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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 computationFri, 24 Dec 2010 11:50:15 +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/24/t1293191333xk1xznvpvzvqx8a.htm/, Retrieved Tue, 30 Apr 2024 01:15:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114781, Retrieved Tue, 30 Apr 2024 01:15:51 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact144
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [Q7 - zonder trans...] [2008-12-01 20:04:13] [299afd6311e4c20059ea2f05c8dd029d]
F RM D    [Variance Reduction Matrix] [Q8] [2008-12-01 20:20:44] [299afd6311e4c20059ea2f05c8dd029d]
F    D      [Variance Reduction Matrix] [Q8 - 2] [2008-12-01 20:25:07] [299afd6311e4c20059ea2f05c8dd029d]
F RM D        [Standard Deviation-Mean Plot] [Deel 2: Step 1] [2008-12-08 20:09:35] [299afd6311e4c20059ea2f05c8dd029d]
- RM D          [Variance Reduction Matrix] [Deel 2: Step 2 - VRM] [2008-12-08 20:13:17] [299afd6311e4c20059ea2f05c8dd029d]
-                 [Variance Reduction Matrix] [Totale Uitvoer - VRM] [2008-12-17 16:00:59] [299afd6311e4c20059ea2f05c8dd029d]
-  MPD                [Variance Reduction Matrix] [] [2010-12-24 11:50:15] [b91d9cfbf8712a09013bf3c2e3081c55] [Current]
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Dataseries X:
1143,94
1227,85
1261,26
1408,95
1162,58
1259,39
1253,85
1475,32
1211,75
1303,83
1299,37
1430,73
1244,95
1318,58
1318,74
1525,05
1275,88
1360,09
1349,81
1574,04
1294,58
1380,60
1369,22
1565,98
1338,96
1457,57
1456,21
1654,44
1428,47
1530,39
1514,13
1698,25
1454,22
1578,06
1526,53
1714,21
1492,86
1593,42
1555,50
1820,55
1534,57
1636,03
1594,58
1805,13
1565,37
1679,57
1638,26
1854,64
1628,72
1744,97
1694,35
1920,88
1680,26
1778,62
1740,89
2010,56




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114781&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]2 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=114781&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114781&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Variance Reduction Matrix
V(Y[t],d=0,D=0)41141.1930651623Range866.62Trim Var.28111.7903568980
V(Y[t],d=1,D=0)28120.4363853872Range555.65Trim Var.22722.9195301871
V(Y[t],d=2,D=0)95870.787218868Range938.47Trim Var.82182.060029743
V(Y[t],d=3,D=0)356149.745305298Range1792.47Trim Var.311977.795641258
V(Y[t],d=0,D=1)845.646447171945Range150.930000000000Trim Var.459.491220676329
V(Y[t],d=1,D=1)1201.66047317647Range167.9Trim Var.593.964105252524
V(Y[t],d=2,D=1)3443.19218465305Range309.900000000000Trim Var.1607.27646612050
V(Y[t],d=3,D=1)11465.6570627551Range523.23Trim Var.5700.27536101882
V(Y[t],d=0,D=2)2288.89279676418Range260.670000000000Trim Var.968.126093844367
V(Y[t],d=1,D=2)3644.78032099906Range328.950000000000Trim Var.1370.97895256097
V(Y[t],d=2,D=2)10664.5978442512Range565.119999999999Trim Var.4196.68273070511
V(Y[t],d=3,D=2)36096.0091361615Range944.209999999999Trim Var.14418.4819620782

