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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, 24 Dec 2010 13:30:34 +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/t1293197314yzgu3hbvkhy8ie9.htm/, Retrieved Tue, 30 Apr 2024 05:51:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114926, Retrieved Tue, 30 Apr 2024 05:51:19 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact140
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [vrm bel20] [2008-12-10 18:40:53] [74be16979710d4c4e7c6647856088456]
-  MPD  [Variance Reduction Matrix] [] [2009-12-15 15:11:00] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   PD      [Variance Reduction Matrix] [paper] [2010-12-24 13:30:34] [5d6b44265a1bea1cb58a5907cde468a5] [Current]
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Dataseries X:
3494,17
3667,03
3813,06
3917,96
3895,51
3801,06
3570,12
3701,61
3862,27
3970,1
4138,52
4199,75
4290,89
4443,91
4502,64
4356,98
4591,27
4696,96
4621,4
4562,84
4202,52
4296,49
4435,23
4105,18
4116,68
3844,49
3720,98
3674,4
3857,62
3801,06
3504,37
3032,6
3047,03
2962,34
2197,82
2014,45
1862,83
1905,41
1810,99
1670,07
1864,44
2052,02
2029,6
2070,83
2293,41
2443,27
2513,17
2466,92
2502,66
2539,91
2482,6
2626,15
2656,32
2446,66
2467,38
2462,32
2504,58
2579,39
2649,24
2636,87




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=114926&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=114926&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114926&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)845099.12677048Range3026.89Trim Var.709426.230698288
V(Y[t],d=1,D=0)33695.6326255991Range998.81Trim Var.17068.3793912917
V(Y[t],d=2,D=0)50861.0892866606Range1260.98Trim Var.26370.8107759804
V(Y[t],d=3,D=0)140751.961382582Range1886.22Trim Var.79394.4421628237
V(Y[t],d=0,D=1)1073451.14537376Range3305.13Trim Var.849985.339382869
V(Y[t],d=1,D=1)83374.1500730805Range1737.68Trim Var.36737.9613851220
V(Y[t],d=2,D=1)132788.522861836Range1774.54Trim Var.65916.2947310257
V(Y[t],d=3,D=1)387109.315162828Range3134.28Trim Var.181153.460551552
V(Y[t],d=0,D=2)3220745.1094523Range5494.53Trim Var.2687925.75163619
V(Y[t],d=1,D=2)289403.541822185Range2611.26Trim Var.150469.155262581
V(Y[t],d=2,D=2)494375.964103119Range3158.78000000000Trim Var.286822.248071379
V(Y[t],d=3,D=2)1456225.26549451Range5192.03Trim Var.836106.445125616

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 845099.12677048 & Range & 3026.89 & Trim Var. & 709426.230698288 \tabularnewline
V(Y[t],d=1,D=0) & 33695.6326255991 & Range & 998.81 & Trim Var. & 17068.3793912917 \tabularnewline
V(Y[t],d=2,D=0) & 50861.0892866606 & Range & 1260.98 & Trim Var. & 26370.8107759804 \tabularnewline
V(Y[t],d=3,D=0) & 140751.961382582 & Range & 1886.22 & Trim Var. & 79394.4421628237 \tabularnewline
V(Y[t],d=0,D=1) & 1073451.14537376 & Range & 3305.13 & Trim Var. & 849985.339382869 \tabularnewline
V(Y[t],d=1,D=1) & 83374.1500730805 & Range & 1737.68 & Trim Var. & 36737.9613851220 \tabularnewline
V(Y[t],d=2,D=1) & 132788.522861836 & Range & 1774.54 & Trim Var. & 65916.2947310257 \tabularnewline
V(Y[t],d=3,D=1) & 387109.315162828 & Range & 3134.28 & Trim Var. & 181153.460551552 \tabularnewline
V(Y[t],d=0,D=2) & 3220745.1094523 & Range & 5494.53 & Trim Var. & 2687925.75163619 \tabularnewline
V(Y[t],d=1,D=2) & 289403.541822185 & Range & 2611.26 & Trim Var. & 150469.155262581 \tabularnewline
V(Y[t],d=2,D=2) & 494375.964103119 & Range & 3158.78000000000 & Trim Var. & 286822.248071379 \tabularnewline
V(Y[t],d=3,D=2) & 1456225.26549451 & Range & 5192.03 & Trim Var. & 836106.445125616 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114926&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]845099.12677048[/C][C]Range[/C][C]3026.89[/C][C]Trim Var.[/C][C]709426.230698288[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]33695.6326255991[/C][C]Range[/C][C]998.81[/C][C]Trim Var.[/C][C]17068.3793912917[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]50861.0892866606[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]26370.8107759804[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]140751.961382582[/C][C]Range[/C][C]1886.22[/C][C]Trim Var.[/C][C]79394.4421628237[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1073451.14537376[/C][C]Range[/C][C]3305.13[/C][C]Trim Var.[/C][C]849985.339382869[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]83374.1500730805[/C][C]Range[/C][C]1737.68[/C][C]Trim Var.[/C][C]36737.9613851220[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]132788.522861836[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]65916.2947310257[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]387109.315162828[/C][C]Range[/C][C]3134.28[/C][C]Trim Var.[/C][C]181153.460551552[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3220745.1094523[/C][C]Range[/C][C]5494.53[/C][C]Trim Var.[/C][C]2687925.75163619[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]289403.541822185[/C][C]Range[/C][C]2611.26[/C][C]Trim Var.[/C][C]150469.155262581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]494375.964103119[/C][C]Range[/C][C]3158.78000000000[/C][C]Trim Var.[/C][C]286822.248071379[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1456225.26549451[/C][C]Range[/C][C]5192.03[/C][C]Trim Var.[/C][C]836106.445125616[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114926&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114926&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)845099.12677048Range3026.89Trim Var.709426.230698288
V(Y[t],d=1,D=0)33695.6326255991Range998.81Trim Var.17068.3793912917
V(Y[t],d=2,D=0)50861.0892866606Range1260.98Trim Var.26370.8107759804
V(Y[t],d=3,D=0)140751.961382582Range1886.22Trim Var.79394.4421628237
V(Y[t],d=0,D=1)1073451.14537376Range3305.13Trim Var.849985.339382869
V(Y[t],d=1,D=1)83374.1500730805Range1737.68Trim Var.36737.9613851220
V(Y[t],d=2,D=1)132788.522861836Range1774.54Trim Var.65916.2947310257
V(Y[t],d=3,D=1)387109.315162828Range3134.28Trim Var.181153.460551552
V(Y[t],d=0,D=2)3220745.1094523Range5494.53Trim Var.2687925.75163619
V(Y[t],d=1,D=2)289403.541822185Range2611.26Trim Var.150469.155262581
V(Y[t],d=2,D=2)494375.964103119Range3158.78000000000Trim Var.286822.248071379
V(Y[t],d=3,D=2)1456225.26549451Range5192.03Trim Var.836106.445125616



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')