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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 10:39:02 -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/t1259862265lh3ws7y0i33se5v.htm/, Retrieved Fri, 26 Apr 2024 05:01:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62975, Retrieved Fri, 26 Apr 2024 05:01:43 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact158
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]
- R  D      [Variance Reduction Matrix] [Variance Reductio...] [2009-12-03 17:39:02] [7d2d29a9bcbcfc0ea3924e19a42d8563] [Current]
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Dataseries X:
104.08
103.86
107.47
111.1
117.33
119.04
123.68
125.9
124.54
119.39
118.8
114.81
117.9
120.53
125.15
126.49
131.85
127.4
131.08
122.37
124.34
119.61
119.97
116.46
117.03
120.96
124.71
127.08
131.91
137.69
142.46
144.32
138.06
124.45
126.71
121.83
122.51
125.48
127.77
128.03
132.84
133.41
139.99
138.53
136.12
124.75
122.88
121.46
118.4
122.45
128.94
133.25
137.94
140.04
130.74
131.55
129.47
125.45
127.87
124.68




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=62975&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=62975&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62975&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)74.968916920904Range40.46Trim Var.43.6524979734452
V(Y[t],d=1,D=0)20.3535182349503Range20.19Trim Var.12.2804347605225
V(Y[t],d=2,D=0)33.7112985178463Range28.26Trim Var.21.0422990573152
V(Y[t],d=3,D=0)106.013946491228Range46.23Trim Var.62.9289459607843
V(Y[t],d=0,D=1)49.2258040780142Range31.2Trim Var.29.6384283391405
V(Y[t],d=1,D=1)22.7312817761332Range26.45Trim Var.8.17268048780487
V(Y[t],d=2,D=1)50.8125464734299Range36.95Trim Var.22.6162737820513
V(Y[t],d=3,D=1)164.878951313131Range63.84Trim Var.90.8445993252361
V(Y[t],d=0,D=2)115.141308253968Range53.22Trim Var.67.5653548387097
V(Y[t],d=1,D=2)69.5884299159663Range39.19Trim Var.36.2481911827957
V(Y[t],d=2,D=2)171.941196791444Range59.03Trim Var.95.4336855172413
V(Y[t],d=3,D=2)579.354717613636Range100.22Trim Var.385.918081527093

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 74.968916920904 & Range & 40.46 & Trim Var. & 43.6524979734452 \tabularnewline
V(Y[t],d=1,D=0) & 20.3535182349503 & Range & 20.19 & Trim Var. & 12.2804347605225 \tabularnewline
V(Y[t],d=2,D=0) & 33.7112985178463 & Range & 28.26 & Trim Var. & 21.0422990573152 \tabularnewline
V(Y[t],d=3,D=0) & 106.013946491228 & Range & 46.23 & Trim Var. & 62.9289459607843 \tabularnewline
V(Y[t],d=0,D=1) & 49.2258040780142 & Range & 31.2 & Trim Var. & 29.6384283391405 \tabularnewline
V(Y[t],d=1,D=1) & 22.7312817761332 & Range & 26.45 & Trim Var. & 8.17268048780487 \tabularnewline
V(Y[t],d=2,D=1) & 50.8125464734299 & Range & 36.95 & Trim Var. & 22.6162737820513 \tabularnewline
V(Y[t],d=3,D=1) & 164.878951313131 & Range & 63.84 & Trim Var. & 90.8445993252361 \tabularnewline
V(Y[t],d=0,D=2) & 115.141308253968 & Range & 53.22 & Trim Var. & 67.5653548387097 \tabularnewline
V(Y[t],d=1,D=2) & 69.5884299159663 & Range & 39.19 & Trim Var. & 36.2481911827957 \tabularnewline
V(Y[t],d=2,D=2) & 171.941196791444 & Range & 59.03 & Trim Var. & 95.4336855172413 \tabularnewline
V(Y[t],d=3,D=2) & 579.354717613636 & Range & 100.22 & Trim Var. & 385.918081527093 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62975&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]74.968916920904[/C][C]Range[/C][C]40.46[/C][C]Trim Var.[/C][C]43.6524979734452[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]20.3535182349503[/C][C]Range[/C][C]20.19[/C][C]Trim Var.[/C][C]12.2804347605225[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]33.7112985178463[/C][C]Range[/C][C]28.26[/C][C]Trim Var.[/C][C]21.0422990573152[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]106.013946491228[/C][C]Range[/C][C]46.23[/C][C]Trim Var.[/C][C]62.9289459607843[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]49.2258040780142[/C][C]Range[/C][C]31.2[/C][C]Trim Var.[/C][C]29.6384283391405[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]22.7312817761332[/C][C]Range[/C][C]26.45[/C][C]Trim Var.[/C][C]8.17268048780487[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]50.8125464734299[/C][C]Range[/C][C]36.95[/C][C]Trim Var.[/C][C]22.6162737820513[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]164.878951313131[/C][C]Range[/C][C]63.84[/C][C]Trim Var.[/C][C]90.8445993252361[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]115.141308253968[/C][C]Range[/C][C]53.22[/C][C]Trim Var.[/C][C]67.5653548387097[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]69.5884299159663[/C][C]Range[/C][C]39.19[/C][C]Trim Var.[/C][C]36.2481911827957[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]171.941196791444[/C][C]Range[/C][C]59.03[/C][C]Trim Var.[/C][C]95.4336855172413[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]579.354717613636[/C][C]Range[/C][C]100.22[/C][C]Trim Var.[/C][C]385.918081527093[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62975&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62975&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)74.968916920904Range40.46Trim Var.43.6524979734452
V(Y[t],d=1,D=0)20.3535182349503Range20.19Trim Var.12.2804347605225
V(Y[t],d=2,D=0)33.7112985178463Range28.26Trim Var.21.0422990573152
V(Y[t],d=3,D=0)106.013946491228Range46.23Trim Var.62.9289459607843
V(Y[t],d=0,D=1)49.2258040780142Range31.2Trim Var.29.6384283391405
V(Y[t],d=1,D=1)22.7312817761332Range26.45Trim Var.8.17268048780487
V(Y[t],d=2,D=1)50.8125464734299Range36.95Trim Var.22.6162737820513
V(Y[t],d=3,D=1)164.878951313131Range63.84Trim Var.90.8445993252361
V(Y[t],d=0,D=2)115.141308253968Range53.22Trim Var.67.5653548387097
V(Y[t],d=1,D=2)69.5884299159663Range39.19Trim Var.36.2481911827957
V(Y[t],d=2,D=2)171.941196791444Range59.03Trim Var.95.4336855172413
V(Y[t],d=3,D=2)579.354717613636Range100.22Trim Var.385.918081527093



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')