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Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 10 Dec 2008 03:42:13 -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/2008/Dec/10/t12289057630k5wr0rpsnrdfa3.htm/, Retrieved Thu, 09 May 2024 18:24:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31897, Retrieved Thu, 09 May 2024 18:24:35 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Paper TW] [2008-12-10 10:42:13] [129e79f7c2a947d1265718b3aa5cb7d5] [Current]
- RM D    [Variance Reduction Matrix] [paper Statistiek ...] [2009-12-20 18:58:38] [d70851d7a1b5fbddaadf8fdd99e807cd]
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Dataseries X:
101,0
98,7
105,1
98,4
101,7
102,9
92,2
94,9
92,8
98,5
94,3
87,4
103,4
101,2
109,6
111,9
108,9
105,6
107,8
97,5
102,4
105,6
99,8
96,2
113,1
107,4
116,8
112,9
105,3
109,3
107,9
101,1
114,7
116,2
108,4
113,4
108,7
112,6
124,2
114,9
110,5
121,5
118,1
111,7
132,7
119,0
116,7
120,1
113,4
106,6
116,3
112,6
111,6
125,1
110,7
109,6
114,2
113,4
116,0
109,6
117,8
115,8
125,3
113,0
120,5
116,6
111,8
115,2
118,6
122,4
116,4
114,5
119,8
115,8
127,8
118,8
119,7
118,6
120,8
115,9
109,7
114,8
116,2
112,2




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=31897&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=31897&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31897&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)76.0309509466437Range45.3Trim Var.43.7637171417993
V(Y[t],d=1,D=0)52.6191301792536Range35.4Trim Var.30.5357420091324
V(Y[t],d=2,D=0)156.735243902439Range62.1Trim Var.95.4819542253521
V(Y[t],d=3,D=0)515.501444444444Range108.2Trim Var.324.863855130785
V(Y[t],d=0,D=1)45.2155790297339Range36.5Trim Var.25.2306125992064
V(Y[t],d=1,D=1)56.9014124748491Range36.5Trim Var.33.2780184331797
V(Y[t],d=2,D=1)168.428563146998Range61.4Trim Var.93.1909994711792
V(Y[t],d=3,D=1)562.233772378516Range104.7Trim Var.333.767240437158
V(Y[t],d=0,D=2)116.720101694915Range59.4Trim Var.74.1971243885395
V(Y[t],d=1,D=2)146.618042080654Range51.8999999999999Trim Var.103.755667634252
V(Y[t],d=2,D=2)426.711663641863Range91.8Trim Var.299.171263197586
V(Y[t],d=3,D=2)1435.36426691729Range161.200000000000Trim Var.1007.78767058823

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 76.0309509466437 & Range & 45.3 & Trim Var. & 43.7637171417993 \tabularnewline
V(Y[t],d=1,D=0) & 52.6191301792536 & Range & 35.4 & Trim Var. & 30.5357420091324 \tabularnewline
V(Y[t],d=2,D=0) & 156.735243902439 & Range & 62.1 & Trim Var. & 95.4819542253521 \tabularnewline
V(Y[t],d=3,D=0) & 515.501444444444 & Range & 108.2 & Trim Var. & 324.863855130785 \tabularnewline
V(Y[t],d=0,D=1) & 45.2155790297339 & Range & 36.5 & Trim Var. & 25.2306125992064 \tabularnewline
V(Y[t],d=1,D=1) & 56.9014124748491 & Range & 36.5 & Trim Var. & 33.2780184331797 \tabularnewline
V(Y[t],d=2,D=1) & 168.428563146998 & Range & 61.4 & Trim Var. & 93.1909994711792 \tabularnewline
V(Y[t],d=3,D=1) & 562.233772378516 & Range & 104.7 & Trim Var. & 333.767240437158 \tabularnewline
V(Y[t],d=0,D=2) & 116.720101694915 & Range & 59.4 & Trim Var. & 74.1971243885395 \tabularnewline
V(Y[t],d=1,D=2) & 146.618042080654 & Range & 51.8999999999999 & Trim Var. & 103.755667634252 \tabularnewline
V(Y[t],d=2,D=2) & 426.711663641863 & Range & 91.8 & Trim Var. & 299.171263197586 \tabularnewline
V(Y[t],d=3,D=2) & 1435.36426691729 & Range & 161.200000000000 & Trim Var. & 1007.78767058823 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31897&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]76.0309509466437[/C][C]Range[/C][C]45.3[/C][C]Trim Var.[/C][C]43.7637171417993[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]52.6191301792536[/C][C]Range[/C][C]35.4[/C][C]Trim Var.[/C][C]30.5357420091324[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]156.735243902439[/C][C]Range[/C][C]62.1[/C][C]Trim Var.[/C][C]95.4819542253521[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]515.501444444444[/C][C]Range[/C][C]108.2[/C][C]Trim Var.[/C][C]324.863855130785[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]45.2155790297339[/C][C]Range[/C][C]36.5[/C][C]Trim Var.[/C][C]25.2306125992064[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]56.9014124748491[/C][C]Range[/C][C]36.5[/C][C]Trim Var.[/C][C]33.2780184331797[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]168.428563146998[/C][C]Range[/C][C]61.4[/C][C]Trim Var.[/C][C]93.1909994711792[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]562.233772378516[/C][C]Range[/C][C]104.7[/C][C]Trim Var.[/C][C]333.767240437158[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]116.720101694915[/C][C]Range[/C][C]59.4[/C][C]Trim Var.[/C][C]74.1971243885395[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]146.618042080654[/C][C]Range[/C][C]51.8999999999999[/C][C]Trim Var.[/C][C]103.755667634252[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]426.711663641863[/C][C]Range[/C][C]91.8[/C][C]Trim Var.[/C][C]299.171263197586[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1435.36426691729[/C][C]Range[/C][C]161.200000000000[/C][C]Trim Var.[/C][C]1007.78767058823[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31897&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31897&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)76.0309509466437Range45.3Trim Var.43.7637171417993
V(Y[t],d=1,D=0)52.6191301792536Range35.4Trim Var.30.5357420091324
V(Y[t],d=2,D=0)156.735243902439Range62.1Trim Var.95.4819542253521
V(Y[t],d=3,D=0)515.501444444444Range108.2Trim Var.324.863855130785
V(Y[t],d=0,D=1)45.2155790297339Range36.5Trim Var.25.2306125992064
V(Y[t],d=1,D=1)56.9014124748491Range36.5Trim Var.33.2780184331797
V(Y[t],d=2,D=1)168.428563146998Range61.4Trim Var.93.1909994711792
V(Y[t],d=3,D=1)562.233772378516Range104.7Trim Var.333.767240437158
V(Y[t],d=0,D=2)116.720101694915Range59.4Trim Var.74.1971243885395
V(Y[t],d=1,D=2)146.618042080654Range51.8999999999999Trim Var.103.755667634252
V(Y[t],d=2,D=2)426.711663641863Range91.8Trim Var.299.171263197586
V(Y[t],d=3,D=2)1435.36426691729Range161.200000000000Trim Var.1007.78767058823



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')