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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 computationTue, 21 Dec 2010 14:54:39 +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/21/t1292943150ruciiocl4mjztuk.htm/, Retrieved Sun, 19 May 2024 19:17:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113637, Retrieved Sun, 19 May 2024 19:17:17 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162
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] [VRM olieproductie MT] [2010-12-21 14:54:39] [8f110cf3e3846d42560df9b5835185a6] [Current]
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Dataseries X:
78.33
78.21
78.94
77.94
77.31
75.75
77.73
77.90
77.45
77.46
77.97
77.23
76.56
76.70
76.51
76.03
76.69
76.38
76.80
76.63
77.17
78.63
78.89
76.94
77.50
79.27
79.77
78.62
78.60
77.88
78.71
79.27
80.12
81.12
81.48
82.81
82.39
82.41
82.20
81.99
81.61
83.51
84.05
82.99
83.54
84.44
84.24
83.88
84.17
84.59
84.76
85.14
85.22
84.77
84.50
84.56
83.79
83.96
84.80
84.89
84.78
84.80
84.44
84.65
84.22
84.08
85.29
85.00
84.63
84.92
84.61
84.50
84.29
84.50
84.41
84.71
84.21
83.86
84.40
83.71
84.42
85.26
85.08
85.65
85.74
85.89
86.08
85.49
85.97
85.84
86.72
85.42
83.87
85.45
85.35
84.27
83.13
83.79
83.70
83.76
83.47
83.78
84.83
84.43
84.90
85.36
85.49
85.29




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113637&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113637&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113637&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'George Udny Yule' @ 72.249.76.132







Variance Reduction Matrix
V(Y[t],d=0,D=0)10.5118624783662Range10.97Trim Var.8.6460356140351
V(Y[t],d=1,D=0)0.505896931758068Range3.93000000000001Trim Var.0.252531623740203
V(Y[t],d=2,D=0)1.10040513926326Range5.75000000000001Trim Var.0.580171962937544
V(Y[t],d=3,D=0)3.09245326007327Range10.0700000000000Trim Var.1.65532295465171
V(Y[t],d=0,D=1)3.497889375Range8.48Trim Var.2.18753597811218
V(Y[t],d=1,D=1)0.938386830907057Range5.63000000000001Trim Var.0.505280028011206
V(Y[t],d=2,D=1)1.86474957675590Range7.44000000000001Trim Var.0.980415533562827
V(Y[t],d=3,D=1)4.95273359046285Range12.0900000000000Trim Var.2.67503282397886
V(Y[t],d=0,D=2)6.68011926276535Range11.050Trim Var.4.44351047760089
V(Y[t],d=1,D=2)3.05213344108140Range9.46000000000002Trim Var.1.53469969558600
V(Y[t],d=2,D=2)5.93949123757906Range13.3600000000000Trim Var.3.1582924687011
V(Y[t],d=3,D=2)15.5385332716050Range21.8100000000000Trim Var.7.46806663983905

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 10.5118624783662 & Range & 10.97 & Trim Var. & 8.6460356140351 \tabularnewline
V(Y[t],d=1,D=0) & 0.505896931758068 & Range & 3.93000000000001 & Trim Var. & 0.252531623740203 \tabularnewline
V(Y[t],d=2,D=0) & 1.10040513926326 & Range & 5.75000000000001 & Trim Var. & 0.580171962937544 \tabularnewline
V(Y[t],d=3,D=0) & 3.09245326007327 & Range & 10.0700000000000 & Trim Var. & 1.65532295465171 \tabularnewline
V(Y[t],d=0,D=1) & 3.497889375 & Range & 8.48 & Trim Var. & 2.18753597811218 \tabularnewline
V(Y[t],d=1,D=1) & 0.938386830907057 & Range & 5.63000000000001 & Trim Var. & 0.505280028011206 \tabularnewline
V(Y[t],d=2,D=1) & 1.86474957675590 & Range & 7.44000000000001 & Trim Var. & 0.980415533562827 \tabularnewline
V(Y[t],d=3,D=1) & 4.95273359046285 & Range & 12.0900000000000 & Trim Var. & 2.67503282397886 \tabularnewline
V(Y[t],d=0,D=2) & 6.68011926276535 & Range & 11.050 & Trim Var. & 4.44351047760089 \tabularnewline
V(Y[t],d=1,D=2) & 3.05213344108140 & Range & 9.46000000000002 & Trim Var. & 1.53469969558600 \tabularnewline
V(Y[t],d=2,D=2) & 5.93949123757906 & Range & 13.3600000000000 & Trim Var. & 3.1582924687011 \tabularnewline
V(Y[t],d=3,D=2) & 15.5385332716050 & Range & 21.8100000000000 & Trim Var. & 7.46806663983905 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113637&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]10.5118624783662[/C][C]Range[/C][C]10.97[/C][C]Trim Var.[/C][C]8.6460356140351[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.505896931758068[/C][C]Range[/C][C]3.93000000000001[/C][C]Trim Var.[/C][C]0.252531623740203[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.10040513926326[/C][C]Range[/C][C]5.75000000000001[/C][C]Trim Var.[/C][C]0.580171962937544[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3.09245326007327[/C][C]Range[/C][C]10.0700000000000[/C][C]Trim Var.[/C][C]1.65532295465171[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3.497889375[/C][C]Range[/C][C]8.48[/C][C]Trim Var.[/C][C]2.18753597811218[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.938386830907057[/C][C]Range[/C][C]5.63000000000001[/C][C]Trim Var.[/C][C]0.505280028011206[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.86474957675590[/C][C]Range[/C][C]7.44000000000001[/C][C]Trim Var.[/C][C]0.980415533562827[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4.95273359046285[/C][C]Range[/C][C]12.0900000000000[/C][C]Trim Var.[/C][C]2.67503282397886[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6.68011926276535[/C][C]Range[/C][C]11.050[/C][C]Trim Var.[/C][C]4.44351047760089[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3.05213344108140[/C][C]Range[/C][C]9.46000000000002[/C][C]Trim Var.[/C][C]1.53469969558600[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5.93949123757906[/C][C]Range[/C][C]13.3600000000000[/C][C]Trim Var.[/C][C]3.1582924687011[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]15.5385332716050[/C][C]Range[/C][C]21.8100000000000[/C][C]Trim Var.[/C][C]7.46806663983905[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113637&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113637&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)10.5118624783662Range10.97Trim Var.8.6460356140351
V(Y[t],d=1,D=0)0.505896931758068Range3.93000000000001Trim Var.0.252531623740203
V(Y[t],d=2,D=0)1.10040513926326Range5.75000000000001Trim Var.0.580171962937544
V(Y[t],d=3,D=0)3.09245326007327Range10.0700000000000Trim Var.1.65532295465171
V(Y[t],d=0,D=1)3.497889375Range8.48Trim Var.2.18753597811218
V(Y[t],d=1,D=1)0.938386830907057Range5.63000000000001Trim Var.0.505280028011206
V(Y[t],d=2,D=1)1.86474957675590Range7.44000000000001Trim Var.0.980415533562827
V(Y[t],d=3,D=1)4.95273359046285Range12.0900000000000Trim Var.2.67503282397886
V(Y[t],d=0,D=2)6.68011926276535Range11.050Trim Var.4.44351047760089
V(Y[t],d=1,D=2)3.05213344108140Range9.46000000000002Trim Var.1.53469969558600
V(Y[t],d=2,D=2)5.93949123757906Range13.3600000000000Trim Var.3.1582924687011
V(Y[t],d=3,D=2)15.5385332716050Range21.8100000000000Trim Var.7.46806663983905



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')