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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, 05 Dec 2010 10:00:01 +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/t1291543091779u8vzind4fbv8.htm/, Retrieved Wed, 01 May 2024 22:28:00 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105292, Retrieved Wed, 01 May 2024 22:28:00 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161
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 10:00:01] [558c060a42ec367ec2c020fab85c25c7] [Current]
-    D      [Variance Reduction Matrix] [] [2010-12-19 15:37:56] [39e83c7b0ac936e906a817a1bb402750]
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Dataseries X:
47,54
45,31
46,9
47,16
48,24
52,7
51,72
51,5
52,45
53
48,36
46,63
45,92
45,53
42,17
43,66
45,32
47,43
47,76
49,49
50,69
49,8
52,13
53,94
60,75
59,19
57,58
59,16
64,74
67,04
75,53
78,91
78,4
70,07
66,8
61,02
52,38
42,37
39,83
38,79
37,33
39,4
39,45
43,24
42,33
45,5
43,44
43,88
45,61
45,12
47,56
47,04
51,07
54,72
55,37
55,39
53,13
53,71
54,59
54,61




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=105292&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=105292&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105292&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)87.8594666666667Range41.58Trim Var.48.9528354996506
V(Y[t],d=1,D=0)11.0629292811222Range18.5Trim Var.4.71910152394775
V(Y[t],d=2,D=0)12.1692564125832Range15.84Trim Var.8.09214449472097
V(Y[t],d=3,D=0)34.0241847744361Range26.2500000000000Trim Var.23.5764931764706
V(Y[t],d=0,D=1)302.814785062057Range65.5Trim Var.192.906659523810
V(Y[t],d=1,D=1)28.1073769657724Range26.95Trim Var.14.5028552439024
V(Y[t],d=2,D=1)29.0369147826087Range22.1900000000000Trim Var.19.6630763461539
V(Y[t],d=3,D=1)86.275205858586Range39.25Trim Var.55.8197406207828
V(Y[t],d=0,D=2)1306.93483642857Range117.09Trim Var.1036.22696360887
V(Y[t],d=1,D=2)104.950147563025Range48.79Trim Var.58.073409032258
V(Y[t],d=2,D=2)96.9840770944742Range33.81Trim Var.75.905031724138
V(Y[t],d=3,D=2)292.855573484849Range61.3Trim Var.211.83475270936

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 87.8594666666667 & Range & 41.58 & Trim Var. & 48.9528354996506 \tabularnewline
V(Y[t],d=1,D=0) & 11.0629292811222 & Range & 18.5 & Trim Var. & 4.71910152394775 \tabularnewline
V(Y[t],d=2,D=0) & 12.1692564125832 & Range & 15.84 & Trim Var. & 8.09214449472097 \tabularnewline
V(Y[t],d=3,D=0) & 34.0241847744361 & Range & 26.2500000000000 & Trim Var. & 23.5764931764706 \tabularnewline
V(Y[t],d=0,D=1) & 302.814785062057 & Range & 65.5 & Trim Var. & 192.906659523810 \tabularnewline
V(Y[t],d=1,D=1) & 28.1073769657724 & Range & 26.95 & Trim Var. & 14.5028552439024 \tabularnewline
V(Y[t],d=2,D=1) & 29.0369147826087 & Range & 22.1900000000000 & Trim Var. & 19.6630763461539 \tabularnewline
V(Y[t],d=3,D=1) & 86.275205858586 & Range & 39.25 & Trim Var. & 55.8197406207828 \tabularnewline
V(Y[t],d=0,D=2) & 1306.93483642857 & Range & 117.09 & Trim Var. & 1036.22696360887 \tabularnewline
V(Y[t],d=1,D=2) & 104.950147563025 & Range & 48.79 & Trim Var. & 58.073409032258 \tabularnewline
V(Y[t],d=2,D=2) & 96.9840770944742 & Range & 33.81 & Trim Var. & 75.905031724138 \tabularnewline
V(Y[t],d=3,D=2) & 292.855573484849 & Range & 61.3 & Trim Var. & 211.83475270936 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105292&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]87.8594666666667[/C][C]Range[/C][C]41.58[/C][C]Trim Var.[/C][C]48.9528354996506[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]11.0629292811222[/C][C]Range[/C][C]18.5[/C][C]Trim Var.[/C][C]4.71910152394775[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]12.1692564125832[/C][C]Range[/C][C]15.84[/C][C]Trim Var.[/C][C]8.09214449472097[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]34.0241847744361[/C][C]Range[/C][C]26.2500000000000[/C][C]Trim Var.[/C][C]23.5764931764706[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]302.814785062057[/C][C]Range[/C][C]65.5[/C][C]Trim Var.[/C][C]192.906659523810[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]28.1073769657724[/C][C]Range[/C][C]26.95[/C][C]Trim Var.[/C][C]14.5028552439024[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]29.0369147826087[/C][C]Range[/C][C]22.1900000000000[/C][C]Trim Var.[/C][C]19.6630763461539[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]86.275205858586[/C][C]Range[/C][C]39.25[/C][C]Trim Var.[/C][C]55.8197406207828[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1306.93483642857[/C][C]Range[/C][C]117.09[/C][C]Trim Var.[/C][C]1036.22696360887[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]104.950147563025[/C][C]Range[/C][C]48.79[/C][C]Trim Var.[/C][C]58.073409032258[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]96.9840770944742[/C][C]Range[/C][C]33.81[/C][C]Trim Var.[/C][C]75.905031724138[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]292.855573484849[/C][C]Range[/C][C]61.3[/C][C]Trim Var.[/C][C]211.83475270936[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105292&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105292&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)87.8594666666667Range41.58Trim Var.48.9528354996506
V(Y[t],d=1,D=0)11.0629292811222Range18.5Trim Var.4.71910152394775
V(Y[t],d=2,D=0)12.1692564125832Range15.84Trim Var.8.09214449472097
V(Y[t],d=3,D=0)34.0241847744361Range26.2500000000000Trim Var.23.5764931764706
V(Y[t],d=0,D=1)302.814785062057Range65.5Trim Var.192.906659523810
V(Y[t],d=1,D=1)28.1073769657724Range26.95Trim Var.14.5028552439024
V(Y[t],d=2,D=1)29.0369147826087Range22.1900000000000Trim Var.19.6630763461539
V(Y[t],d=3,D=1)86.275205858586Range39.25Trim Var.55.8197406207828
V(Y[t],d=0,D=2)1306.93483642857Range117.09Trim Var.1036.22696360887
V(Y[t],d=1,D=2)104.950147563025Range48.79Trim Var.58.073409032258
V(Y[t],d=2,D=2)96.9840770944742Range33.81Trim Var.75.905031724138
V(Y[t],d=3,D=2)292.855573484849Range61.3Trim Var.211.83475270936



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')