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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 computationSun, 19 Dec 2010 19:58:51 +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/t12927886451b2wa63eaw283ju.htm/, Retrieved Sun, 05 May 2024 06:35:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112721, Retrieved Sun, 05 May 2024 06:35:17 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact145
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] [] [2010-12-05 17:42:47] [8ef75e99f9f5061c72c54640f2f1c3e7]
-    D      [Variance Reduction Matrix] [] [2010-12-19 19:58:51] [e26438ba7029caa0090c95690001dbf5] [Current]
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Dataseries X:
4,031636
3,702076
3,056176
3,280707
2,984728
3,693712
3,226317
2,190349
2,599515
3,080288
2,929672
2,922548
3,234943
2,983081
3,284389
3,806511
3,784579
2,645654
3,092081
3,204859
3,107225
3,466909
2,984404
3,218072
2,82731
3,182049
2,236319
2,033218
1,644804
1,627971
1,677559
2,330828
2,493615
2,257172
2,655517
2,298655
2,600402
3,04523
2,790583
3,227052
2,967479
2,938817
3,277961
3,423985
3,072646
2,754253
2,910431
3,174369
3,068387
3,089543
2,906654
2,931161
3,02566
2,939551
2,691019
3,19812
3,07639
2,863873
3,013802
3,053364
2,864753
3,057062
2,959365
3,252258
3,602988
3,497704
3,296867
3,602417
3,3001
3,40193
3,502591
3,402348
3,498551
3,199823
2,700064
2,801034
2,898628
2,800854
2,399942
2,402724
2,202331
2,102594
1,798293
1,202484
1,400201
1,200832
1,298083
1,099742
1,001377
0,8361743




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112721&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112721&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112721&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Variance Reduction Matrix
V(Y[t],d=0,D=0)0.463453890071487Range3.1954617Trim Var.0.263813413066209
V(Y[t],d=1,D=0)0.121352270562231Range1.847909Trim Var.0.0644824524961805
V(Y[t],d=2,D=0)0.292471645442752Range2.885821Trim Var.0.166784502408366
V(Y[t],d=3,D=0)0.90961250195952Range4.883687Trim Var.0.545269979082308
V(Y[t],d=0,D=1)0.836019217563042Range3.800266Trim Var.0.580721635867885
V(Y[t],d=1,D=1)0.251883878919409Range2.996655Trim Var.0.130160609460192
V(Y[t],d=2,D=1)0.598492400380487Range4.883687Trim Var.0.271053664370093
V(Y[t],d=3,D=1)1.89165652396734Range8.047084Trim Var.0.950157699714578
V(Y[t],d=0,D=2)2.03874300387842Range6.402076Trim Var.1.18464087361472
V(Y[t],d=1,D=2)0.71949028398082Range5.164247Trim Var.0.364277894133162
V(Y[t],d=2,D=2)1.71732527990294Range7.891192Trim Var.0.79029002062622
V(Y[t],d=3,D=2)5.45454260625269Range12.87426Trim Var.2.68383261201407

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.463453890071487 & Range & 3.1954617 & Trim Var. & 0.263813413066209 \tabularnewline
V(Y[t],d=1,D=0) & 0.121352270562231 & Range & 1.847909 & Trim Var. & 0.0644824524961805 \tabularnewline
V(Y[t],d=2,D=0) & 0.292471645442752 & Range & 2.885821 & Trim Var. & 0.166784502408366 \tabularnewline
V(Y[t],d=3,D=0) & 0.90961250195952 & Range & 4.883687 & Trim Var. & 0.545269979082308 \tabularnewline
V(Y[t],d=0,D=1) & 0.836019217563042 & Range & 3.800266 & Trim Var. & 0.580721635867885 \tabularnewline
V(Y[t],d=1,D=1) & 0.251883878919409 & Range & 2.996655 & Trim Var. & 0.130160609460192 \tabularnewline
V(Y[t],d=2,D=1) & 0.598492400380487 & Range & 4.883687 & Trim Var. & 0.271053664370093 \tabularnewline
V(Y[t],d=3,D=1) & 1.89165652396734 & Range & 8.047084 & Trim Var. & 0.950157699714578 \tabularnewline
V(Y[t],d=0,D=2) & 2.03874300387842 & Range & 6.402076 & Trim Var. & 1.18464087361472 \tabularnewline
V(Y[t],d=1,D=2) & 0.71949028398082 & Range & 5.164247 & Trim Var. & 0.364277894133162 \tabularnewline
V(Y[t],d=2,D=2) & 1.71732527990294 & Range & 7.891192 & Trim Var. & 0.79029002062622 \tabularnewline
V(Y[t],d=3,D=2) & 5.45454260625269 & Range & 12.87426 & Trim Var. & 2.68383261201407 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112721&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.463453890071487[/C][C]Range[/C][C]3.1954617[/C][C]Trim Var.[/C][C]0.263813413066209[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.121352270562231[/C][C]Range[/C][C]1.847909[/C][C]Trim Var.[/C][C]0.0644824524961805[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.292471645442752[/C][C]Range[/C][C]2.885821[/C][C]Trim Var.[/C][C]0.166784502408366[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.90961250195952[/C][C]Range[/C][C]4.883687[/C][C]Trim Var.[/C][C]0.545269979082308[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.836019217563042[/C][C]Range[/C][C]3.800266[/C][C]Trim Var.[/C][C]0.580721635867885[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.251883878919409[/C][C]Range[/C][C]2.996655[/C][C]Trim Var.[/C][C]0.130160609460192[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.598492400380487[/C][C]Range[/C][C]4.883687[/C][C]Trim Var.[/C][C]0.271053664370093[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.89165652396734[/C][C]Range[/C][C]8.047084[/C][C]Trim Var.[/C][C]0.950157699714578[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.03874300387842[/C][C]Range[/C][C]6.402076[/C][C]Trim Var.[/C][C]1.18464087361472[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.71949028398082[/C][C]Range[/C][C]5.164247[/C][C]Trim Var.[/C][C]0.364277894133162[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.71732527990294[/C][C]Range[/C][C]7.891192[/C][C]Trim Var.[/C][C]0.79029002062622[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5.45454260625269[/C][C]Range[/C][C]12.87426[/C][C]Trim Var.[/C][C]2.68383261201407[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112721&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112721&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)0.463453890071487Range3.1954617Trim Var.0.263813413066209
V(Y[t],d=1,D=0)0.121352270562231Range1.847909Trim Var.0.0644824524961805
V(Y[t],d=2,D=0)0.292471645442752Range2.885821Trim Var.0.166784502408366
V(Y[t],d=3,D=0)0.90961250195952Range4.883687Trim Var.0.545269979082308
V(Y[t],d=0,D=1)0.836019217563042Range3.800266Trim Var.0.580721635867885
V(Y[t],d=1,D=1)0.251883878919409Range2.996655Trim Var.0.130160609460192
V(Y[t],d=2,D=1)0.598492400380487Range4.883687Trim Var.0.271053664370093
V(Y[t],d=3,D=1)1.89165652396734Range8.047084Trim Var.0.950157699714578
V(Y[t],d=0,D=2)2.03874300387842Range6.402076Trim Var.1.18464087361472
V(Y[t],d=1,D=2)0.71949028398082Range5.164247Trim Var.0.364277894133162
V(Y[t],d=2,D=2)1.71732527990294Range7.891192Trim Var.0.79029002062622
V(Y[t],d=3,D=2)5.45454260625269Range12.87426Trim Var.2.68383261201407



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')