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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 computationMon, 06 Dec 2010 18:09:16 +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/06/t1291658876rerffvg59dwp85j.htm/, Retrieved Mon, 29 Apr 2024 06:40:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105760, Retrieved Mon, 29 Apr 2024 06:40:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Spectral Analysis] [Unemployment] [2010-11-29 09:21:38] [b98453cac15ba1066b407e146608df68]
-    D    [Spectral Analysis] [] [2010-12-06 18:00:32] [7f2363d2c77d3bf71367965cc53be730]
-   PD      [Spectral Analysis] [] [2010-12-06 18:03:52] [7f2363d2c77d3bf71367965cc53be730]
- RMPD          [Variance Reduction Matrix] [] [2010-12-06 18:09:16] [4dba6678eac10ee5c3460d144a14bd5c] [Current]
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Dataseries X:
5.81    
5.76
5.99    
6.12    
6.03    
6.25    
5.80    
5.67    
5.89    
5.91    
5.86    
6.07    
6.27    
6.68    
6.77    
6.71    
6.62
6.50
5.89
6.05
6.43
6.47
6.62
6.77
6.70
6.95
6.73
7.07
7.28
7.32
6.76
6.93
6.99
7.16
7.28
7.08
7.34
7.87
6.28
6.30
6.36
6.28
5.89
6.04
5.96
6.10
6.26
6.02
6.25
6.41
6.22
6.57
6.18
6.26
6.10
6.02
6.06
6.35
6.21
6.48
6.74
6.53
6.80
6.75
6.56
6.66
6.18
6.40
6.43
6.54
6.44
6.64
6.82
6.97
7.00
6.91
6.74
6.98
6.37
6.56
6.63
6.87
6.68
6.75
6.84
7.15
7.09
6.97
7.15




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105760&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105760&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105760&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.194439887640450Range2.2Trim Var.0.128870334307043
V(Y[t],d=1,D=0)0.0819424764890283Range2.12Trim Var.0.0308045954045954
V(Y[t],d=2,D=0)0.205794092488640Range3.73Trim Var.0.0825384825700616
V(Y[t],d=3,D=0)0.65165876880985Range6.12Trim Var.0.284760052631579
V(Y[t],d=0,D=1)0.301619343814081Range2.38Trim Var.0.199946078431373
V(Y[t],d=1,D=1)0.102462228070175Range2.77Trim Var.0.0383046132971506
V(Y[t],d=2,D=1)0.228785657657658Range3.42Trim Var.0.0929369968340118
V(Y[t],d=3,D=1)0.662838652350981Range5.54Trim Var.0.268312354312354
V(Y[t],d=0,D=2)0.831826778846154Range3.96Trim Var.0.519121679197995
V(Y[t],d=1,D=2)0.290561011904762Range3.83Trim Var.0.112288798701299
V(Y[t],d=2,D=2)0.598125396825397Range5.54Trim Var.0.213249966329966
V(Y[t],d=3,D=2)1.69037749867795Range9.25Trim Var.0.637095038434661

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.194439887640450 & Range & 2.2 & Trim Var. & 0.128870334307043 \tabularnewline
V(Y[t],d=1,D=0) & 0.0819424764890283 & Range & 2.12 & Trim Var. & 0.0308045954045954 \tabularnewline
V(Y[t],d=2,D=0) & 0.205794092488640 & Range & 3.73 & Trim Var. & 0.0825384825700616 \tabularnewline
V(Y[t],d=3,D=0) & 0.65165876880985 & Range & 6.12 & Trim Var. & 0.284760052631579 \tabularnewline
V(Y[t],d=0,D=1) & 0.301619343814081 & Range & 2.38 & Trim Var. & 0.199946078431373 \tabularnewline
V(Y[t],d=1,D=1) & 0.102462228070175 & Range & 2.77 & Trim Var. & 0.0383046132971506 \tabularnewline
V(Y[t],d=2,D=1) & 0.228785657657658 & Range & 3.42 & Trim Var. & 0.0929369968340118 \tabularnewline
V(Y[t],d=3,D=1) & 0.662838652350981 & Range & 5.54 & Trim Var. & 0.268312354312354 \tabularnewline
V(Y[t],d=0,D=2) & 0.831826778846154 & Range & 3.96 & Trim Var. & 0.519121679197995 \tabularnewline
V(Y[t],d=1,D=2) & 0.290561011904762 & Range & 3.83 & Trim Var. & 0.112288798701299 \tabularnewline
V(Y[t],d=2,D=2) & 0.598125396825397 & Range & 5.54 & Trim Var. & 0.213249966329966 \tabularnewline
V(Y[t],d=3,D=2) & 1.69037749867795 & Range & 9.25 & Trim Var. & 0.637095038434661 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105760&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.194439887640450[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.128870334307043[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0819424764890283[/C][C]Range[/C][C]2.12[/C][C]Trim Var.[/C][C]0.0308045954045954[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.205794092488640[/C][C]Range[/C][C]3.73[/C][C]Trim Var.[/C][C]0.0825384825700616[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.65165876880985[/C][C]Range[/C][C]6.12[/C][C]Trim Var.[/C][C]0.284760052631579[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.301619343814081[/C][C]Range[/C][C]2.38[/C][C]Trim Var.[/C][C]0.199946078431373[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.102462228070175[/C][C]Range[/C][C]2.77[/C][C]Trim Var.[/C][C]0.0383046132971506[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.228785657657658[/C][C]Range[/C][C]3.42[/C][C]Trim Var.[/C][C]0.0929369968340118[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.662838652350981[/C][C]Range[/C][C]5.54[/C][C]Trim Var.[/C][C]0.268312354312354[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.831826778846154[/C][C]Range[/C][C]3.96[/C][C]Trim Var.[/C][C]0.519121679197995[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.290561011904762[/C][C]Range[/C][C]3.83[/C][C]Trim Var.[/C][C]0.112288798701299[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.598125396825397[/C][C]Range[/C][C]5.54[/C][C]Trim Var.[/C][C]0.213249966329966[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1.69037749867795[/C][C]Range[/C][C]9.25[/C][C]Trim Var.[/C][C]0.637095038434661[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105760&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105760&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)0.194439887640450Range2.2Trim Var.0.128870334307043
V(Y[t],d=1,D=0)0.0819424764890283Range2.12Trim Var.0.0308045954045954
V(Y[t],d=2,D=0)0.205794092488640Range3.73Trim Var.0.0825384825700616
V(Y[t],d=3,D=0)0.65165876880985Range6.12Trim Var.0.284760052631579
V(Y[t],d=0,D=1)0.301619343814081Range2.38Trim Var.0.199946078431373
V(Y[t],d=1,D=1)0.102462228070175Range2.77Trim Var.0.0383046132971506
V(Y[t],d=2,D=1)0.228785657657658Range3.42Trim Var.0.0929369968340118
V(Y[t],d=3,D=1)0.662838652350981Range5.54Trim Var.0.268312354312354
V(Y[t],d=0,D=2)0.831826778846154Range3.96Trim Var.0.519121679197995
V(Y[t],d=1,D=2)0.290561011904762Range3.83Trim Var.0.112288798701299
V(Y[t],d=2,D=2)0.598125396825397Range5.54Trim Var.0.213249966329966
V(Y[t],d=3,D=2)1.69037749867795Range9.25Trim Var.0.637095038434661



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')