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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 20:08:58 +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/t12916660389jtxypyqc3ljuh0.htm/, Retrieved Mon, 29 Apr 2024 07:37:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=105846, Retrieved Mon, 29 Apr 2024 07:37:43 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159
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] [WS9 - Variance Re...] [2010-12-04 11:04:59] [8ef49741e164ec6343c90c7935194465]
-   PD      [Variance Reduction Matrix] [WS 9 - Variance R...] [2010-12-06 20:08:58] [89d441ae0711e9b79b5d358f420c1317] [Current]
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Dataseries X:
1576.23
1546.37
1545.05
1552.34
1594.3
1605.78
1673.21
1612.94
1566.34
1530.17
1582.54
1702.16
1701.93
1811.15
1924.2
2034.25
2011.13
2013.04
2151.67
1902.09
1944.01
1916.67
1967.31
2119.88
2216.38
2522.83
2647.64
2631.23
2693.41
3021.76
2953.67
2796.8
2672.05
2251.23
2046.08
2420.04
2608.89
2660.47
2493.98
2541.7
2554.6
2699.61
2805.48
2956.66
3149.51
3372.5
3379.33
3517.54
3527.34
3281.06
3089.65
3222.76
3165.76
3232.43
3229.54
3071.74
2850.17




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105846&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]0 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=105846&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105846&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)392679.680637469Range1997.17Trim Var.325770.116922353
V(Y[t],d=1,D=0)22014.6935842857Range794.78Trim Var.11637.7175960816
V(Y[t],d=2,D=0)31069.8495546802Range975.55Trim Var.15736.3473823980
V(Y[t],d=3,D=0)80327.9736091196Range1443.93Trim Var.43553.1400631206
V(Y[t],d=0,D=1)139005.616224950Range1655.4Trim Var.77417.5271506073
V(Y[t],d=1,D=1)46000.0459813954Range1058.23Trim Var.25102.6087443101
V(Y[t],d=2,D=1)52599.5361121816Range1010.34Trim Var.29457.1178133634
V(Y[t],d=3,D=1)125429.357656272Range1606.89000000000Trim Var.67505.727440873
V(Y[t],d=0,D=2)423020.741195455Range2585.35Trim Var.302523.399290394
V(Y[t],d=1,D=2)139946.17679748Range1769.31Trim Var.77399.0562915344
V(Y[t],d=2,D=2)169411.120592903Range1815.37Trim Var.105592.931169231
V(Y[t],d=3,D=2)405653.149680575Range2388.2Trim Var.252765.82341

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 392679.680637469 & Range & 1997.17 & Trim Var. & 325770.116922353 \tabularnewline
V(Y[t],d=1,D=0) & 22014.6935842857 & Range & 794.78 & Trim Var. & 11637.7175960816 \tabularnewline
V(Y[t],d=2,D=0) & 31069.8495546802 & Range & 975.55 & Trim Var. & 15736.3473823980 \tabularnewline
V(Y[t],d=3,D=0) & 80327.9736091196 & Range & 1443.93 & Trim Var. & 43553.1400631206 \tabularnewline
V(Y[t],d=0,D=1) & 139005.616224950 & Range & 1655.4 & Trim Var. & 77417.5271506073 \tabularnewline
V(Y[t],d=1,D=1) & 46000.0459813954 & Range & 1058.23 & Trim Var. & 25102.6087443101 \tabularnewline
V(Y[t],d=2,D=1) & 52599.5361121816 & Range & 1010.34 & Trim Var. & 29457.1178133634 \tabularnewline
V(Y[t],d=3,D=1) & 125429.357656272 & Range & 1606.89000000000 & Trim Var. & 67505.727440873 \tabularnewline
V(Y[t],d=0,D=2) & 423020.741195455 & Range & 2585.35 & Trim Var. & 302523.399290394 \tabularnewline
V(Y[t],d=1,D=2) & 139946.17679748 & Range & 1769.31 & Trim Var. & 77399.0562915344 \tabularnewline
V(Y[t],d=2,D=2) & 169411.120592903 & Range & 1815.37 & Trim Var. & 105592.931169231 \tabularnewline
V(Y[t],d=3,D=2) & 405653.149680575 & Range & 2388.2 & Trim Var. & 252765.82341 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=105846&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]392679.680637469[/C][C]Range[/C][C]1997.17[/C][C]Trim Var.[/C][C]325770.116922353[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]22014.6935842857[/C][C]Range[/C][C]794.78[/C][C]Trim Var.[/C][C]11637.7175960816[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]31069.8495546802[/C][C]Range[/C][C]975.55[/C][C]Trim Var.[/C][C]15736.3473823980[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]80327.9736091196[/C][C]Range[/C][C]1443.93[/C][C]Trim Var.[/C][C]43553.1400631206[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]139005.616224950[/C][C]Range[/C][C]1655.4[/C][C]Trim Var.[/C][C]77417.5271506073[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]46000.0459813954[/C][C]Range[/C][C]1058.23[/C][C]Trim Var.[/C][C]25102.6087443101[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]52599.5361121816[/C][C]Range[/C][C]1010.34[/C][C]Trim Var.[/C][C]29457.1178133634[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]125429.357656272[/C][C]Range[/C][C]1606.89000000000[/C][C]Trim Var.[/C][C]67505.727440873[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]423020.741195455[/C][C]Range[/C][C]2585.35[/C][C]Trim Var.[/C][C]302523.399290394[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]139946.17679748[/C][C]Range[/C][C]1769.31[/C][C]Trim Var.[/C][C]77399.0562915344[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]169411.120592903[/C][C]Range[/C][C]1815.37[/C][C]Trim Var.[/C][C]105592.931169231[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]405653.149680575[/C][C]Range[/C][C]2388.2[/C][C]Trim Var.[/C][C]252765.82341[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=105846&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=105846&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)392679.680637469Range1997.17Trim Var.325770.116922353
V(Y[t],d=1,D=0)22014.6935842857Range794.78Trim Var.11637.7175960816
V(Y[t],d=2,D=0)31069.8495546802Range975.55Trim Var.15736.3473823980
V(Y[t],d=3,D=0)80327.9736091196Range1443.93Trim Var.43553.1400631206
V(Y[t],d=0,D=1)139005.616224950Range1655.4Trim Var.77417.5271506073
V(Y[t],d=1,D=1)46000.0459813954Range1058.23Trim Var.25102.6087443101
V(Y[t],d=2,D=1)52599.5361121816Range1010.34Trim Var.29457.1178133634
V(Y[t],d=3,D=1)125429.357656272Range1606.89000000000Trim Var.67505.727440873
V(Y[t],d=0,D=2)423020.741195455Range2585.35Trim Var.302523.399290394
V(Y[t],d=1,D=2)139946.17679748Range1769.31Trim Var.77399.0562915344
V(Y[t],d=2,D=2)169411.120592903Range1815.37Trim Var.105592.931169231
V(Y[t],d=3,D=2)405653.149680575Range2388.2Trim Var.252765.82341



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')