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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 14:27:16 +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/t12932007549gv8fkfil2zj66i.htm/, Retrieved Tue, 30 Apr 2024 07:14:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114999, Retrieved Tue, 30 Apr 2024 07:14:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact121
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Kendall tau Correlation Matrix] [] [2010-12-05 18:04:16] [b98453cac15ba1066b407e146608df68]
F RMPD  [Pearson Correlation] [Pearson correlati...] [2010-12-22 19:14:03] [96348ef82925ade81ab3c243141d80f1]
- RMPD    [Variance Reduction Matrix] [variantie reducti...] [2010-12-24 14:01:07] [96348ef82925ade81ab3c243141d80f1]
-   PD        [Variance Reduction Matrix] [variantie reducti...] [2010-12-24 14:27:16] [03bcd8c83ef1a42b4029a16ba47a4880] [Current]
-    D          [Variance Reduction Matrix] [VRM goudprijzen] [2010-12-24 16:59:39] [96348ef82925ade81ab3c243141d80f1]
-    D            [Variance Reduction Matrix] [VRM goudprijzen] [2010-12-28 19:00:31] [30b3e197115d238a51c18bcedc33a6a5]
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Dataseries X:
192.37
192.65
193.77
194.54
198.63
202.3
206.05
210.94
220.57
228.55
235.61
239.86
243.05
241.37
249.31
259.98
262.85
273.13
278.37
288.19
299.13
301.26
305.36
307.75
317.2
323.6
332.31
341.59
344.3
335.17




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=114999&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=114999&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114999&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)2597.15685333333Range151.93Trim Var.2098.10099461538
V(Y[t],d=1,D=0)19.5942394088670Range20.07Trim Var.9.79724166666664
V(Y[t],d=2,D=0)24.6259284391534Range21.4600000000000Trim Var.13.1048461956521
V(Y[t],d=3,D=0)56.805119088319Range27.6599999999999Trim Var.34.5153146245059
V(Y[t],d=0,D=1)111.651064379085Range34.28Trim Var.84.9062095833332
V(Y[t],d=1,D=1)46.5256779411765Range29.31Trim Var.17.7290552380953
V(Y[t],d=2,D=1)57.5940462500001Range28.03Trim Var.33.2162439560441
V(Y[t],d=3,D=1)112.727426666667Range39.4300000000001Trim Var.66.500880769231
V(Y[t],d=0,D=2)216.286950000000Range42.3Trim Var.28.4490250000003
V(Y[t],d=1,D=2)183.72267Range36.06Trim Var.38.422033333334
V(Y[t],d=2,D=2)282.371233333334Range39.4300000000001Trim Var.58.86125
V(Y[t],d=3,D=2)970.79773333334Range57.0200000000002Trim Var.NA

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2597.15685333333 & Range & 151.93 & Trim Var. & 2098.10099461538 \tabularnewline
V(Y[t],d=1,D=0) & 19.5942394088670 & Range & 20.07 & Trim Var. & 9.79724166666664 \tabularnewline
V(Y[t],d=2,D=0) & 24.6259284391534 & Range & 21.4600000000000 & Trim Var. & 13.1048461956521 \tabularnewline
V(Y[t],d=3,D=0) & 56.805119088319 & Range & 27.6599999999999 & Trim Var. & 34.5153146245059 \tabularnewline
V(Y[t],d=0,D=1) & 111.651064379085 & Range & 34.28 & Trim Var. & 84.9062095833332 \tabularnewline
V(Y[t],d=1,D=1) & 46.5256779411765 & Range & 29.31 & Trim Var. & 17.7290552380953 \tabularnewline
V(Y[t],d=2,D=1) & 57.5940462500001 & Range & 28.03 & Trim Var. & 33.2162439560441 \tabularnewline
V(Y[t],d=3,D=1) & 112.727426666667 & Range & 39.4300000000001 & Trim Var. & 66.500880769231 \tabularnewline
V(Y[t],d=0,D=2) & 216.286950000000 & Range & 42.3 & Trim Var. & 28.4490250000003 \tabularnewline
V(Y[t],d=1,D=2) & 183.72267 & Range & 36.06 & Trim Var. & 38.422033333334 \tabularnewline
V(Y[t],d=2,D=2) & 282.371233333334 & Range & 39.4300000000001 & Trim Var. & 58.86125 \tabularnewline
V(Y[t],d=3,D=2) & 970.79773333334 & Range & 57.0200000000002 & Trim Var. & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114999&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2597.15685333333[/C][C]Range[/C][C]151.93[/C][C]Trim Var.[/C][C]2098.10099461538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]19.5942394088670[/C][C]Range[/C][C]20.07[/C][C]Trim Var.[/C][C]9.79724166666664[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]24.6259284391534[/C][C]Range[/C][C]21.4600000000000[/C][C]Trim Var.[/C][C]13.1048461956521[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]56.805119088319[/C][C]Range[/C][C]27.6599999999999[/C][C]Trim Var.[/C][C]34.5153146245059[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]111.651064379085[/C][C]Range[/C][C]34.28[/C][C]Trim Var.[/C][C]84.9062095833332[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]46.5256779411765[/C][C]Range[/C][C]29.31[/C][C]Trim Var.[/C][C]17.7290552380953[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]57.5940462500001[/C][C]Range[/C][C]28.03[/C][C]Trim Var.[/C][C]33.2162439560441[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]112.727426666667[/C][C]Range[/C][C]39.4300000000001[/C][C]Trim Var.[/C][C]66.500880769231[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]216.286950000000[/C][C]Range[/C][C]42.3[/C][C]Trim Var.[/C][C]28.4490250000003[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]183.72267[/C][C]Range[/C][C]36.06[/C][C]Trim Var.[/C][C]38.422033333334[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]282.371233333334[/C][C]Range[/C][C]39.4300000000001[/C][C]Trim Var.[/C][C]58.86125[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]970.79773333334[/C][C]Range[/C][C]57.0200000000002[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114999&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114999&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)2597.15685333333Range151.93Trim Var.2098.10099461538
V(Y[t],d=1,D=0)19.5942394088670Range20.07Trim Var.9.79724166666664
V(Y[t],d=2,D=0)24.6259284391534Range21.4600000000000Trim Var.13.1048461956521
V(Y[t],d=3,D=0)56.805119088319Range27.6599999999999Trim Var.34.5153146245059
V(Y[t],d=0,D=1)111.651064379085Range34.28Trim Var.84.9062095833332
V(Y[t],d=1,D=1)46.5256779411765Range29.31Trim Var.17.7290552380953
V(Y[t],d=2,D=1)57.5940462500001Range28.03Trim Var.33.2162439560441
V(Y[t],d=3,D=1)112.727426666667Range39.4300000000001Trim Var.66.500880769231
V(Y[t],d=0,D=2)216.286950000000Range42.3Trim Var.28.4490250000003
V(Y[t],d=1,D=2)183.72267Range36.06Trim Var.38.422033333334
V(Y[t],d=2,D=2)282.371233333334Range39.4300000000001Trim Var.58.86125
V(Y[t],d=3,D=2)970.79773333334Range57.0200000000002Trim Var.NA



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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()