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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 computationFri, 03 Dec 2010 14:47:00 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/03/t1291387637rtyt34a411bluk9.htm/, Retrieved Tue, 07 May 2024 19:42:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=104839, Retrieved Tue, 07 May 2024 19:42:08 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact163
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-14 11:54:22] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP     [Variance Reduction Matrix] [WS9 VRM] [2010-12-03 14:47:00] [8b27277f7b82c0354d659d066108e38e] [Current]
-   P       [Variance Reduction Matrix] [WS9 VRM] [2010-12-03 19:50:23] [65eb19f81eab2b6e672eafaed2a27190]
-             [Variance Reduction Matrix] [] [2010-12-07 21:53:22] [afdb2fc47981b6a655b732edc8065db9]
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Dataseries X:
46
62
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
65




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=104839&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=104839&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104839&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)145.730633802817Range52Trim Var.87.8913273400317
V(Y[t],d=1,D=0)271.827364185111Range73Trim Var.176.435227854583
V(Y[t],d=2,D=0)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=3,D=0)2183.95524296675Range208Trim Var.1418.15519125683
V(Y[t],d=0,D=1)271.827364185111Range73Trim Var.176.435227854583
V(Y[t],d=1,D=1)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=2,D=1)2183.95524296675Range208Trim Var.1418.15519125683
V(Y[t],d=3,D=1)6982.36523266023Range360Trim Var.4445.27005649718
V(Y[t],d=0,D=2)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=1,D=2)2183.95524296675Range208Trim Var.1418.15519125683
V(Y[t],d=2,D=2)6982.36523266023Range360Trim Var.4445.27005649718
V(Y[t],d=3,D=2)23382.4337403890Range712Trim Var.14279.5973115137

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 145.730633802817 & Range & 52 & Trim Var. & 87.8913273400317 \tabularnewline
V(Y[t],d=1,D=0) & 271.827364185111 & Range & 73 & Trim Var. & 176.435227854583 \tabularnewline
V(Y[t],d=2,D=0) & 726.849896480331 & Range & 111 & Trim Var. & 483.098907103825 \tabularnewline
V(Y[t],d=3,D=0) & 2183.95524296675 & Range & 208 & Trim Var. & 1418.15519125683 \tabularnewline
V(Y[t],d=0,D=1) & 271.827364185111 & Range & 73 & Trim Var. & 176.435227854583 \tabularnewline
V(Y[t],d=1,D=1) & 726.849896480331 & Range & 111 & Trim Var. & 483.098907103825 \tabularnewline
V(Y[t],d=2,D=1) & 2183.95524296675 & Range & 208 & Trim Var. & 1418.15519125683 \tabularnewline
V(Y[t],d=3,D=1) & 6982.36523266023 & Range & 360 & Trim Var. & 4445.27005649718 \tabularnewline
V(Y[t],d=0,D=2) & 726.849896480331 & Range & 111 & Trim Var. & 483.098907103825 \tabularnewline
V(Y[t],d=1,D=2) & 2183.95524296675 & Range & 208 & Trim Var. & 1418.15519125683 \tabularnewline
V(Y[t],d=2,D=2) & 6982.36523266023 & Range & 360 & Trim Var. & 4445.27005649718 \tabularnewline
V(Y[t],d=3,D=2) & 23382.4337403890 & Range & 712 & Trim Var. & 14279.5973115137 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=104839&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]145.730633802817[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]87.8913273400317[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]271.827364185111[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]176.435227854583[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]726.849896480331[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]483.098907103825[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2183.95524296675[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1418.15519125683[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]271.827364185111[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]176.435227854583[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]726.849896480331[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]483.098907103825[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2183.95524296675[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1418.15519125683[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6982.36523266023[/C][C]Range[/C][C]360[/C][C]Trim Var.[/C][C]4445.27005649718[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]726.849896480331[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]483.098907103825[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2183.95524296675[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1418.15519125683[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6982.36523266023[/C][C]Range[/C][C]360[/C][C]Trim Var.[/C][C]4445.27005649718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]23382.4337403890[/C][C]Range[/C][C]712[/C][C]Trim Var.[/C][C]14279.5973115137[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=104839&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=104839&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)145.730633802817Range52Trim Var.87.8913273400317
V(Y[t],d=1,D=0)271.827364185111Range73Trim Var.176.435227854583
V(Y[t],d=2,D=0)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=3,D=0)2183.95524296675Range208Trim Var.1418.15519125683
V(Y[t],d=0,D=1)271.827364185111Range73Trim Var.176.435227854583
V(Y[t],d=1,D=1)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=2,D=1)2183.95524296675Range208Trim Var.1418.15519125683
V(Y[t],d=3,D=1)6982.36523266023Range360Trim Var.4445.27005649718
V(Y[t],d=0,D=2)726.849896480331Range111Trim Var.483.098907103825
V(Y[t],d=1,D=2)2183.95524296675Range208Trim Var.1418.15519125683
V(Y[t],d=2,D=2)6982.36523266023Range360Trim Var.4445.27005649718
V(Y[t],d=3,D=2)23382.4337403890Range712Trim Var.14279.5973115137



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')