Free Statistics

of Irreproducible Research!

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, 05 Dec 2010 09:53:20 +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/05/t1291542984swknlocxrqpj8l4.htm/, Retrieved Wed, 01 May 2024 19:49:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105290, Retrieved Wed, 01 May 2024 19:49:47 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact156
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
-   PD    [Variance Reduction Matrix] [] [2010-12-05 09:53:20] [6b67b7c8c7d0a997c30f007387afbdb8] [Current]
Feedback Forum

Post a new message
Dataseries X:
1579
2146
2462
3695
4831
5134
6250
5760
6249
2917
1741
2359
1511
2059
2635
2867
4403
5720
4502
5749
5627
2846
1762
2429
1169
2154
2249
2687
4359
5382
4459
6398
4596
3024
1887
2070
1351
2218
2461
3028
4784
4975
4607
6249
4809
3157
1910
2228
1594
2467
2222
3607
4685
4962
5770
5480
5000
3228
1993
2288
1580
2111
2192
3601
4665
4876
5813
5589
5331
3075
2002
2306
1507
1992
2487
3490
4647
5594
5611
5788
6204
3013
1931
2549
1504
2090
2702
2939
4500
6208
6415
5657
5964
3163
1997
2422
1376
2202
2683
3303
5202
5231
4880
7998
4977
3531
2025
2205
1442
2238
2179
3218
5139
4990
4914
6084
5672
3548
1793
2086




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time11 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 & 11 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105290&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]11 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=105290&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105290&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 time11 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)2634278.85147059Range6829Trim Var.2131252.3477847
V(Y[t],d=1,D=0)1421435.12647771Range6450Trim Var.845138.75101393
V(Y[t],d=2,D=0)2498588.56207446Range9608Trim Var.1455764.63180593
V(Y[t],d=3,D=0)7380626.45372826Range17322Trim Var.4235930.69285714
V(Y[t],d=0,D=1)265953.099342333Range4255Trim Var.75479.9867324561
V(Y[t],d=1,D=1)717700.931052724Range7204Trim Var.179234.101455767
V(Y[t],d=2,D=1)2344918.24402516Range11887Trim Var.600370.859871883
V(Y[t],d=3,D=1)8045802.51336996Range23525Trim Var.2209313.67064049
V(Y[t],d=0,D=2)631314.789364035Range6727Trim Var.181808.087688098
V(Y[t],d=1,D=2)1752180.20559910Range11761Trim Var.406621.943137255
V(Y[t],d=2,D=2)5608336.66483642Range19791Trim Var.1363239.03212851
V(Y[t],d=3,D=2)18966883.5848527Range38149Trim Var.4884957.33617396

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2634278.85147059 & Range & 6829 & Trim Var. & 2131252.3477847 \tabularnewline
V(Y[t],d=1,D=0) & 1421435.12647771 & Range & 6450 & Trim Var. & 845138.75101393 \tabularnewline
V(Y[t],d=2,D=0) & 2498588.56207446 & Range & 9608 & Trim Var. & 1455764.63180593 \tabularnewline
V(Y[t],d=3,D=0) & 7380626.45372826 & Range & 17322 & Trim Var. & 4235930.69285714 \tabularnewline
V(Y[t],d=0,D=1) & 265953.099342333 & Range & 4255 & Trim Var. & 75479.9867324561 \tabularnewline
V(Y[t],d=1,D=1) & 717700.931052724 & Range & 7204 & Trim Var. & 179234.101455767 \tabularnewline
V(Y[t],d=2,D=1) & 2344918.24402516 & Range & 11887 & Trim Var. & 600370.859871883 \tabularnewline
V(Y[t],d=3,D=1) & 8045802.51336996 & Range & 23525 & Trim Var. & 2209313.67064049 \tabularnewline
V(Y[t],d=0,D=2) & 631314.789364035 & Range & 6727 & Trim Var. & 181808.087688098 \tabularnewline
V(Y[t],d=1,D=2) & 1752180.20559910 & Range & 11761 & Trim Var. & 406621.943137255 \tabularnewline
V(Y[t],d=2,D=2) & 5608336.66483642 & Range & 19791 & Trim Var. & 1363239.03212851 \tabularnewline
V(Y[t],d=3,D=2) & 18966883.5848527 & Range & 38149 & Trim Var. & 4884957.33617396 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105290&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2634278.85147059[/C][C]Range[/C][C]6829[/C][C]Trim Var.[/C][C]2131252.3477847[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1421435.12647771[/C][C]Range[/C][C]6450[/C][C]Trim Var.[/C][C]845138.75101393[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2498588.56207446[/C][C]Range[/C][C]9608[/C][C]Trim Var.[/C][C]1455764.63180593[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7380626.45372826[/C][C]Range[/C][C]17322[/C][C]Trim Var.[/C][C]4235930.69285714[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]265953.099342333[/C][C]Range[/C][C]4255[/C][C]Trim Var.[/C][C]75479.9867324561[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]717700.931052724[/C][C]Range[/C][C]7204[/C][C]Trim Var.[/C][C]179234.101455767[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2344918.24402516[/C][C]Range[/C][C]11887[/C][C]Trim Var.[/C][C]600370.859871883[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]8045802.51336996[/C][C]Range[/C][C]23525[/C][C]Trim Var.[/C][C]2209313.67064049[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]631314.789364035[/C][C]Range[/C][C]6727[/C][C]Trim Var.[/C][C]181808.087688098[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1752180.20559910[/C][C]Range[/C][C]11761[/C][C]Trim Var.[/C][C]406621.943137255[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5608336.66483642[/C][C]Range[/C][C]19791[/C][C]Trim Var.[/C][C]1363239.03212851[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]18966883.5848527[/C][C]Range[/C][C]38149[/C][C]Trim Var.[/C][C]4884957.33617396[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105290&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105290&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)2634278.85147059Range6829Trim Var.2131252.3477847
V(Y[t],d=1,D=0)1421435.12647771Range6450Trim Var.845138.75101393
V(Y[t],d=2,D=0)2498588.56207446Range9608Trim Var.1455764.63180593
V(Y[t],d=3,D=0)7380626.45372826Range17322Trim Var.4235930.69285714
V(Y[t],d=0,D=1)265953.099342333Range4255Trim Var.75479.9867324561
V(Y[t],d=1,D=1)717700.931052724Range7204Trim Var.179234.101455767
V(Y[t],d=2,D=1)2344918.24402516Range11887Trim Var.600370.859871883
V(Y[t],d=3,D=1)8045802.51336996Range23525Trim Var.2209313.67064049
V(Y[t],d=0,D=2)631314.789364035Range6727Trim Var.181808.087688098
V(Y[t],d=1,D=2)1752180.20559910Range11761Trim Var.406621.943137255
V(Y[t],d=2,D=2)5608336.66483642Range19791Trim Var.1363239.03212851
V(Y[t],d=3,D=2)18966883.5848527Range38149Trim Var.4884957.33617396



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')