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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 10:44:20 -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/t1259862740h7v3nfthptlk5ij.htm/, Retrieved Fri, 29 Mar 2024 09:30:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=62990, Retrieved Fri, 29 Mar 2024 09:30:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact171
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] [VRM] [2009-12-03 17:44:20] [03368d751914a6c247d86aff8eac7cbf] [Current]
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Dataseries X:
1954
1828
2251
2277
2085
2282
2266
1878
2267
2069
1746
2299
2360
2214
2825
2355
2333
3016
2155
2172
2150
2533
2058
2160
2260
2498
2695
2799
2947
2930
2318
2540
2570
2669
2450
2842
3440
2678
2981
2260
2844
2546
2456
2295
2379
2479
2057
2280
2351
2276
2548
2311
2201
2725
2408
2139
1898
2537
2069
2063
2524




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=62990&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=62990&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62990&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)105573.790163934Range1694Trim Var.56514.6001451379
V(Y[t],d=1,D=0)131522.661016949Range1544Trim Var.87877.2358490566
V(Y[t],d=2,D=0)390372.324956166Range2849Trim Var.260432.981132075
V(Y[t],d=3,D=0)1292715.29945554Range4674Trim Var.829386.559200603
V(Y[t],d=0,D=1)169381.914965986Range2269Trim Var.91286.569213732
V(Y[t],d=1,D=1)195139.276152482Range1822Trim Var.129023.076074332
V(Y[t],d=2,D=1)604411.813135985Range3014Trim Var.423717.106097561
V(Y[t],d=3,D=1)2123065.44009662Range5259Trim Var.1534068.05128205
V(Y[t],d=0,D=2)489155.821321321Range3549Trim Var.245855.465909091
V(Y[t],d=1,D=2)613982.387301587Range3086Trim Var.421565.861895161
V(Y[t],d=2,D=2)1864853.40840336Range5151Trim Var.1374247.89032258
V(Y[t],d=3,D=2)6620052.8315508Range9208Trim Var.5009936.00574713

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 105573.790163934 & Range & 1694 & Trim Var. & 56514.6001451379 \tabularnewline
V(Y[t],d=1,D=0) & 131522.661016949 & Range & 1544 & Trim Var. & 87877.2358490566 \tabularnewline
V(Y[t],d=2,D=0) & 390372.324956166 & Range & 2849 & Trim Var. & 260432.981132075 \tabularnewline
V(Y[t],d=3,D=0) & 1292715.29945554 & Range & 4674 & Trim Var. & 829386.559200603 \tabularnewline
V(Y[t],d=0,D=1) & 169381.914965986 & Range & 2269 & Trim Var. & 91286.569213732 \tabularnewline
V(Y[t],d=1,D=1) & 195139.276152482 & Range & 1822 & Trim Var. & 129023.076074332 \tabularnewline
V(Y[t],d=2,D=1) & 604411.813135985 & Range & 3014 & Trim Var. & 423717.106097561 \tabularnewline
V(Y[t],d=3,D=1) & 2123065.44009662 & Range & 5259 & Trim Var. & 1534068.05128205 \tabularnewline
V(Y[t],d=0,D=2) & 489155.821321321 & Range & 3549 & Trim Var. & 245855.465909091 \tabularnewline
V(Y[t],d=1,D=2) & 613982.387301587 & Range & 3086 & Trim Var. & 421565.861895161 \tabularnewline
V(Y[t],d=2,D=2) & 1864853.40840336 & Range & 5151 & Trim Var. & 1374247.89032258 \tabularnewline
V(Y[t],d=3,D=2) & 6620052.8315508 & Range & 9208 & Trim Var. & 5009936.00574713 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=62990&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]105573.790163934[/C][C]Range[/C][C]1694[/C][C]Trim Var.[/C][C]56514.6001451379[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]131522.661016949[/C][C]Range[/C][C]1544[/C][C]Trim Var.[/C][C]87877.2358490566[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]390372.324956166[/C][C]Range[/C][C]2849[/C][C]Trim Var.[/C][C]260432.981132075[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1292715.29945554[/C][C]Range[/C][C]4674[/C][C]Trim Var.[/C][C]829386.559200603[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]169381.914965986[/C][C]Range[/C][C]2269[/C][C]Trim Var.[/C][C]91286.569213732[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]195139.276152482[/C][C]Range[/C][C]1822[/C][C]Trim Var.[/C][C]129023.076074332[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]604411.813135985[/C][C]Range[/C][C]3014[/C][C]Trim Var.[/C][C]423717.106097561[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2123065.44009662[/C][C]Range[/C][C]5259[/C][C]Trim Var.[/C][C]1534068.05128205[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]489155.821321321[/C][C]Range[/C][C]3549[/C][C]Trim Var.[/C][C]245855.465909091[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]613982.387301587[/C][C]Range[/C][C]3086[/C][C]Trim Var.[/C][C]421565.861895161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1864853.40840336[/C][C]Range[/C][C]5151[/C][C]Trim Var.[/C][C]1374247.89032258[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6620052.8315508[/C][C]Range[/C][C]9208[/C][C]Trim Var.[/C][C]5009936.00574713[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=62990&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=62990&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)105573.790163934Range1694Trim Var.56514.6001451379
V(Y[t],d=1,D=0)131522.661016949Range1544Trim Var.87877.2358490566
V(Y[t],d=2,D=0)390372.324956166Range2849Trim Var.260432.981132075
V(Y[t],d=3,D=0)1292715.29945554Range4674Trim Var.829386.559200603
V(Y[t],d=0,D=1)169381.914965986Range2269Trim Var.91286.569213732
V(Y[t],d=1,D=1)195139.276152482Range1822Trim Var.129023.076074332
V(Y[t],d=2,D=1)604411.813135985Range3014Trim Var.423717.106097561
V(Y[t],d=3,D=1)2123065.44009662Range5259Trim Var.1534068.05128205
V(Y[t],d=0,D=2)489155.821321321Range3549Trim Var.245855.465909091
V(Y[t],d=1,D=2)613982.387301587Range3086Trim Var.421565.861895161
V(Y[t],d=2,D=2)1864853.40840336Range5151Trim Var.1374247.89032258
V(Y[t],d=3,D=2)6620052.8315508Range9208Trim Var.5009936.00574713



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')