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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 computationSun, 30 Nov 2008 08:49:59 -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/Nov/30/t12280603594vpj1f0ec6bl80j.htm/, Retrieved Sun, 19 May 2024 08:53:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26575, Retrieved Sun, 19 May 2024 08:53:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact204
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Law of Averages] [Random Walk Simul...] [2008-11-25 18:31:28] [b98453cac15ba1066b407e146608df68]
F RMPD  [Cross Correlation Function] [Q7] [2008-11-28 08:08:59] [c5a66f1c8528a963efc2b82a8519f117]
F   P     [Cross Correlation Function] [Q7 - d0 D0] [2008-11-30 14:48:44] [a0d819c22534897f04a2f0b92f1eb36a]
-   P       [Cross Correlation Function] [Q7 - d1 D1] [2008-11-30 15:02:32] [a0d819c22534897f04a2f0b92f1eb36a]
F RMPD          [Variance Reduction Matrix] [Q8 - VRM - Y] [2008-11-30 15:49:59] [5f3e73ccf1ddc75508eed47fa51813d3] [Current]
F                 [Variance Reduction Matrix] [Q8 - VRM Y] [2008-11-30 16:24:21] [c5a66f1c8528a963efc2b82a8519f117]
Feedback Forum
2008-12-08 20:17:26 [Kim Wester] [reply
Juiste interpretatie.

Post a new message
Dataseries X:
2718
2646
2551
2712
2606
2365
3533
3509
2912
3599
2719
2869
4085
2686
2545
3071
3388
2652
3190
2884
3295
3818
3226
3953
3810
2877
3515
3708
3450
3360
4110
4384
3729
4263
3505
3674
3911
2951
3317
3417
3498
2768
2899
3179
3011
3481
3015
2606
3530
2827
3120
2557
3645
2865
2587
2887
3429
2956
3098
2934
3269




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=26575&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=26575&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26575&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)232454.779781421Range2019Trim Var.150678.143686502
V(Y[t],d=1,D=0)327384.423446328Range2615Trim Var.217778.831935709
V(Y[t],d=2,D=0)982809.713617767Range4266Trim Var.707399.17053701
V(Y[t],d=3,D=0)3202984.94736842Range7554Trim Var.2337390.09464555
V(Y[t],d=0,D=1)376929.416666667Range2711Trim Var.208569.779623477
V(Y[t],d=1,D=1)334466.205673759Range2367Trim Var.204471.217189315
V(Y[t],d=2,D=1)814017.300647549Range3761Trim Var.493011.943902439
V(Y[t],d=3,D=1)2365835.04396135Range6488Trim Var.1417710.17884615
V(Y[t],d=0,D=2)1056406.44144144Range4830Trim Var.624909.371212121
V(Y[t],d=1,D=2)829849.368253968Range3867Trim Var.543797.512096774
V(Y[t],d=2,D=2)1780317.51596639Range5810Trim Var.1119503.98924731
V(Y[t],d=3,D=2)4944455.47326203Range10291Trim Var.2878522.02298851

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 232454.779781421 & Range & 2019 & Trim Var. & 150678.143686502 \tabularnewline
V(Y[t],d=1,D=0) & 327384.423446328 & Range & 2615 & Trim Var. & 217778.831935709 \tabularnewline
V(Y[t],d=2,D=0) & 982809.713617767 & Range & 4266 & Trim Var. & 707399.17053701 \tabularnewline
V(Y[t],d=3,D=0) & 3202984.94736842 & Range & 7554 & Trim Var. & 2337390.09464555 \tabularnewline
V(Y[t],d=0,D=1) & 376929.416666667 & Range & 2711 & Trim Var. & 208569.779623477 \tabularnewline
V(Y[t],d=1,D=1) & 334466.205673759 & Range & 2367 & Trim Var. & 204471.217189315 \tabularnewline
V(Y[t],d=2,D=1) & 814017.300647549 & Range & 3761 & Trim Var. & 493011.943902439 \tabularnewline
V(Y[t],d=3,D=1) & 2365835.04396135 & Range & 6488 & Trim Var. & 1417710.17884615 \tabularnewline
V(Y[t],d=0,D=2) & 1056406.44144144 & Range & 4830 & Trim Var. & 624909.371212121 \tabularnewline
V(Y[t],d=1,D=2) & 829849.368253968 & Range & 3867 & Trim Var. & 543797.512096774 \tabularnewline
V(Y[t],d=2,D=2) & 1780317.51596639 & Range & 5810 & Trim Var. & 1119503.98924731 \tabularnewline
V(Y[t],d=3,D=2) & 4944455.47326203 & Range & 10291 & Trim Var. & 2878522.02298851 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26575&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]232454.779781421[/C][C]Range[/C][C]2019[/C][C]Trim Var.[/C][C]150678.143686502[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]327384.423446328[/C][C]Range[/C][C]2615[/C][C]Trim Var.[/C][C]217778.831935709[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]982809.713617767[/C][C]Range[/C][C]4266[/C][C]Trim Var.[/C][C]707399.17053701[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3202984.94736842[/C][C]Range[/C][C]7554[/C][C]Trim Var.[/C][C]2337390.09464555[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]376929.416666667[/C][C]Range[/C][C]2711[/C][C]Trim Var.[/C][C]208569.779623477[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]334466.205673759[/C][C]Range[/C][C]2367[/C][C]Trim Var.[/C][C]204471.217189315[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]814017.300647549[/C][C]Range[/C][C]3761[/C][C]Trim Var.[/C][C]493011.943902439[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2365835.04396135[/C][C]Range[/C][C]6488[/C][C]Trim Var.[/C][C]1417710.17884615[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1056406.44144144[/C][C]Range[/C][C]4830[/C][C]Trim Var.[/C][C]624909.371212121[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]829849.368253968[/C][C]Range[/C][C]3867[/C][C]Trim Var.[/C][C]543797.512096774[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1780317.51596639[/C][C]Range[/C][C]5810[/C][C]Trim Var.[/C][C]1119503.98924731[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4944455.47326203[/C][C]Range[/C][C]10291[/C][C]Trim Var.[/C][C]2878522.02298851[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26575&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26575&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)232454.779781421Range2019Trim Var.150678.143686502
V(Y[t],d=1,D=0)327384.423446328Range2615Trim Var.217778.831935709
V(Y[t],d=2,D=0)982809.713617767Range4266Trim Var.707399.17053701
V(Y[t],d=3,D=0)3202984.94736842Range7554Trim Var.2337390.09464555
V(Y[t],d=0,D=1)376929.416666667Range2711Trim Var.208569.779623477
V(Y[t],d=1,D=1)334466.205673759Range2367Trim Var.204471.217189315
V(Y[t],d=2,D=1)814017.300647549Range3761Trim Var.493011.943902439
V(Y[t],d=3,D=1)2365835.04396135Range6488Trim Var.1417710.17884615
V(Y[t],d=0,D=2)1056406.44144144Range4830Trim Var.624909.371212121
V(Y[t],d=1,D=2)829849.368253968Range3867Trim Var.543797.512096774
V(Y[t],d=2,D=2)1780317.51596639Range5810Trim Var.1119503.98924731
V(Y[t],d=3,D=2)4944455.47326203Range10291Trim Var.2878522.02298851



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')