FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 16 Dec 2008 05:43:25 -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/16/t1229431436v3uwfzt2y124tni.htm/, Retrieved Tue, 14 May 2024 09:57:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33934, Retrieved Tue, 14 May 2024 09:57:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact219

Tree of Dependent Computations

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]
-    D  [Variance Reduction Matrix] [VRM paper dow jones] [2008-12-14 19:19:01] [629740e107727857ef4896c7a406110f]
-    D      [Variance Reduction Matrix] [] [2008-12-16 12:43:25] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- RMPD        [(Partial) Autocorrelation Function] [] [2008-12-16 12:52:35] [74be16979710d4c4e7c6647856088456]
- RMPD        [Spectral Analysis] [] [2008-12-16 13:11:45] [74be16979710d4c4e7c6647856088456]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14525,87
14295,79
13830,14
14153,22
15418,03
16666,97
16505,21
17135,96
18033,25
17671
17544,22
17677,9
18470,97
18409,96
18941,6
19685,53
19834,71
19598,93
17039,97
16969,28
16973,38
16329,89
16153,34
15311,7
14760,87
14452,93
13720,95
13266,27
12708,47
13411,84
13975,55
12974,89
12151,11
11576,21
9996,83
10438,9
10511,22
10496,2
10300,79
9981,65
11448,79
11384,49
11717,46
10965,88
10352,27
9751,2
9354,01
8792,5
8721,14
8692,94
8570,73
8538,47
8169,75
7905,84
8145,82
8895,71
9676,31
9884,59
10637,44
10717,13
10205,29
10295,98
10892,76
10631,92
11441,08
11950,95
11037,54
11527,72
11383,89
10989,34
11079,42
11028,93
10973
11068,05
11394,84
11545,71
11809,38
11395,64
11082,38
11402,75
11716,87
12204,98
12986,62
13392,79
14368,05
15650,83
16102,64
16187,64
16311,54
17232,97
16397,83
14990,31
15147,55
15786,78
15934,09
16519,44
16101,07
16775,08
17286,32
17741,23
17128,37
17460,53
17611,14
18001,37
17974,77
16460,95
16235,39
16903,36
15543,76
15532,18
13731,31
13547,84
12602,93
13357,7
13995,33
14084,6
13168,91
12989,35
12123,53
9117,03
8531,45

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33934&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33934&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33934&T=0

As an alternative you can also use a QR Code:  
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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)9776433.24393337Range11928.87Trim Var.7296279.12913128
V(Y[t],d=1,D=0)515772.871354034Range4473.64Trim Var.255192.698144228
V(Y[t],d=2,D=0)796483.42067875Range4811.45Trim Var.436990.053889085
V(Y[t],d=3,D=0)2243712.07948449Range8129.17Trim Var.1247187.89612109
V(Y[t],d=0,D=1)10629832.2080254Range13623.66Trim Var.7421484.72910279
V(Y[t],d=1,D=1)987540.915368458Range6797.14Trim Var.499540.807250526
V(Y[t],d=2,D=1)1595421.64797457Range8501.13Trim Var.840389.50609122
V(Y[t],d=3,D=1)4091579.92955627Range13718.86Trim Var.2017374.18722201
V(Y[t],d=0,D=2)18295407.0821511Range19475.33Trim Var.11947875.1043050
V(Y[t],d=1,D=2)2660343.01165246Range9380.67Trim Var.1521768.87160700
V(Y[t],d=2,D=2)4431022.01746719Range11220.74Trim Var.2488889.03719434
V(Y[t],d=3,D=2)11201422.6041076Range17806.44Trim Var.6157489.12649105

