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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 computationWed, 02 Dec 2009 15:55:36 -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/2009/Dec/02/t1259794573uniemfiicdv8d7j.htm/, Retrieved Sun, 28 Apr 2024 13:45:03 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62626, Retrieved Sun, 28 Apr 2024 13:45:03 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Workshop 4] [2007-11-27 10:00:02] [0089dec2868056b990fdbd23bf9edb23]
- RM D    [Variance Reduction Matrix] [PAPER] [2009-12-02 22:55:36] [2d9a0b3c2f25bb8f387fafb994d0d852] [Current]
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Dataseries X:
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516
528
533
536
537
524
536
587
597
581
564
564




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=62626&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=62626&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62626&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)1673.52853107345Range160Trim Var.1232.43081761006
V(Y[t],d=1,D=0)352.081239041496Range88Trim Var.186.886066763425
V(Y[t],d=2,D=0)534.240774349667Range114Trim Var.296.411387631976
V(Y[t],d=3,D=0)1247.01879699248Range179Trim Var.623.259607843137
V(Y[t],d=0,D=1)1648.29609929078Range141Trim Var.1213.22241579559
V(Y[t],d=1,D=1)75.8566142460685Range38Trim Var.42.6890243902439
V(Y[t],d=2,D=1)134.703381642512Range61Trim Var.58.276282051282
V(Y[t],d=3,D=1)427.858585858586Range109Trim Var.192.649122807018
V(Y[t],d=0,D=2)3159.49444444444Range175Trim Var.2634.17741935484
V(Y[t],d=1,D=2)185.517647058824Range52Trim Var.119.359139784946
V(Y[t],d=2,D=2)436.378787878788Range93Trim Var.262.409195402299
V(Y[t],d=3,D=2)1423.13068181818Range136Trim Var.989.52709359606

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1673.52853107345 & Range & 160 & Trim Var. & 1232.43081761006 \tabularnewline
V(Y[t],d=1,D=0) & 352.081239041496 & Range & 88 & Trim Var. & 186.886066763425 \tabularnewline
V(Y[t],d=2,D=0) & 534.240774349667 & Range & 114 & Trim Var. & 296.411387631976 \tabularnewline
V(Y[t],d=3,D=0) & 1247.01879699248 & Range & 179 & Trim Var. & 623.259607843137 \tabularnewline
V(Y[t],d=0,D=1) & 1648.29609929078 & Range & 141 & Trim Var. & 1213.22241579559 \tabularnewline
V(Y[t],d=1,D=1) & 75.8566142460685 & Range & 38 & Trim Var. & 42.6890243902439 \tabularnewline
V(Y[t],d=2,D=1) & 134.703381642512 & Range & 61 & Trim Var. & 58.276282051282 \tabularnewline
V(Y[t],d=3,D=1) & 427.858585858586 & Range & 109 & Trim Var. & 192.649122807018 \tabularnewline
V(Y[t],d=0,D=2) & 3159.49444444444 & Range & 175 & Trim Var. & 2634.17741935484 \tabularnewline
V(Y[t],d=1,D=2) & 185.517647058824 & Range & 52 & Trim Var. & 119.359139784946 \tabularnewline
V(Y[t],d=2,D=2) & 436.378787878788 & Range & 93 & Trim Var. & 262.409195402299 \tabularnewline
V(Y[t],d=3,D=2) & 1423.13068181818 & Range & 136 & Trim Var. & 989.52709359606 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62626&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1673.52853107345[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1232.43081761006[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]352.081239041496[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]186.886066763425[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]534.240774349667[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]296.411387631976[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1247.01879699248[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]623.259607843137[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1648.29609929078[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]1213.22241579559[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]75.8566142460685[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]42.6890243902439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]134.703381642512[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]58.276282051282[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]427.858585858586[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]192.649122807018[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3159.49444444444[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]2634.17741935484[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]185.517647058824[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]119.359139784946[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]436.378787878788[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]262.409195402299[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1423.13068181818[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]989.52709359606[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62626&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62626&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)1673.52853107345Range160Trim Var.1232.43081761006
V(Y[t],d=1,D=0)352.081239041496Range88Trim Var.186.886066763425
V(Y[t],d=2,D=0)534.240774349667Range114Trim Var.296.411387631976
V(Y[t],d=3,D=0)1247.01879699248Range179Trim Var.623.259607843137
V(Y[t],d=0,D=1)1648.29609929078Range141Trim Var.1213.22241579559
V(Y[t],d=1,D=1)75.8566142460685Range38Trim Var.42.6890243902439
V(Y[t],d=2,D=1)134.703381642512Range61Trim Var.58.276282051282
V(Y[t],d=3,D=1)427.858585858586Range109Trim Var.192.649122807018
V(Y[t],d=0,D=2)3159.49444444444Range175Trim Var.2634.17741935484
V(Y[t],d=1,D=2)185.517647058824Range52Trim Var.119.359139784946
V(Y[t],d=2,D=2)436.378787878788Range93Trim Var.262.409195402299
V(Y[t],d=3,D=2)1423.13068181818Range136Trim Var.989.52709359606



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')