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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 computationThu, 03 Dec 2009 02:53:47 -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/03/t1259834354enfp24pqzp2wh5p.htm/, Retrieved Thu, 28 Mar 2024 15:49:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62656, Retrieved Thu, 28 Mar 2024 15:49:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact211
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Variance Reduction Matrix] [] [2009-11-27 14:44:05] [b98453cac15ba1066b407e146608df68]
-    D      [Variance Reduction Matrix] [] [2009-12-03 09:53:47] [aa8eb70c35ea8a87edcd21d6427e653e] [Current]
-    D        [Variance Reduction Matrix] [] [2009-12-03 10:20:54] [4b0ddbda2a8eb8bbc60159112cb39d44]
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Dataseries X:
594
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




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=62656&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=62656&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62656&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)1696.88446327684Range160Trim Var.1258.09119496855
V(Y[t],d=1,D=0)352.116306253653Range88Trim Var.186.986937590711
V(Y[t],d=2,D=0)529.516031457955Range114Trim Var.290.604449472097
V(Y[t],d=3,D=0)1242.17355889724Range179Trim Var.619.023529411765
V(Y[t],d=0,D=1)1535.13785460993Range141Trim Var.1091.29442508711
V(Y[t],d=1,D=1)75.6928769657724Range38Trim Var.42.4951219512195
V(Y[t],d=2,D=1)132.915942028986Range61Trim Var.55.9942307692308
V(Y[t],d=3,D=1)423.446464646465Range109Trim Var.187.850202429150
V(Y[t],d=0,D=2)3132.35158730159Range175Trim Var.2607.16129032258
V(Y[t],d=1,D=2)187.927731092437Range52Trim Var.121.984946236559
V(Y[t],d=2,D=2)448.713012477718Range93Trim Var.276.047126436782
V(Y[t],d=3,D=2)1463.42613636364Range136Trim Var.1037.32019704433

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1696.88446327684 & Range & 160 & Trim Var. & 1258.09119496855 \tabularnewline
V(Y[t],d=1,D=0) & 352.116306253653 & Range & 88 & Trim Var. & 186.986937590711 \tabularnewline
V(Y[t],d=2,D=0) & 529.516031457955 & Range & 114 & Trim Var. & 290.604449472097 \tabularnewline
V(Y[t],d=3,D=0) & 1242.17355889724 & Range & 179 & Trim Var. & 619.023529411765 \tabularnewline
V(Y[t],d=0,D=1) & 1535.13785460993 & Range & 141 & Trim Var. & 1091.29442508711 \tabularnewline
V(Y[t],d=1,D=1) & 75.6928769657724 & Range & 38 & Trim Var. & 42.4951219512195 \tabularnewline
V(Y[t],d=2,D=1) & 132.915942028986 & Range & 61 & Trim Var. & 55.9942307692308 \tabularnewline
V(Y[t],d=3,D=1) & 423.446464646465 & Range & 109 & Trim Var. & 187.850202429150 \tabularnewline
V(Y[t],d=0,D=2) & 3132.35158730159 & Range & 175 & Trim Var. & 2607.16129032258 \tabularnewline
V(Y[t],d=1,D=2) & 187.927731092437 & Range & 52 & Trim Var. & 121.984946236559 \tabularnewline
V(Y[t],d=2,D=2) & 448.713012477718 & Range & 93 & Trim Var. & 276.047126436782 \tabularnewline
V(Y[t],d=3,D=2) & 1463.42613636364 & Range & 136 & Trim Var. & 1037.32019704433 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62656&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1696.88446327684[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1258.09119496855[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]352.116306253653[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]186.986937590711[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]529.516031457955[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]290.604449472097[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1242.17355889724[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]619.023529411765[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1535.13785460993[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]1091.29442508711[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]75.6928769657724[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]42.4951219512195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]132.915942028986[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]55.9942307692308[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]423.446464646465[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]187.850202429150[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3132.35158730159[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]2607.16129032258[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]187.927731092437[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]121.984946236559[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]448.713012477718[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]276.047126436782[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1463.42613636364[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]1037.32019704433[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62656&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62656&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)1696.88446327684Range160Trim Var.1258.09119496855
V(Y[t],d=1,D=0)352.116306253653Range88Trim Var.186.986937590711
V(Y[t],d=2,D=0)529.516031457955Range114Trim Var.290.604449472097
V(Y[t],d=3,D=0)1242.17355889724Range179Trim Var.619.023529411765
V(Y[t],d=0,D=1)1535.13785460993Range141Trim Var.1091.29442508711
V(Y[t],d=1,D=1)75.6928769657724Range38Trim Var.42.4951219512195
V(Y[t],d=2,D=1)132.915942028986Range61Trim Var.55.9942307692308
V(Y[t],d=3,D=1)423.446464646465Range109Trim Var.187.850202429150
V(Y[t],d=0,D=2)3132.35158730159Range175Trim Var.2607.16129032258
V(Y[t],d=1,D=2)187.927731092437Range52Trim Var.121.984946236559
V(Y[t],d=2,D=2)448.713012477718Range93Trim Var.276.047126436782
V(Y[t],d=3,D=2)1463.42613636364Range136Trim Var.1037.32019704433



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')