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 9776433.24393337 & Range & 11928.87 & Trim Var. & 7296279.12913128 \tabularnewline
V(Y[t],d=1,D=0) & 515772.871354034 & Range & 4473.64 & Trim Var. & 255192.698144228 \tabularnewline
V(Y[t],d=2,D=0) & 796483.42067875 & Range & 4811.45 & Trim Var. & 436990.053889085 \tabularnewline
V(Y[t],d=3,D=0) & 2243712.07948449 & Range & 8129.17 & Trim Var. & 1247187.89612109 \tabularnewline
V(Y[t],d=0,D=1) & 10629832.2080254 & Range & 13623.66 & Trim Var. & 7421484.72910279 \tabularnewline
V(Y[t],d=1,D=1) & 987540.915368458 & Range & 6797.14 & Trim Var. & 499540.807250526 \tabularnewline
V(Y[t],d=2,D=1) & 1595421.64797457 & Range & 8501.13 & Trim Var. & 840389.50609122 \tabularnewline
V(Y[t],d=3,D=1) & 4091579.92955627 & Range & 13718.86 & Trim Var. & 2017374.18722201 \tabularnewline
V(Y[t],d=0,D=2) & 18295407.0821511 & Range & 19475.33 & Trim Var. & 11947875.1043050 \tabularnewline
V(Y[t],d=1,D=2) & 2660343.01165246 & Range & 9380.67 & Trim Var. & 1521768.87160700 \tabularnewline
V(Y[t],d=2,D=2) & 4431022.01746719 & Range & 11220.74 & Trim Var. & 2488889.03719434 \tabularnewline
V(Y[t],d=3,D=2) & 11201422.6041076 & Range & 17806.44 & Trim Var. & 6157489.12649105 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33934&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]9776433.24393337[/C][C]Range[/C][C]11928.87[/C][C]Trim Var.[/C][C]7296279.12913128[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]515772.871354034[/C][C]Range[/C][C]4473.64[/C][C]Trim Var.[/C][C]255192.698144228[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]796483.42067875[/C][C]Range[/C][C]4811.45[/C][C]Trim Var.[/C][C]436990.053889085[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2243712.07948449[/C][C]Range[/C][C]8129.17[/C][C]Trim Var.[/C][C]1247187.89612109[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10629832.2080254[/C][C]Range[/C][C]13623.66[/C][C]Trim Var.[/C][C]7421484.72910279[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]987540.915368458[/C][C]Range[/C][C]6797.14[/C][C]Trim Var.[/C][C]499540.807250526[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1595421.64797457[/C][C]Range[/C][C]8501.13[/C][C]Trim Var.[/C][C]840389.50609122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4091579.92955627[/C][C]Range[/C][C]13718.86[/C][C]Trim Var.[/C][C]2017374.18722201[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]18295407.0821511[/C][C]Range[/C][C]19475.33[/C][C]Trim Var.[/C][C]11947875.1043050[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2660343.01165246[/C][C]Range[/C][C]9380.67[/C][C]Trim Var.[/C][C]1521768.87160700[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4431022.01746719[/C][C]Range[/C][C]11220.74[/C][C]Trim Var.[/C][C]2488889.03719434[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]11201422.6041076[/C][C]Range[/C][C]17806.44[/C][C]Trim Var.[/C][C]6157489.12649105[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33934&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33934&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)9776433.24393337Range11928.87Trim Var.7296279.12913128
V(Y[t],d=1,D=0)515772.871354034Range4473.64Trim Var.255192.698144228
V(Y[t],d=2,D=0)796483.42067875Range4811.45Trim Var.436990.053889085
V(Y[t],d=3,D=0)2243712.07948449Range8129.17Trim Var.1247187.89612109
V(Y[t],d=0,D=1)10629832.2080254Range13623.66Trim Var.7421484.72910279
V(Y[t],d=1,D=1)987540.915368458Range6797.14Trim Var.499540.807250526
V(Y[t],d=2,D=1)1595421.64797457Range8501.13Trim Var.840389.50609122
V(Y[t],d=3,D=1)4091579.92955627Range13718.86Trim Var.2017374.18722201
V(Y[t],d=0,D=2)18295407.0821511Range19475.33Trim Var.11947875.1043050
V(Y[t],d=1,D=2)2660343.01165246Range9380.67Trim Var.1521768.87160700
V(Y[t],d=2,D=2)4431022.01746719Range11220.74Trim Var.2488889.03719434
V(Y[t],d=3,D=2)11201422.6041076Range17806.44Trim Var.6157489.12649105


Figures (Output of Computation)

Input Parameters & R Code

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')