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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 computationThu, 09 Dec 2010 21:12:12 +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/t1291929005ay5tywlue477i3p.htm/, Retrieved Mon, 29 Apr 2024 04:56:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107414, Retrieved Mon, 29 Apr 2024 04:56:10 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact117
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Paper - Werkloosh...] [2010-12-09 21:12:12] [cfd788255f1b1b5389e58d7f218c70bf] [Current]
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Dataseries X:
376.974
377.632
378.205
370.861
369.167
371.551
382.842
381.903
384.502
392.058
384.359
388.884
386.586
387.495
385.705
378.67
377.367
376.911
389.827
387.82
387.267
380.575
372.402
376.74
377.795
376.126
370.804
367.98
367.866
366.121
379.421
378.519
372.423
355.072
344.693
342.892
344.178
337.606
327.103
323.953
316.532
306.307
327.225
329.573
313.761
307.836
300.074
304.198
306.122
300.414
292.133
290.616
280.244
285.179
305.486
305.957
293.886
289.441
288.776
299.149
306.532
309.914
313.468
314.901
309.16
316.15
336.544
339.196
326.738
320.838
318.62
331.533
335.378




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107414&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107414&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107414&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)1236.46623374125Range111.814Trim Var.1048.57705246538
V(Y[t],d=1,D=0)61.4198308513302Range38.269Trim Var.32.3181681624504
V(Y[t],d=2,D=0)100.471572815694Range50.979Trim Var.64.2070368883768
V(Y[t],d=3,D=0)247.687384513664Range83.66Trim Var.135.555695831835
V(Y[t],d=0,D=1)709.289168862295Range93.053Trim Var.519.628310093614
V(Y[t],d=1,D=1)27.9343924192090Range29.4079999999999Trim Var.13.932373222921
V(Y[t],d=2,D=1)45.7514212092341Range36.9129999999998Trim Var.20.6286855145138
V(Y[t],d=3,D=1)138.383644343617Range67.9899999999996Trim Var.61.317961515837
V(Y[t],d=0,D=2)1164.63355668707Range114.22800Trim Var.936.942045491695
V(Y[t],d=1,D=2)55.9352802406912Range36.7449999999998Trim Var.26.4907731666666
V(Y[t],d=2,D=2)111.998508922293Range58.1269999999998Trim Var.43.8488077451218
V(Y[t],d=3,D=2)360.590413286954Range88.9819999999997Trim Var.156.357877843589

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1236.46623374125 & Range & 111.814 & Trim Var. & 1048.57705246538 \tabularnewline
V(Y[t],d=1,D=0) & 61.4198308513302 & Range & 38.269 & Trim Var. & 32.3181681624504 \tabularnewline
V(Y[t],d=2,D=0) & 100.471572815694 & Range & 50.979 & Trim Var. & 64.2070368883768 \tabularnewline
V(Y[t],d=3,D=0) & 247.687384513664 & Range & 83.66 & Trim Var. & 135.555695831835 \tabularnewline
V(Y[t],d=0,D=1) & 709.289168862295 & Range & 93.053 & Trim Var. & 519.628310093614 \tabularnewline
V(Y[t],d=1,D=1) & 27.9343924192090 & Range & 29.4079999999999 & Trim Var. & 13.932373222921 \tabularnewline
V(Y[t],d=2,D=1) & 45.7514212092341 & Range & 36.9129999999998 & Trim Var. & 20.6286855145138 \tabularnewline
V(Y[t],d=3,D=1) & 138.383644343617 & Range & 67.9899999999996 & Trim Var. & 61.317961515837 \tabularnewline
V(Y[t],d=0,D=2) & 1164.63355668707 & Range & 114.22800 & Trim Var. & 936.942045491695 \tabularnewline
V(Y[t],d=1,D=2) & 55.9352802406912 & Range & 36.7449999999998 & Trim Var. & 26.4907731666666 \tabularnewline
V(Y[t],d=2,D=2) & 111.998508922293 & Range & 58.1269999999998 & Trim Var. & 43.8488077451218 \tabularnewline
V(Y[t],d=3,D=2) & 360.590413286954 & Range & 88.9819999999997 & Trim Var. & 156.357877843589 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107414&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1236.46623374125[/C][C]Range[/C][C]111.814[/C][C]Trim Var.[/C][C]1048.57705246538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]61.4198308513302[/C][C]Range[/C][C]38.269[/C][C]Trim Var.[/C][C]32.3181681624504[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]100.471572815694[/C][C]Range[/C][C]50.979[/C][C]Trim Var.[/C][C]64.2070368883768[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]247.687384513664[/C][C]Range[/C][C]83.66[/C][C]Trim Var.[/C][C]135.555695831835[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]709.289168862295[/C][C]Range[/C][C]93.053[/C][C]Trim Var.[/C][C]519.628310093614[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]27.9343924192090[/C][C]Range[/C][C]29.4079999999999[/C][C]Trim Var.[/C][C]13.932373222921[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]45.7514212092341[/C][C]Range[/C][C]36.9129999999998[/C][C]Trim Var.[/C][C]20.6286855145138[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]138.383644343617[/C][C]Range[/C][C]67.9899999999996[/C][C]Trim Var.[/C][C]61.317961515837[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1164.63355668707[/C][C]Range[/C][C]114.22800[/C][C]Trim Var.[/C][C]936.942045491695[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]55.9352802406912[/C][C]Range[/C][C]36.7449999999998[/C][C]Trim Var.[/C][C]26.4907731666666[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]111.998508922293[/C][C]Range[/C][C]58.1269999999998[/C][C]Trim Var.[/C][C]43.8488077451218[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]360.590413286954[/C][C]Range[/C][C]88.9819999999997[/C][C]Trim Var.[/C][C]156.357877843589[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107414&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107414&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)1236.46623374125Range111.814Trim Var.1048.57705246538
V(Y[t],d=1,D=0)61.4198308513302Range38.269Trim Var.32.3181681624504
V(Y[t],d=2,D=0)100.471572815694Range50.979Trim Var.64.2070368883768
V(Y[t],d=3,D=0)247.687384513664Range83.66Trim Var.135.555695831835
V(Y[t],d=0,D=1)709.289168862295Range93.053Trim Var.519.628310093614
V(Y[t],d=1,D=1)27.9343924192090Range29.4079999999999Trim Var.13.932373222921
V(Y[t],d=2,D=1)45.7514212092341Range36.9129999999998Trim Var.20.6286855145138
V(Y[t],d=3,D=1)138.383644343617Range67.9899999999996Trim Var.61.317961515837
V(Y[t],d=0,D=2)1164.63355668707Range114.22800Trim Var.936.942045491695
V(Y[t],d=1,D=2)55.9352802406912Range36.7449999999998Trim Var.26.4907731666666
V(Y[t],d=2,D=2)111.998508922293Range58.1269999999998Trim Var.43.8488077451218
V(Y[t],d=3,D=2)360.590413286954Range88.9819999999997Trim Var.156.357877843589



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')