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Author's title

Author

*Unverified author*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 29 Nov 2007 03:19:49 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Nov/29/t1196330985eabecoy0j0n3ouu.htm/, Retrieved Sat, 25 Apr 2026 12:24:18 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7367, Retrieved Sat, 25 Apr 2026 12:24:18 +0000

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Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

s0650668 Tijdreeks 1: broodprijs

Estimated Impact

433

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [Inducing Stationa...] [2007-11-29 10:19:49] [b487e2f14d9a98d85035381cdee55b72] [Current]

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Dataseries X:

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Histogram

Boxplots

1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,43
1,44
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,48
1,57
1,58
1,58
1,58
1,58
1,59
1,6
1,6
1,61
1,61
1,61
1,62
1,63
1,63
1,64
1,64
1,64
1,64
1,64
1,65
1,65
1,65
1,65

Summary of compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of compuational 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=7367&T=0

[TABLE]
[ROW][C]Summary of compuational 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=7367&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7367&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 compuational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	0.00600937010954617	Range	0.22	Trim Var.	0.00440412244897959
V(Y[t],d=1,D=0)	0.000141690140845071	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000263768115942029	Range	0.17	Trim Var.	1.81818181818174e-06
V(Y[t],d=3,D=0)	0.000764705882352942	Range	0.26	Trim Var.	2.65341905318525e-05
V(Y[t],d=0,D=1)	0.00188067796610170	Range	0.14	Trim Var.	0.000733770161290326
V(Y[t],d=1,D=1)	0.000327118644067798	Range	0.170000000000000	Trim Var.	0
V(Y[t],d=2,D=1)	0.000610526315789476	Range	0.180000000000000	Trim Var.	8.03544494720967e-05
V(Y[t],d=3,D=1)	0.00177857142857144	Range	0.330000000000001	Trim Var.	0.000250000000000001
V(Y[t],d=0,D=2)	0.00527335992907803	Range	0.230000000000000	Trim Var.	0.0039098780487805
V(Y[t],d=1,D=2)	0.00103006475485662	Range	0.260000000000000	Trim Var.	0
V(Y[t],d=2,D=2)	0.00192444444444445	Range	0.330000000000001	Trim Var.	0.000184615384615385
V(Y[t],d=3,D=2)	0.00562727272727275	Range	0.520000000000001	Trim Var.	0.000827260458839408

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.00600937010954617 & Range & 0.22 & Trim Var. & 0.00440412244897959 \tabularnewline
V(Y[t],d=1,D=0) & 0.000141690140845071 & Range & 0.09 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=0) & 0.000263768115942029 & Range & 0.17 & Trim Var. & 1.81818181818174e-06 \tabularnewline
V(Y[t],d=3,D=0) & 0.000764705882352942 & Range & 0.26 & Trim Var. & 2.65341905318525e-05 \tabularnewline
V(Y[t],d=0,D=1) & 0.00188067796610170 & Range & 0.14 & Trim Var. & 0.000733770161290326 \tabularnewline
V(Y[t],d=1,D=1) & 0.000327118644067798 & Range & 0.170000000000000 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=1) & 0.000610526315789476 & Range & 0.180000000000000 & Trim Var. & 8.03544494720967e-05 \tabularnewline
V(Y[t],d=3,D=1) & 0.00177857142857144 & Range & 0.330000000000001 & Trim Var. & 0.000250000000000001 \tabularnewline
V(Y[t],d=0,D=2) & 0.00527335992907803 & Range & 0.230000000000000 & Trim Var. & 0.0039098780487805 \tabularnewline
V(Y[t],d=1,D=2) & 0.00103006475485662 & Range & 0.260000000000000 & Trim Var. & 0 \tabularnewline
V(Y[t],d=2,D=2) & 0.00192444444444445 & Range & 0.330000000000001 & Trim Var. & 0.000184615384615385 \tabularnewline
V(Y[t],d=3,D=2) & 0.00562727272727275 & Range & 0.520000000000001 & Trim Var. & 0.000827260458839408 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7367&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.00600937010954617[/C][C]Range[/C][C]0.22[/C][C]Trim Var.[/C][C]0.00440412244897959[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000141690140845071[/C][C]Range[/C][C]0.09[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000263768115942029[/C][C]Range[/C][C]0.17[/C][C]Trim Var.[/C][C]1.81818181818174e-06[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.000764705882352942[/C][C]Range[/C][C]0.26[/C][C]Trim Var.[/C][C]2.65341905318525e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00188067796610170[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000733770161290326[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.000327118644067798[/C][C]Range[/C][C]0.170000000000000[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000610526315789476[/C][C]Range[/C][C]0.180000000000000[/C][C]Trim Var.[/C][C]8.03544494720967e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00177857142857144[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.000250000000000001[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00527335992907803[/C][C]Range[/C][C]0.230000000000000[/C][C]Trim Var.[/C][C]0.0039098780487805[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00103006475485662[/C][C]Range[/C][C]0.260000000000000[/C][C]Trim Var.[/C][C]0[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.00192444444444445[/C][C]Range[/C][C]0.330000000000001[/C][C]Trim Var.[/C][C]0.000184615384615385[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00562727272727275[/C][C]Range[/C][C]0.520000000000001[/C][C]Trim Var.[/C][C]0.000827260458839408[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7367&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7367&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)	0.00600937010954617	Range	0.22	Trim Var.	0.00440412244897959
V(Y[t],d=1,D=0)	0.000141690140845071	Range	0.09	Trim Var.	NA
V(Y[t],d=2,D=0)	0.000263768115942029	Range	0.17	Trim Var.	1.81818181818174e-06
V(Y[t],d=3,D=0)	0.000764705882352942	Range	0.26	Trim Var.	2.65341905318525e-05
V(Y[t],d=0,D=1)	0.00188067796610170	Range	0.14	Trim Var.	0.000733770161290326
V(Y[t],d=1,D=1)	0.000327118644067798	Range	0.170000000000000	Trim Var.	0
V(Y[t],d=2,D=1)	0.000610526315789476	Range	0.180000000000000	Trim Var.	8.03544494720967e-05
V(Y[t],d=3,D=1)	0.00177857142857144	Range	0.330000000000001	Trim Var.	0.000250000000000001
V(Y[t],d=0,D=2)	0.00527335992907803	Range	0.230000000000000	Trim Var.	0.0039098780487805
V(Y[t],d=1,D=2)	0.00103006475485662	Range	0.260000000000000	Trim Var.	0
V(Y[t],d=2,D=2)	0.00192444444444445	Range	0.330000000000001	Trim Var.	0.000184615384615385
V(Y[t],d=3,D=2)	0.00562727272727275	Range	0.520000000000001	Trim Var.	0.000827260458839408

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')

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