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 41141.1930651623 & Range & 866.62 & Trim Var. & 28111.7903568980 \tabularnewline
V(Y[t],d=1,D=0) & 28120.4363853872 & Range & 555.65 & Trim Var. & 22722.9195301871 \tabularnewline
V(Y[t],d=2,D=0) & 95870.787218868 & Range & 938.47 & Trim Var. & 82182.060029743 \tabularnewline
V(Y[t],d=3,D=0) & 356149.745305298 & Range & 1792.47 & Trim Var. & 311977.795641258 \tabularnewline
V(Y[t],d=0,D=1) & 845.646447171945 & Range & 150.930000000000 & Trim Var. & 459.491220676329 \tabularnewline
V(Y[t],d=1,D=1) & 1201.66047317647 & Range & 167.9 & Trim Var. & 593.964105252524 \tabularnewline
V(Y[t],d=2,D=1) & 3443.19218465305 & Range & 309.900000000000 & Trim Var. & 1607.27646612050 \tabularnewline
V(Y[t],d=3,D=1) & 11465.6570627551 & Range & 523.23 & Trim Var. & 5700.27536101882 \tabularnewline
V(Y[t],d=0,D=2) & 2288.89279676418 & Range & 260.670000000000 & Trim Var. & 968.126093844367 \tabularnewline
V(Y[t],d=1,D=2) & 3644.78032099906 & Range & 328.950000000000 & Trim Var. & 1370.97895256097 \tabularnewline
V(Y[t],d=2,D=2) & 10664.5978442512 & Range & 565.119999999999 & Trim Var. & 4196.68273070511 \tabularnewline
V(Y[t],d=3,D=2) & 36096.0091361615 & Range & 944.209999999999 & Trim Var. & 14418.4819620782 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114781&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]41141.1930651623[/C][C]Range[/C][C]866.62[/C][C]Trim Var.[/C][C]28111.7903568980[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]28120.4363853872[/C][C]Range[/C][C]555.65[/C][C]Trim Var.[/C][C]22722.9195301871[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]95870.787218868[/C][C]Range[/C][C]938.47[/C][C]Trim Var.[/C][C]82182.060029743[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]356149.745305298[/C][C]Range[/C][C]1792.47[/C][C]Trim Var.[/C][C]311977.795641258[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]845.646447171945[/C][C]Range[/C][C]150.930000000000[/C][C]Trim Var.[/C][C]459.491220676329[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1201.66047317647[/C][C]Range[/C][C]167.9[/C][C]Trim Var.[/C][C]593.964105252524[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3443.19218465305[/C][C]Range[/C][C]309.900000000000[/C][C]Trim Var.[/C][C]1607.27646612050[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11465.6570627551[/C][C]Range[/C][C]523.23[/C][C]Trim Var.[/C][C]5700.27536101882[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2288.89279676418[/C][C]Range[/C][C]260.670000000000[/C][C]Trim Var.[/C][C]968.126093844367[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3644.78032099906[/C][C]Range[/C][C]328.950000000000[/C][C]Trim Var.[/C][C]1370.97895256097[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10664.5978442512[/C][C]Range[/C][C]565.119999999999[/C][C]Trim Var.[/C][C]4196.68273070511[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]36096.0091361615[/C][C]Range[/C][C]944.209999999999[/C][C]Trim Var.[/C][C]14418.4819620782[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114781&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114781&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)41141.1930651623Range866.62Trim Var.28111.7903568980
V(Y[t],d=1,D=0)28120.4363853872Range555.65Trim Var.22722.9195301871
V(Y[t],d=2,D=0)95870.787218868Range938.47Trim Var.82182.060029743
V(Y[t],d=3,D=0)356149.745305298Range1792.47Trim Var.311977.795641258
V(Y[t],d=0,D=1)845.646447171945Range150.930000000000Trim Var.459.491220676329
V(Y[t],d=1,D=1)1201.66047317647Range167.9Trim Var.593.964105252524
V(Y[t],d=2,D=1)3443.19218465305Range309.900000000000Trim Var.1607.27646612050
V(Y[t],d=3,D=1)11465.6570627551Range523.23Trim Var.5700.27536101882
V(Y[t],d=0,D=2)2288.89279676418Range260.670000000000Trim Var.968.126093844367
V(Y[t],d=1,D=2)3644.78032099906Range328.950000000000Trim Var.1370.97895256097
V(Y[t],d=2,D=2)10664.5978442512Range565.119999999999Trim Var.4196.68273070511
V(Y[t],d=3,D=2)36096.0091361615Range944.209999999999Trim Var.14418.4819620782



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')