-23 21:16:56] [4feaea4b7a1dc404ed7b3613ea3a9f56] [Current]
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Dataseries X:
100.29
101.12
102.65
102.71
103.39
102.8
102.07
102.15
101.21
101.27
101.86
101.65
101.94
102.62
102.71
103.39
104.51
104.09
104.29
104.57
105.39
105.15
106.13
105.46
106.47
106.62
106.52
108.04
107.15
107.32
107.76
107.26
107.89
109.08
110.4
111.03
112.05
112.28
112.8
114.17
114.92
114.65
115.49
114.67
114.71
115.15
115.03




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=36421&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=36421&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36421&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)22.7415009250694Range15.2Trim Var.18.1930243902439
V(Y[t],d=1,D=0)0.437519806763287Range2.47000000000001Trim Var.0.290507115384616
V(Y[t],d=2,D=0)0.963060101010108Range4.09000000000002Trim Var.0.636097300944677
V(Y[t],d=3,D=0)3.17844460887951Range7.50000000000003Trim Var.2.02855426742535
V(Y[t],d=0,D=1)4.34721647058823Range7.71000000000001Trim Var.3.10458516129032
V(Y[t],d=1,D=1)0.724939750445636Range3.77000000000002Trim Var.0.340025123152708
V(Y[t],d=2,D=1)1.62782727272728Range5.45Trim Var.1.02330443349755
V(Y[t],d=3,D=1)5.54108225806454Range9.33000000000001Trim Var.3.73412103174605
V(Y[t],d=0,D=2)3.12783162055336Range6.81Trim Var.1.88909122807018
V(Y[t],d=1,D=2)2.10434978354979Range6.10000000000001Trim Var.0.982352941176476
V(Y[t],d=2,D=2)5.06818333333333Range9.32Trim Var.2.31395588235293
V(Y[t],d=3,D=2)17.3760450000000Range15.7600000000000Trim Var.11.8666617647058

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 22.7415009250694 & Range & 15.2 & Trim Var. & 18.1930243902439 \tabularnewline
V(Y[t],d=1,D=0) & 0.437519806763287 & Range & 2.47000000000001 & Trim Var. & 0.290507115384616 \tabularnewline
V(Y[t],d=2,D=0) & 0.963060101010108 & Range & 4.09000000000002 & Trim Var. & 0.636097300944677 \tabularnewline
V(Y[t],d=3,D=0) & 3.17844460887951 & Range & 7.50000000000003 & Trim Var. & 2.02855426742535 \tabularnewline
V(Y[t],d=0,D=1) & 4.34721647058823 & Range & 7.71000000000001 & Trim Var. & 3.10458516129032 \tabularnewline
V(Y[t],d=1,D=1) & 0.724939750445636 & Range & 3.77000000000002 & Trim Var. & 0.340025123152708 \tabularnewline
V(Y[t],d=2,D=1) & 1.62782727272728 & Range & 5.45 & Trim Var. & 1.02330443349755 \tabularnewline
V(Y[t],d=3,D=1) & 5.54108225806454 & Range & 9.33000000000001 & Trim Var. & 3.73412103174605 \tabularnewline
V(Y[t],d=0,D=2) & 3.12783162055336 & Range & 6.81 & Trim Var. & 1.88909122807018 \tabularnewline
V(Y[t],d=1,D=2) & 2.10434978354979 & Range & 6.10000000000001 & Trim Var. & 0.982352941176476 \tabularnewline
V(Y[t],d=2,D=2) & 5.06818333333333 & Range & 9.32 & Trim Var. & 2.31395588235293 \tabularnewline
V(Y[t],d=3,D=2) & 17.3760450000000 & Range & 15.7600000000000 & Trim Var. & 11.8666617647058 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=36421&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]22.7415009250694[/C][C]Range[/C][C]15.2[/C][C]Trim Var.[/C][C]18.1930243902439[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.437519806763287[/C][C]Range[/C][C]2.47000000000001[/C][C]Trim Var.[/C][C]0.290507115384616[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.963060101010108[/C][C]Range[/C][C]4.09000000000002[/C][C]Trim Var.[/C][C]0.636097300944677[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3.17844460887951[/C][C]Range[/C][C]7.50000000000003[/C][C]Trim Var.[/C][C]2.02855426742535[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4.34721647058823[/C][C]Range[/C][C]7.71000000000001[/C][C]Trim Var.[/C][C]3.10458516129032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.724939750445636[/C][C]Range[/C][C]3.77000000000002[/C][C]Trim Var.[/C][C]0.340025123152708[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.62782727272728[/C][C]Range[/C][C]5.45[/C][C]Trim Var.[/C][C]1.02330443349755[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5.54108225806454[/C][C]Range[/C][C]9.33000000000001[/C][C]Trim Var.[/C][C]3.73412103174605[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3.12783162055336[/C][C]Range[/C][C]6.81[/C][C]Trim Var.[/C][C]1.88909122807018[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.10434978354979[/C][C]Range[/C][C]6.10000000000001[/C][C]Trim Var.[/C][C]0.982352941176476[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5.06818333333333[/C][C]Range[/C][C]9.32[/C][C]Trim Var.[/C][C]2.31395588235293[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]17.3760450000000[/C][C]Range[/C][C]15.7600000000000[/C][C]Trim Var.[/C][C]11.8666617647058[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=36421&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=36421&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)22.7415009250694Range15.2Trim Var.18.1930243902439
V(Y[t],d=1,D=0)0.437519806763287Range2.47000000000001Trim Var.0.290507115384616
V(Y[t],d=2,D=0)0.963060101010108Range4.09000000000002Trim Var.0.636097300944677
V(Y[t],d=3,D=0)3.17844460887951Range7.50000000000003Trim Var.2.02855426742535
V(Y[t],d=0,D=1)4.34721647058823Range7.71000000000001Trim Var.3.10458516129032
V(Y[t],d=1,D=1)0.724939750445636Range3.77000000000002Trim Var.0.340025123152708
V(Y[t],d=2,D=1)1.62782727272728Range5.45Trim Var.1.02330443349755
V(Y[t],d=3,D=1)5.54108225806454Range9.33000000000001Trim Var.3.73412103174605
V(Y[t],d=0,D=2)3.12783162055336Range6.81Trim Var.1.88909122807018
V(Y[t],d=1,D=2)2.10434978354979Range6.10000000000001Trim Var.0.982352941176476
V(Y[t],d=2,D=2)5.06818333333333Range9.32Trim Var.2.31395588235293
V(Y[t],d=3,D=2)17.3760450000000Range15.7600000000000Trim Var.11.8666617647058



Parameters (Session):
par1 = FALSE ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;
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')