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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 computationSun, 19 Dec 2010 14:27:47 +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/19/t1292768751n9csgpxx5pcjur3.htm/, Retrieved Sat, 04 May 2024 23:16:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112429, Retrieved Sat, 04 May 2024 23:16:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [Variance Reduction Matrix] [] [2010-12-14 14:04:26] [c91278f1cd2d8b4eeb874e50bb706c21]
-    D      [Variance Reduction Matrix] [] [2010-12-19 14:27:47] [4dbe485270073769796ed1462cddce37] [Current]
-   P         [Variance Reduction Matrix] [] [2010-12-28 00:21:47] [2e1e44f0ae3cb9513dc28781dfdb387b]
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Dataseries X:
364
351
380
319
322
386
221
187
343
342
365
313
356
337
389
326
343
357
220
218
391
425
332
298
360
336
325
393
301
426
265
210
429
440
357
431
442
422
544
420
396
482
261
211
448
468
464
425
415
433
531
457
380
481
302
216
509
417
370




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112429&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112429&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112429&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'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)7012.91350087668Range357Trim Var.4749.48984034833
V(Y[t],d=1,D=0)10039.6031457955Range514Trim Var.5363.97435897436
V(Y[t],d=2,D=0)25992.9949874687Range764Trim Var.16605.4337254902
V(Y[t],d=3,D=0)76175.3243506493Range1242Trim Var.51579.1934693878
V(Y[t],d=0,D=1)2920.02775208141Range313Trim Var.1237.43048780488
V(Y[t],d=1,D=1)4414.60483091787Range325Trim Var.2269.69230769231
V(Y[t],d=2,D=1)13776.1949494949Range585Trim Var.6642.20377867746
V(Y[t],d=3,D=1)47937.3868921776Range1039Trim Var.24245.966571835
V(Y[t],d=0,D=2)9899.05546218487Range515Trim Var.4676.13978494624
V(Y[t],d=1,D=2)15467.1702317291Range565Trim Var.9007.5643678161
V(Y[t],d=2,D=2)49693.8920454545Range1019Trim Var.27844.8620689655
V(Y[t],d=3,D=2)178330.221774194Range1846Trim Var.106565.867724868

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7012.91350087668 & Range & 357 & Trim Var. & 4749.48984034833 \tabularnewline
V(Y[t],d=1,D=0) & 10039.6031457955 & Range & 514 & Trim Var. & 5363.97435897436 \tabularnewline
V(Y[t],d=2,D=0) & 25992.9949874687 & Range & 764 & Trim Var. & 16605.4337254902 \tabularnewline
V(Y[t],d=3,D=0) & 76175.3243506493 & Range & 1242 & Trim Var. & 51579.1934693878 \tabularnewline
V(Y[t],d=0,D=1) & 2920.02775208141 & Range & 313 & Trim Var. & 1237.43048780488 \tabularnewline
V(Y[t],d=1,D=1) & 4414.60483091787 & Range & 325 & Trim Var. & 2269.69230769231 \tabularnewline
V(Y[t],d=2,D=1) & 13776.1949494949 & Range & 585 & Trim Var. & 6642.20377867746 \tabularnewline
V(Y[t],d=3,D=1) & 47937.3868921776 & Range & 1039 & Trim Var. & 24245.966571835 \tabularnewline
V(Y[t],d=0,D=2) & 9899.05546218487 & Range & 515 & Trim Var. & 4676.13978494624 \tabularnewline
V(Y[t],d=1,D=2) & 15467.1702317291 & Range & 565 & Trim Var. & 9007.5643678161 \tabularnewline
V(Y[t],d=2,D=2) & 49693.8920454545 & Range & 1019 & Trim Var. & 27844.8620689655 \tabularnewline
V(Y[t],d=3,D=2) & 178330.221774194 & Range & 1846 & Trim Var. & 106565.867724868 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112429&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7012.91350087668[/C][C]Range[/C][C]357[/C][C]Trim Var.[/C][C]4749.48984034833[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]10039.6031457955[/C][C]Range[/C][C]514[/C][C]Trim Var.[/C][C]5363.97435897436[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25992.9949874687[/C][C]Range[/C][C]764[/C][C]Trim Var.[/C][C]16605.4337254902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]76175.3243506493[/C][C]Range[/C][C]1242[/C][C]Trim Var.[/C][C]51579.1934693878[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2920.02775208141[/C][C]Range[/C][C]313[/C][C]Trim Var.[/C][C]1237.43048780488[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]4414.60483091787[/C][C]Range[/C][C]325[/C][C]Trim Var.[/C][C]2269.69230769231[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]13776.1949494949[/C][C]Range[/C][C]585[/C][C]Trim Var.[/C][C]6642.20377867746[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]47937.3868921776[/C][C]Range[/C][C]1039[/C][C]Trim Var.[/C][C]24245.966571835[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]9899.05546218487[/C][C]Range[/C][C]515[/C][C]Trim Var.[/C][C]4676.13978494624[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]15467.1702317291[/C][C]Range[/C][C]565[/C][C]Trim Var.[/C][C]9007.5643678161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]49693.8920454545[/C][C]Range[/C][C]1019[/C][C]Trim Var.[/C][C]27844.8620689655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]178330.221774194[/C][C]Range[/C][C]1846[/C][C]Trim Var.[/C][C]106565.867724868[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112429&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112429&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)7012.91350087668Range357Trim Var.4749.48984034833
V(Y[t],d=1,D=0)10039.6031457955Range514Trim Var.5363.97435897436
V(Y[t],d=2,D=0)25992.9949874687Range764Trim Var.16605.4337254902
V(Y[t],d=3,D=0)76175.3243506493Range1242Trim Var.51579.1934693878
V(Y[t],d=0,D=1)2920.02775208141Range313Trim Var.1237.43048780488
V(Y[t],d=1,D=1)4414.60483091787Range325Trim Var.2269.69230769231
V(Y[t],d=2,D=1)13776.1949494949Range585Trim Var.6642.20377867746
V(Y[t],d=3,D=1)47937.3868921776Range1039Trim Var.24245.966571835
V(Y[t],d=0,D=2)9899.05546218487Range515Trim Var.4676.13978494624
V(Y[t],d=1,D=2)15467.1702317291Range565Trim Var.9007.5643678161
V(Y[t],d=2,D=2)49693.8920454545Range1019Trim Var.27844.8620689655
V(Y[t],d=3,D=2)178330.221774194Range1846Trim Var.106565.867724868



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')