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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 computationFri, 10 Dec 2010 14:25:50 +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/10/t1291991055vmwekxcbvkbg0z8.htm/, Retrieved Mon, 29 Apr 2024 09:04:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=107717, Retrieved Mon, 29 Apr 2024 09:04:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact184
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] [workshop 9 - 5] [2010-12-03 16:59:38] [ec7b4b7cc1a30b20be5ec01cdf2adbbd]
-   PD      [Variance Reduction Matrix] [paper - time-seri...] [2010-12-10 14:25:50] [6ea41cf020a5319fc3c331a4158019e5] [Current]
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Dataseries X:
296.95
296.84
287.54 
287.81
283.99
275.79
269.52
278.35
283.43
289.46
282.30
293.55
304.78
300.99
315.29
316.21
331.79
329.38
317.27
317.98
340.28
339.21
336.71
340.11
347.72
328.68
303.05
299.83
320.04
317.94
303.31
308.85
319.19
314.52
312.39
315.77
320.23
309.45
296.54
297.28
301.39
306.68
305.91
314.76
323.34
341.58
330.12
318.16
317.84
325.39
327.56
329.77
333.29
346.10
358.00
344.82
313.30
301.26
306.38
319.31




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=107717&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=107717&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107717&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)388.691554124294Range88.48Trim Var.266.58528665269
V(Y[t],d=1,D=0)114.881198947984Range53.8199999999999Trim Var.65.2550722060958
V(Y[t],d=2,D=0)180.235906110103Range53.1300000000001Trim Var.127.915639215686
V(Y[t],d=3,D=0)407.862450438596Range83.56Trim Var.270.994209490196
V(Y[t],d=0,D=1)399.397245422078Range86.52Trim Var.250.74654677551
V(Y[t],d=1,D=1)165.821441077441Range61.15Trim Var.103.821658333333
V(Y[t],d=2,D=1)206.936154716981Range64.68Trim Var.123.655012367021
V(Y[t],d=3,D=1)461.07409172714Range117.06Trim Var.234.444283996299
V(Y[t],d=0,D=2)936.230485784314Range131.36Trim Var.609.627005458937
V(Y[t],d=1,D=2)466.724529490196Range89.37Trim Var.323.315254343434
V(Y[t],d=2,D=2)601.196178612244Range117.08Trim Var.332.097920930231
V(Y[t],d=3,D=2)1383.03436420068Range198.56Trim Var.669.903536101882

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 388.691554124294 & Range & 88.48 & Trim Var. & 266.58528665269 \tabularnewline
V(Y[t],d=1,D=0) & 114.881198947984 & Range & 53.8199999999999 & Trim Var. & 65.2550722060958 \tabularnewline
V(Y[t],d=2,D=0) & 180.235906110103 & Range & 53.1300000000001 & Trim Var. & 127.915639215686 \tabularnewline
V(Y[t],d=3,D=0) & 407.862450438596 & Range & 83.56 & Trim Var. & 270.994209490196 \tabularnewline
V(Y[t],d=0,D=1) & 399.397245422078 & Range & 86.52 & Trim Var. & 250.74654677551 \tabularnewline
V(Y[t],d=1,D=1) & 165.821441077441 & Range & 61.15 & Trim Var. & 103.821658333333 \tabularnewline
V(Y[t],d=2,D=1) & 206.936154716981 & Range & 64.68 & Trim Var. & 123.655012367021 \tabularnewline
V(Y[t],d=3,D=1) & 461.07409172714 & Range & 117.06 & Trim Var. & 234.444283996299 \tabularnewline
V(Y[t],d=0,D=2) & 936.230485784314 & Range & 131.36 & Trim Var. & 609.627005458937 \tabularnewline
V(Y[t],d=1,D=2) & 466.724529490196 & Range & 89.37 & Trim Var. & 323.315254343434 \tabularnewline
V(Y[t],d=2,D=2) & 601.196178612244 & Range & 117.08 & Trim Var. & 332.097920930231 \tabularnewline
V(Y[t],d=3,D=2) & 1383.03436420068 & Range & 198.56 & Trim Var. & 669.903536101882 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=107717&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]388.691554124294[/C][C]Range[/C][C]88.48[/C][C]Trim Var.[/C][C]266.58528665269[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]114.881198947984[/C][C]Range[/C][C]53.8199999999999[/C][C]Trim Var.[/C][C]65.2550722060958[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]180.235906110103[/C][C]Range[/C][C]53.1300000000001[/C][C]Trim Var.[/C][C]127.915639215686[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]407.862450438596[/C][C]Range[/C][C]83.56[/C][C]Trim Var.[/C][C]270.994209490196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]399.397245422078[/C][C]Range[/C][C]86.52[/C][C]Trim Var.[/C][C]250.74654677551[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]165.821441077441[/C][C]Range[/C][C]61.15[/C][C]Trim Var.[/C][C]103.821658333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]206.936154716981[/C][C]Range[/C][C]64.68[/C][C]Trim Var.[/C][C]123.655012367021[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]461.07409172714[/C][C]Range[/C][C]117.06[/C][C]Trim Var.[/C][C]234.444283996299[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]936.230485784314[/C][C]Range[/C][C]131.36[/C][C]Trim Var.[/C][C]609.627005458937[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]466.724529490196[/C][C]Range[/C][C]89.37[/C][C]Trim Var.[/C][C]323.315254343434[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]601.196178612244[/C][C]Range[/C][C]117.08[/C][C]Trim Var.[/C][C]332.097920930231[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1383.03436420068[/C][C]Range[/C][C]198.56[/C][C]Trim Var.[/C][C]669.903536101882[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=107717&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=107717&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)388.691554124294Range88.48Trim Var.266.58528665269
V(Y[t],d=1,D=0)114.881198947984Range53.8199999999999Trim Var.65.2550722060958
V(Y[t],d=2,D=0)180.235906110103Range53.1300000000001Trim Var.127.915639215686
V(Y[t],d=3,D=0)407.862450438596Range83.56Trim Var.270.994209490196
V(Y[t],d=0,D=1)399.397245422078Range86.52Trim Var.250.74654677551
V(Y[t],d=1,D=1)165.821441077441Range61.15Trim Var.103.821658333333
V(Y[t],d=2,D=1)206.936154716981Range64.68Trim Var.123.655012367021
V(Y[t],d=3,D=1)461.07409172714Range117.06Trim Var.234.444283996299
V(Y[t],d=0,D=2)936.230485784314Range131.36Trim Var.609.627005458937
V(Y[t],d=1,D=2)466.724529490196Range89.37Trim Var.323.315254343434
V(Y[t],d=2,D=2)601.196178612244Range117.08Trim Var.332.097920930231
V(Y[t],d=3,D=2)1383.03436420068Range198.56Trim Var.669.903536101882



Parameters (Session):
par1 = 4 ;
Parameters (R input):
par1 = 4 ;
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')