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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 computationSat, 23 Jan 2010 12:17:27 -0700
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/Jan/23/t1264274277y5i4ukbdqav3i82.htm/, Retrieved Sun, 05 May 2024 05:42:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=72383, Retrieved Sun, 05 May 2024 05:42:27 +0000
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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)
-     [Variance Reduction Matrix] [VAC variance redu...] [2008-12-14 12:54:06] [379d6c32f73e3218fd773d79e4063d07]
-  M D    [Variance Reduction Matrix] [Variance Reductio...] [2010-01-23 19:17:27] [f32a893c5a60da9308cd5d37e6977c4f] [Current]
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Dataseries X:
124.1
124.4
115.7
108.3
102.3
104.6
104
103.5
96
96.6
95.4
92.1
93
90.4
93.3
97.1
111
114.1
113.3
111
107.2
118.3
134.1
139
116.7
112.5
122.8
130
125.6
123.8
135.8
136.4
135.3
149.5
159.6
161.4
175.2
199.5
245
257.8




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=72383&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=72383&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72383&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)1404.99455769231Range167.4Trim Var.579.684825396825
V(Y[t],d=1,D=0)120.958920377868Range67.8Trim Var.45.9928067226891
V(Y[t],d=2,D=0)129.378869132290Range53.9Trim Var.65.8401871657754
V(Y[t],d=3,D=0)275.772477477477Range99.2Trim Var.122.981477272727
V(Y[t],d=0,D=1)655.903714285714Range118.2Trim Var.253.814838709677
V(Y[t],d=1,D=1)111.502991596639Range53.9Trim Var.54.3817849462365
V(Y[t],d=2,D=1)151.239322638146Range51.4Trim Var.83.953896551724
V(Y[t],d=3,D=1)361.272518939394Range87Trim Var.208.722389162561
V(Y[t],d=0,D=2)489.643185483871Range108.4Trim Var.176.329986772487
V(Y[t],d=1,D=2)237.636989247312Range68Trim Var.114.605584045584
V(Y[t],d=2,D=2)356.768793103448Range70.7Trim Var.220.039138461538
V(Y[t],d=3,D=2)877.193325123152Range131.4Trim Var.406.053333333333

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1404.99455769231 & Range & 167.4 & Trim Var. & 579.684825396825 \tabularnewline
V(Y[t],d=1,D=0) & 120.958920377868 & Range & 67.8 & Trim Var. & 45.9928067226891 \tabularnewline
V(Y[t],d=2,D=0) & 129.378869132290 & Range & 53.9 & Trim Var. & 65.8401871657754 \tabularnewline
V(Y[t],d=3,D=0) & 275.772477477477 & Range & 99.2 & Trim Var. & 122.981477272727 \tabularnewline
V(Y[t],d=0,D=1) & 655.903714285714 & Range & 118.2 & Trim Var. & 253.814838709677 \tabularnewline
V(Y[t],d=1,D=1) & 111.502991596639 & Range & 53.9 & Trim Var. & 54.3817849462365 \tabularnewline
V(Y[t],d=2,D=1) & 151.239322638146 & Range & 51.4 & Trim Var. & 83.953896551724 \tabularnewline
V(Y[t],d=3,D=1) & 361.272518939394 & Range & 87 & Trim Var. & 208.722389162561 \tabularnewline
V(Y[t],d=0,D=2) & 489.643185483871 & Range & 108.4 & Trim Var. & 176.329986772487 \tabularnewline
V(Y[t],d=1,D=2) & 237.636989247312 & Range & 68 & Trim Var. & 114.605584045584 \tabularnewline
V(Y[t],d=2,D=2) & 356.768793103448 & Range & 70.7 & Trim Var. & 220.039138461538 \tabularnewline
V(Y[t],d=3,D=2) & 877.193325123152 & Range & 131.4 & Trim Var. & 406.053333333333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=72383&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1404.99455769231[/C][C]Range[/C][C]167.4[/C][C]Trim Var.[/C][C]579.684825396825[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]120.958920377868[/C][C]Range[/C][C]67.8[/C][C]Trim Var.[/C][C]45.9928067226891[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]129.378869132290[/C][C]Range[/C][C]53.9[/C][C]Trim Var.[/C][C]65.8401871657754[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]275.772477477477[/C][C]Range[/C][C]99.2[/C][C]Trim Var.[/C][C]122.981477272727[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]655.903714285714[/C][C]Range[/C][C]118.2[/C][C]Trim Var.[/C][C]253.814838709677[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]111.502991596639[/C][C]Range[/C][C]53.9[/C][C]Trim Var.[/C][C]54.3817849462365[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]151.239322638146[/C][C]Range[/C][C]51.4[/C][C]Trim Var.[/C][C]83.953896551724[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]361.272518939394[/C][C]Range[/C][C]87[/C][C]Trim Var.[/C][C]208.722389162561[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]489.643185483871[/C][C]Range[/C][C]108.4[/C][C]Trim Var.[/C][C]176.329986772487[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]237.636989247312[/C][C]Range[/C][C]68[/C][C]Trim Var.[/C][C]114.605584045584[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]356.768793103448[/C][C]Range[/C][C]70.7[/C][C]Trim Var.[/C][C]220.039138461538[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]877.193325123152[/C][C]Range[/C][C]131.4[/C][C]Trim Var.[/C][C]406.053333333333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=72383&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=72383&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)1404.99455769231Range167.4Trim Var.579.684825396825
V(Y[t],d=1,D=0)120.958920377868Range67.8Trim Var.45.9928067226891
V(Y[t],d=2,D=0)129.378869132290Range53.9Trim Var.65.8401871657754
V(Y[t],d=3,D=0)275.772477477477Range99.2Trim Var.122.981477272727
V(Y[t],d=0,D=1)655.903714285714Range118.2Trim Var.253.814838709677
V(Y[t],d=1,D=1)111.502991596639Range53.9Trim Var.54.3817849462365
V(Y[t],d=2,D=1)151.239322638146Range51.4Trim Var.83.953896551724
V(Y[t],d=3,D=1)361.272518939394Range87Trim Var.208.722389162561
V(Y[t],d=0,D=2)489.643185483871Range108.4Trim Var.176.329986772487
V(Y[t],d=1,D=2)237.636989247312Range68Trim Var.114.605584045584
V(Y[t],d=2,D=2)356.768793103448Range70.7Trim Var.220.039138461538
V(Y[t],d=3,D=2)877.193325123152Range131.4Trim Var.406.053333333333



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')