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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 computationTue, 21 Dec 2010 20:42:42 +0000
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/Dec/21/t1292964022awatd0u4sguu0ih.htm/, Retrieved Thu, 09 May 2024 06:49:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113962, Retrieved Thu, 09 May 2024 06:49:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-14 11:54:22] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP   [(Partial) Autocorrelation Function] [] [2010-12-07 13:42:19] [dd4fe494cff2ee46c12b15bdc7b848ca]
-   P     [(Partial) Autocorrelation Function] [] [2010-12-07 13:48:04] [dd4fe494cff2ee46c12b15bdc7b848ca]
- RM        [Spectral Analysis] [] [2010-12-07 14:05:43] [dd4fe494cff2ee46c12b15bdc7b848ca]
-             [Spectral Analysis] [] [2010-12-07 14:08:00] [dd4fe494cff2ee46c12b15bdc7b848ca]
- RM            [Variance Reduction Matrix] [] [2010-12-07 14:15:02] [dd4fe494cff2ee46c12b15bdc7b848ca]
-   PD              [Variance Reduction Matrix] [] [2010-12-21 20:42:42] [6c31f786e793d35ef3a03978bc5de774] [Current]
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Dataseries X:
320
324
343
295
301
367
196
182
342
361
333
330
345
323
365
323
316
358
235
169
430
409
407
341
326
374
364
349
300
385
304
196
443
414
325
388
356
386
444
387
327
448
225
182
460
411
342
361
377
331
428
340
352
461
221
198
422
329
320
375
364
351
380
319
322
386
221
187
343
342
365
313
356
337
389
326
343
357
220
218
391
425
332
298
360
336
325
393
301
426
265
210
429
440
357
431
442
422
544
420
396
482
261
211
448
468
464
425




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113962&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113962&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113962&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Variance Reduction Matrix
V(Y[t],d=0,D=0)5749.29067151263Range375Trim Var.3645.1
V(Y[t],d=1,D=0)9298.3204020455Range518Trim Var.4107.52071668533
V(Y[t],d=2,D=0)24065.3100628931Range704Trim Var.14502.844657973
V(Y[t],d=3,D=0)69638.771062271Range1214Trim Var.42475.4595605423
V(Y[t],d=0,D=1)2303.6788377193Range301Trim Var.1153.65088919289
V(Y[t],d=1,D=1)3625.94557670773Range325Trim Var.2026.53697478992
V(Y[t],d=2,D=1)11168.5427819721Range585Trim Var.6487.51290877797
V(Y[t],d=3,D=1)37423.3529686770Range1039Trim Var.21673.4951513371
V(Y[t],d=0,D=2)5039.47834193919Range439Trim Var.2605.19881525361
V(Y[t],d=1,D=2)9498.61298853952Range519Trim Var.5394.34665144597
V(Y[t],d=2,D=2)28688.4385727191Range1019Trim Var.16007.5860719875
V(Y[t],d=3,D=2)96666.1021604938Range1846Trim Var.54631.1275653924

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5749.29067151263 & Range & 375 & Trim Var. & 3645.1 \tabularnewline
V(Y[t],d=1,D=0) & 9298.3204020455 & Range & 518 & Trim Var. & 4107.52071668533 \tabularnewline
V(Y[t],d=2,D=0) & 24065.3100628931 & Range & 704 & Trim Var. & 14502.844657973 \tabularnewline
V(Y[t],d=3,D=0) & 69638.771062271 & Range & 1214 & Trim Var. & 42475.4595605423 \tabularnewline
V(Y[t],d=0,D=1) & 2303.6788377193 & Range & 301 & Trim Var. & 1153.65088919289 \tabularnewline
V(Y[t],d=1,D=1) & 3625.94557670773 & Range & 325 & Trim Var. & 2026.53697478992 \tabularnewline
V(Y[t],d=2,D=1) & 11168.5427819721 & Range & 585 & Trim Var. & 6487.51290877797 \tabularnewline
V(Y[t],d=3,D=1) & 37423.3529686770 & Range & 1039 & Trim Var. & 21673.4951513371 \tabularnewline
V(Y[t],d=0,D=2) & 5039.47834193919 & Range & 439 & Trim Var. & 2605.19881525361 \tabularnewline
V(Y[t],d=1,D=2) & 9498.61298853952 & Range & 519 & Trim Var. & 5394.34665144597 \tabularnewline
V(Y[t],d=2,D=2) & 28688.4385727191 & Range & 1019 & Trim Var. & 16007.5860719875 \tabularnewline
V(Y[t],d=3,D=2) & 96666.1021604938 & Range & 1846 & Trim Var. & 54631.1275653924 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113962&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5749.29067151263[/C][C]Range[/C][C]375[/C][C]Trim Var.[/C][C]3645.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]9298.3204020455[/C][C]Range[/C][C]518[/C][C]Trim Var.[/C][C]4107.52071668533[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]24065.3100628931[/C][C]Range[/C][C]704[/C][C]Trim Var.[/C][C]14502.844657973[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]69638.771062271[/C][C]Range[/C][C]1214[/C][C]Trim Var.[/C][C]42475.4595605423[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2303.6788377193[/C][C]Range[/C][C]301[/C][C]Trim Var.[/C][C]1153.65088919289[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3625.94557670773[/C][C]Range[/C][C]325[/C][C]Trim Var.[/C][C]2026.53697478992[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]11168.5427819721[/C][C]Range[/C][C]585[/C][C]Trim Var.[/C][C]6487.51290877797[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]37423.3529686770[/C][C]Range[/C][C]1039[/C][C]Trim Var.[/C][C]21673.4951513371[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5039.47834193919[/C][C]Range[/C][C]439[/C][C]Trim Var.[/C][C]2605.19881525361[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]9498.61298853952[/C][C]Range[/C][C]519[/C][C]Trim Var.[/C][C]5394.34665144597[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]28688.4385727191[/C][C]Range[/C][C]1019[/C][C]Trim Var.[/C][C]16007.5860719875[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]96666.1021604938[/C][C]Range[/C][C]1846[/C][C]Trim Var.[/C][C]54631.1275653924[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113962&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113962&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)5749.29067151263Range375Trim Var.3645.1
V(Y[t],d=1,D=0)9298.3204020455Range518Trim Var.4107.52071668533
V(Y[t],d=2,D=0)24065.3100628931Range704Trim Var.14502.844657973
V(Y[t],d=3,D=0)69638.771062271Range1214Trim Var.42475.4595605423
V(Y[t],d=0,D=1)2303.6788377193Range301Trim Var.1153.65088919289
V(Y[t],d=1,D=1)3625.94557670773Range325Trim Var.2026.53697478992
V(Y[t],d=2,D=1)11168.5427819721Range585Trim Var.6487.51290877797
V(Y[t],d=3,D=1)37423.3529686770Range1039Trim Var.21673.4951513371
V(Y[t],d=0,D=2)5039.47834193919Range439Trim Var.2605.19881525361
V(Y[t],d=1,D=2)9498.61298853952Range519Trim Var.5394.34665144597
V(Y[t],d=2,D=2)28688.4385727191Range1019Trim Var.16007.5860719875
V(Y[t],d=3,D=2)96666.1021604938Range1846Trim Var.54631.1275653924



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')