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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 computationFri, 05 Dec 2008 12:01:52 -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/05/t12285037983kelcx499eouqo2.htm/, Retrieved Thu, 31 Oct 2024 23:41:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29394, Retrieved Thu, 31 Oct 2024 23:41:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact191
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [q8 - variance red...] [2008-12-05 19:01:52] [0831954c833179c36e9320daee0825b5] [Current]
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Dataseries X:
15107
15024
12083
15761
16943
15070
13660
14769
14725
15998
15371
14957
15470
15102
11704
16284
16727
14969
14861
14583
15306
17904
16379
15420
17871
15913
13867
17823
17872
17422
16705
15991
16584
19124
17839
17209
18587
16258
15142
19202
17747
19090
18040
17516
17752
21073
17170
19440
19795
17575
16165
19465
19932
19961
17343
18924
18574
21351
18595
19823
20844
19640
17735
19814
22239
20682
17819
21872
22117
21866




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29394&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]0 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=29394&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29394&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)5581278.3115942Range10535Trim Var.3480484.05208884
V(Y[t],d=1,D=0)3943571.04219949Range8483Trim Var.2591544.41147541
V(Y[t],d=2,D=0)10796277.6259877Range15202Trim Var.6726332.47768362
V(Y[t],d=3,D=0)32903062.6770692Range25512Trim Var.20830335.8749269
V(Y[t],d=0,D=1)783399.022383545Range4240Trim Var.487875.66025641
V(Y[t],d=1,D=1)1535020.54761905Range5928Trim Var.969175.67372549
V(Y[t],d=2,D=1)4473327.79967532Range9441Trim Var.3059979.04857143
V(Y[t],d=3,D=1)14156572.7488215Range18358Trim Var.9226560.79166667
V(Y[t],d=0,D=2)1563270.59710145Range4850Trim Var.985043.484615385
V(Y[t],d=1,D=2)2747120.61313131Range7707Trim Var.1423836.51821862
V(Y[t],d=2,D=2)8551245.98044397Range13338Trim Var.4417757.56472262
V(Y[t],d=3,D=2)28296664.6135105Range26135Trim Var.14238805.9249249

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5581278.3115942 & Range & 10535 & Trim Var. & 3480484.05208884 \tabularnewline
V(Y[t],d=1,D=0) & 3943571.04219949 & Range & 8483 & Trim Var. & 2591544.41147541 \tabularnewline
V(Y[t],d=2,D=0) & 10796277.6259877 & Range & 15202 & Trim Var. & 6726332.47768362 \tabularnewline
V(Y[t],d=3,D=0) & 32903062.6770692 & Range & 25512 & Trim Var. & 20830335.8749269 \tabularnewline
V(Y[t],d=0,D=1) & 783399.022383545 & Range & 4240 & Trim Var. & 487875.66025641 \tabularnewline
V(Y[t],d=1,D=1) & 1535020.54761905 & Range & 5928 & Trim Var. & 969175.67372549 \tabularnewline
V(Y[t],d=2,D=1) & 4473327.79967532 & Range & 9441 & Trim Var. & 3059979.04857143 \tabularnewline
V(Y[t],d=3,D=1) & 14156572.7488215 & Range & 18358 & Trim Var. & 9226560.79166667 \tabularnewline
V(Y[t],d=0,D=2) & 1563270.59710145 & Range & 4850 & Trim Var. & 985043.484615385 \tabularnewline
V(Y[t],d=1,D=2) & 2747120.61313131 & Range & 7707 & Trim Var. & 1423836.51821862 \tabularnewline
V(Y[t],d=2,D=2) & 8551245.98044397 & Range & 13338 & Trim Var. & 4417757.56472262 \tabularnewline
V(Y[t],d=3,D=2) & 28296664.6135105 & Range & 26135 & Trim Var. & 14238805.9249249 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29394&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5581278.3115942[/C][C]Range[/C][C]10535[/C][C]Trim Var.[/C][C]3480484.05208884[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3943571.04219949[/C][C]Range[/C][C]8483[/C][C]Trim Var.[/C][C]2591544.41147541[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10796277.6259877[/C][C]Range[/C][C]15202[/C][C]Trim Var.[/C][C]6726332.47768362[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]32903062.6770692[/C][C]Range[/C][C]25512[/C][C]Trim Var.[/C][C]20830335.8749269[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]783399.022383545[/C][C]Range[/C][C]4240[/C][C]Trim Var.[/C][C]487875.66025641[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1535020.54761905[/C][C]Range[/C][C]5928[/C][C]Trim Var.[/C][C]969175.67372549[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4473327.79967532[/C][C]Range[/C][C]9441[/C][C]Trim Var.[/C][C]3059979.04857143[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]14156572.7488215[/C][C]Range[/C][C]18358[/C][C]Trim Var.[/C][C]9226560.79166667[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1563270.59710145[/C][C]Range[/C][C]4850[/C][C]Trim Var.[/C][C]985043.484615385[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2747120.61313131[/C][C]Range[/C][C]7707[/C][C]Trim Var.[/C][C]1423836.51821862[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]8551245.98044397[/C][C]Range[/C][C]13338[/C][C]Trim Var.[/C][C]4417757.56472262[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]28296664.6135105[/C][C]Range[/C][C]26135[/C][C]Trim Var.[/C][C]14238805.9249249[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29394&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29394&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)5581278.3115942Range10535Trim Var.3480484.05208884
V(Y[t],d=1,D=0)3943571.04219949Range8483Trim Var.2591544.41147541
V(Y[t],d=2,D=0)10796277.6259877Range15202Trim Var.6726332.47768362
V(Y[t],d=3,D=0)32903062.6770692Range25512Trim Var.20830335.8749269
V(Y[t],d=0,D=1)783399.022383545Range4240Trim Var.487875.66025641
V(Y[t],d=1,D=1)1535020.54761905Range5928Trim Var.969175.67372549
V(Y[t],d=2,D=1)4473327.79967532Range9441Trim Var.3059979.04857143
V(Y[t],d=3,D=1)14156572.7488215Range18358Trim Var.9226560.79166667
V(Y[t],d=0,D=2)1563270.59710145Range4850Trim Var.985043.484615385
V(Y[t],d=1,D=2)2747120.61313131Range7707Trim Var.1423836.51821862
V(Y[t],d=2,D=2)8551245.98044397Range13338Trim Var.4417757.56472262
V(Y[t],d=3,D=2)28296664.6135105Range26135Trim Var.14238805.9249249



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')