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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 computationThu, 09 Dec 2010 08:32:17 +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/09/t1291883468m155e3wbh3da9y7.htm/, Retrieved Mon, 29 Apr 2024 03:46:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107142, Retrieved Mon, 29 Apr 2024 03:46:46 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [vrm bel20] [2008-12-10 18:40:53] [74be16979710d4c4e7c6647856088456]
-  MPD  [Variance Reduction Matrix] [] [2009-12-15 15:11:00] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   PD      [Variance Reduction Matrix] [werkloosheid] [2010-12-09 08:32:17] [5d6b44265a1bea1cb58a5907cde468a5] [Current]
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Dataseries X:
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8
8,2
8,1
8,1
8
7,9
7,9
8
8
7,9
8
7,7
7,2
7,5
7,3
7
7
7
7,2
7,3
7,1
6,8
6,4
6,1
6,5
7,7
7,9
7,5
6,9
6,6
6,9
7,7
8
8
7,7
7,3
7,4
8,1
8,3
8,1
7,9
7,9
8,3
8,6
8,7
8,5
8,3
8
8,1
8,9
8,9
8,7
8,3




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107142&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107142&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107142&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'RServer@AstonUniversity' @ vre.aston.ac.uk







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.438132768361582Range2.8Trim Var.0.273364705882353
V(Y[t],d=1,D=0)0.112238457042665Range1.8Trim Var.0.0557013574660633
V(Y[t],d=2,D=0)0.145362976406534Range1.8Trim Var.0.0801254901960784
V(Y[t],d=3,D=0)0.280864661654135Range2.8Trim Var.0.131122448979592
V(Y[t],d=0,D=1)0.703506205673759Range3Trim Var.0.52130081300813
V(Y[t],d=1,D=1)0.103755781683626Range1.5Trim Var.0.0455
V(Y[t],d=2,D=1)0.0984396135265701Range1.5Trim Var.0.0549679487179487
V(Y[t],d=3,D=1)0.164525252525253Range1.8Trim Var.0.0906207827260462
V(Y[t],d=0,D=2)1.08542063492064Range4Trim Var.0.710957661290323
V(Y[t],d=1,D=2)0.388201680672269Range2.5Trim Var.0.252903225806452
V(Y[t],d=2,D=2)0.336550802139038Range2.2Trim Var.0.223034482758621
V(Y[t],d=3,D=2)0.517462121212122Range3Trim Var.0.323497536945813

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.438132768361582 & Range & 2.8 & Trim Var. & 0.273364705882353 \tabularnewline
V(Y[t],d=1,D=0) & 0.112238457042665 & Range & 1.8 & Trim Var. & 0.0557013574660633 \tabularnewline
V(Y[t],d=2,D=0) & 0.145362976406534 & Range & 1.8 & Trim Var. & 0.0801254901960784 \tabularnewline
V(Y[t],d=3,D=0) & 0.280864661654135 & Range & 2.8 & Trim Var. & 0.131122448979592 \tabularnewline
V(Y[t],d=0,D=1) & 0.703506205673759 & Range & 3 & Trim Var. & 0.52130081300813 \tabularnewline
V(Y[t],d=1,D=1) & 0.103755781683626 & Range & 1.5 & Trim Var. & 0.0455 \tabularnewline
V(Y[t],d=2,D=1) & 0.0984396135265701 & Range & 1.5 & Trim Var. & 0.0549679487179487 \tabularnewline
V(Y[t],d=3,D=1) & 0.164525252525253 & Range & 1.8 & Trim Var. & 0.0906207827260462 \tabularnewline
V(Y[t],d=0,D=2) & 1.08542063492064 & Range & 4 & Trim Var. & 0.710957661290323 \tabularnewline
V(Y[t],d=1,D=2) & 0.388201680672269 & Range & 2.5 & Trim Var. & 0.252903225806452 \tabularnewline
V(Y[t],d=2,D=2) & 0.336550802139038 & Range & 2.2 & Trim Var. & 0.223034482758621 \tabularnewline
V(Y[t],d=3,D=2) & 0.517462121212122 & Range & 3 & Trim Var. & 0.323497536945813 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107142&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.438132768361582[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.273364705882353[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.112238457042665[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0557013574660633[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.145362976406534[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0801254901960784[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.280864661654135[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.131122448979592[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.703506205673759[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.52130081300813[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.103755781683626[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0455[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0984396135265701[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0549679487179487[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.164525252525253[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0906207827260462[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.08542063492064[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.710957661290323[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.388201680672269[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.252903225806452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.336550802139038[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.223034482758621[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.517462121212122[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.323497536945813[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107142&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107142&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)0.438132768361582Range2.8Trim Var.0.273364705882353
V(Y[t],d=1,D=0)0.112238457042665Range1.8Trim Var.0.0557013574660633
V(Y[t],d=2,D=0)0.145362976406534Range1.8Trim Var.0.0801254901960784
V(Y[t],d=3,D=0)0.280864661654135Range2.8Trim Var.0.131122448979592
V(Y[t],d=0,D=1)0.703506205673759Range3Trim Var.0.52130081300813
V(Y[t],d=1,D=1)0.103755781683626Range1.5Trim Var.0.0455
V(Y[t],d=2,D=1)0.0984396135265701Range1.5Trim Var.0.0549679487179487
V(Y[t],d=3,D=1)0.164525252525253Range1.8Trim Var.0.0906207827260462
V(Y[t],d=0,D=2)1.08542063492064Range4Trim Var.0.710957661290323
V(Y[t],d=1,D=2)0.388201680672269Range2.5Trim Var.0.252903225806452
V(Y[t],d=2,D=2)0.336550802139038Range2.2Trim Var.0.223034482758621
V(Y[t],d=3,D=2)0.517462121212122Range3Trim Var.0.323497536945813



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')