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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, 29 Nov 2008 17:41:13 -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/Nov/30/t1228005716zzhxxnr69ypa8eo.htm/, Retrieved Wed, 13 Nov 2024 01:09:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=26396, Retrieved Wed, 13 Nov 2024 01:09:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact251
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Standard Deviation-Mean Plot] [Q5 Standard DMP] [2008-11-29 16:26:32] [aa5573c1db401b164e448aef050955a1]
-   PD    [Standard Deviation-Mean Plot] [Q8 SDMN bouwprod] [2008-11-30 00:14:02] [aa5573c1db401b164e448aef050955a1]
- RM        [Variance Reduction Matrix] [Q8 RVM bouwprod] [2008-11-30 00:21:08] [aa5573c1db401b164e448aef050955a1]
-    D          [Variance Reduction Matrix] [Q8 VRM tot prod] [2008-11-30 00:41:13] [8a1195ff8db4df756ce44b463a631c76] [Current]
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Dataseries X:
97.4
97
105.4
102.7
98.1
104.5
87.4
89.9
109.8
111.7
98.6
96.9
95.1
97
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100
110.7
112.8
109.8
117.3
109.1




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26396&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26396&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26396&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001







Variance Reduction Matrix
V(Y[t],d=0,D=0)78.5530384615384Range41.5Trim Var.47.6465476190476
V(Y[t],d=1,D=0)136.007795138889Range52.9Trim Var.75.3316071428572
V(Y[t],d=2,D=0)371.115069124424Range96.6Trim Var.190.369441077441
V(Y[t],d=3,D=0)1138.95751718667Range165.9Trim Var.598.580534591195
V(Y[t],d=0,D=1)20.9889477503628Range20.8Trim Var.11.6991211840888
V(Y[t],d=1,D=1)50.2071606334842Range36.7Trim Var.28.9841014492754
V(Y[t],d=2,D=1)164.702596078431Range68.3Trim Var.89.767909090909
V(Y[t],d=3,D=1)546.948342857143Range124.3Trim Var.275.895158562368
V(Y[t],d=0,D=2)47.1764390243902Range34.1Trim Var.18.9742016806722
V(Y[t],d=1,D=2)94.2992564102564Range38.9Trim Var.60.860218487395
V(Y[t],d=2,D=2)320.48657219973Range69.1Trim Var.220.764285714286
V(Y[t],d=3,D=2)1146.49143669986Range129Trim Var.793.634474153298

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 78.5530384615384 & Range & 41.5 & Trim Var. & 47.6465476190476 \tabularnewline
V(Y[t],d=1,D=0) & 136.007795138889 & Range & 52.9 & Trim Var. & 75.3316071428572 \tabularnewline
V(Y[t],d=2,D=0) & 371.115069124424 & Range & 96.6 & Trim Var. & 190.369441077441 \tabularnewline
V(Y[t],d=3,D=0) & 1138.95751718667 & Range & 165.9 & Trim Var. & 598.580534591195 \tabularnewline
V(Y[t],d=0,D=1) & 20.9889477503628 & Range & 20.8 & Trim Var. & 11.6991211840888 \tabularnewline
V(Y[t],d=1,D=1) & 50.2071606334842 & Range & 36.7 & Trim Var. & 28.9841014492754 \tabularnewline
V(Y[t],d=2,D=1) & 164.702596078431 & Range & 68.3 & Trim Var. & 89.767909090909 \tabularnewline
V(Y[t],d=3,D=1) & 546.948342857143 & Range & 124.3 & Trim Var. & 275.895158562368 \tabularnewline
V(Y[t],d=0,D=2) & 47.1764390243902 & Range & 34.1 & Trim Var. & 18.9742016806722 \tabularnewline
V(Y[t],d=1,D=2) & 94.2992564102564 & Range & 38.9 & Trim Var. & 60.860218487395 \tabularnewline
V(Y[t],d=2,D=2) & 320.48657219973 & Range & 69.1 & Trim Var. & 220.764285714286 \tabularnewline
V(Y[t],d=3,D=2) & 1146.49143669986 & Range & 129 & Trim Var. & 793.634474153298 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=26396&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]78.5530384615384[/C][C]Range[/C][C]41.5[/C][C]Trim Var.[/C][C]47.6465476190476[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]136.007795138889[/C][C]Range[/C][C]52.9[/C][C]Trim Var.[/C][C]75.3316071428572[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]371.115069124424[/C][C]Range[/C][C]96.6[/C][C]Trim Var.[/C][C]190.369441077441[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1138.95751718667[/C][C]Range[/C][C]165.9[/C][C]Trim Var.[/C][C]598.580534591195[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]20.9889477503628[/C][C]Range[/C][C]20.8[/C][C]Trim Var.[/C][C]11.6991211840888[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]50.2071606334842[/C][C]Range[/C][C]36.7[/C][C]Trim Var.[/C][C]28.9841014492754[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]164.702596078431[/C][C]Range[/C][C]68.3[/C][C]Trim Var.[/C][C]89.767909090909[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]546.948342857143[/C][C]Range[/C][C]124.3[/C][C]Trim Var.[/C][C]275.895158562368[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]47.1764390243902[/C][C]Range[/C][C]34.1[/C][C]Trim Var.[/C][C]18.9742016806722[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]94.2992564102564[/C][C]Range[/C][C]38.9[/C][C]Trim Var.[/C][C]60.860218487395[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]320.48657219973[/C][C]Range[/C][C]69.1[/C][C]Trim Var.[/C][C]220.764285714286[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1146.49143669986[/C][C]Range[/C][C]129[/C][C]Trim Var.[/C][C]793.634474153298[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=26396&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=26396&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)78.5530384615384Range41.5Trim Var.47.6465476190476
V(Y[t],d=1,D=0)136.007795138889Range52.9Trim Var.75.3316071428572
V(Y[t],d=2,D=0)371.115069124424Range96.6Trim Var.190.369441077441
V(Y[t],d=3,D=0)1138.95751718667Range165.9Trim Var.598.580534591195
V(Y[t],d=0,D=1)20.9889477503628Range20.8Trim Var.11.6991211840888
V(Y[t],d=1,D=1)50.2071606334842Range36.7Trim Var.28.9841014492754
V(Y[t],d=2,D=1)164.702596078431Range68.3Trim Var.89.767909090909
V(Y[t],d=3,D=1)546.948342857143Range124.3Trim Var.275.895158562368
V(Y[t],d=0,D=2)47.1764390243902Range34.1Trim Var.18.9742016806722
V(Y[t],d=1,D=2)94.2992564102564Range38.9Trim Var.60.860218487395
V(Y[t],d=2,D=2)320.48657219973Range69.1Trim Var.220.764285714286
V(Y[t],d=3,D=2)1146.49143669986Range129Trim Var.793.634474153298



Parameters (Session):
par1 = 1 ; par2 = 0 ; par3 = 1 ; par4 = 1 ; par5 = 1 ; par6 = 0 ; par7 = 1 ;
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')