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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 12:29:38 -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/t1259868671u8ggt3gszkr1n26.htm/, Retrieved Thu, 25 Apr 2024 01:30:51 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63088, Retrieved Thu, 25 Apr 2024 01:30:51 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact125
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] [] [2009-12-03 19:29:38] [ed082d38031561faed979d8cebfeba4d] [Current]
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Dataseries X:
1915
1843
1761
2858
3968
5061
4661
4269
3857
3568
3274
2987
1683
1381
1071
2772
4485
6181
5479
4782
4067
3489
2903
2330
1736
1483
1242
2334
3423
4523
3986
3462
2908
2575
2237
1904
1610
1251
941
2450
3946
5409
4741
4069
3539
3189
2960
2704
1697
1598
1456
2316
3083
4158
3469
2892
2578
2233
1947
2049




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=63088&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=63088&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63088&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)1544495.53983051Range5240Trim Var.1090484.17470301
V(Y[t],d=1,D=0)616643.270017534Range3017Trim Var.456999.859941945
V(Y[t],d=2,D=0)594466.245614035Range4409Trim Var.221948.346907994
V(Y[t],d=3,D=0)1293442.62468672Range4784Trim Var.807508.852653061
V(Y[t],d=0,D=1)542960.2535461Range2778Trim Var.402968.644018583
V(Y[t],d=1,D=1)133448.956521739Range1439Trim Var.78645.2923076923
V(Y[t],d=2,D=1)165196.573913043Range1901Trim Var.69167.7942307692
V(Y[t],d=3,D=1)390189.058585859Range3420Trim Var.199145.69365722
V(Y[t],d=0,D=2)2101504.58730159Range5322Trim Var.1577263.32963710
V(Y[t],d=1,D=2)411822.210084034Range2258Trim Var.297884.047311828
V(Y[t],d=2,D=2)440064.844919786Range3176Trim Var.202250.712643678
V(Y[t],d=3,D=2)948950.6875Range3884Trim Var.630159.384236453

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1544495.53983051 & Range & 5240 & Trim Var. & 1090484.17470301 \tabularnewline
V(Y[t],d=1,D=0) & 616643.270017534 & Range & 3017 & Trim Var. & 456999.859941945 \tabularnewline
V(Y[t],d=2,D=0) & 594466.245614035 & Range & 4409 & Trim Var. & 221948.346907994 \tabularnewline
V(Y[t],d=3,D=0) & 1293442.62468672 & Range & 4784 & Trim Var. & 807508.852653061 \tabularnewline
V(Y[t],d=0,D=1) & 542960.2535461 & Range & 2778 & Trim Var. & 402968.644018583 \tabularnewline
V(Y[t],d=1,D=1) & 133448.956521739 & Range & 1439 & Trim Var. & 78645.2923076923 \tabularnewline
V(Y[t],d=2,D=1) & 165196.573913043 & Range & 1901 & Trim Var. & 69167.7942307692 \tabularnewline
V(Y[t],d=3,D=1) & 390189.058585859 & Range & 3420 & Trim Var. & 199145.69365722 \tabularnewline
V(Y[t],d=0,D=2) & 2101504.58730159 & Range & 5322 & Trim Var. & 1577263.32963710 \tabularnewline
V(Y[t],d=1,D=2) & 411822.210084034 & Range & 2258 & Trim Var. & 297884.047311828 \tabularnewline
V(Y[t],d=2,D=2) & 440064.844919786 & Range & 3176 & Trim Var. & 202250.712643678 \tabularnewline
V(Y[t],d=3,D=2) & 948950.6875 & Range & 3884 & Trim Var. & 630159.384236453 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63088&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1544495.53983051[/C][C]Range[/C][C]5240[/C][C]Trim Var.[/C][C]1090484.17470301[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]616643.270017534[/C][C]Range[/C][C]3017[/C][C]Trim Var.[/C][C]456999.859941945[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]594466.245614035[/C][C]Range[/C][C]4409[/C][C]Trim Var.[/C][C]221948.346907994[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1293442.62468672[/C][C]Range[/C][C]4784[/C][C]Trim Var.[/C][C]807508.852653061[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]542960.2535461[/C][C]Range[/C][C]2778[/C][C]Trim Var.[/C][C]402968.644018583[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]133448.956521739[/C][C]Range[/C][C]1439[/C][C]Trim Var.[/C][C]78645.2923076923[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]165196.573913043[/C][C]Range[/C][C]1901[/C][C]Trim Var.[/C][C]69167.7942307692[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]390189.058585859[/C][C]Range[/C][C]3420[/C][C]Trim Var.[/C][C]199145.69365722[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2101504.58730159[/C][C]Range[/C][C]5322[/C][C]Trim Var.[/C][C]1577263.32963710[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]411822.210084034[/C][C]Range[/C][C]2258[/C][C]Trim Var.[/C][C]297884.047311828[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]440064.844919786[/C][C]Range[/C][C]3176[/C][C]Trim Var.[/C][C]202250.712643678[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]948950.6875[/C][C]Range[/C][C]3884[/C][C]Trim Var.[/C][C]630159.384236453[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63088&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63088&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)1544495.53983051Range5240Trim Var.1090484.17470301
V(Y[t],d=1,D=0)616643.270017534Range3017Trim Var.456999.859941945
V(Y[t],d=2,D=0)594466.245614035Range4409Trim Var.221948.346907994
V(Y[t],d=3,D=0)1293442.62468672Range4784Trim Var.807508.852653061
V(Y[t],d=0,D=1)542960.2535461Range2778Trim Var.402968.644018583
V(Y[t],d=1,D=1)133448.956521739Range1439Trim Var.78645.2923076923
V(Y[t],d=2,D=1)165196.573913043Range1901Trim Var.69167.7942307692
V(Y[t],d=3,D=1)390189.058585859Range3420Trim Var.199145.69365722
V(Y[t],d=0,D=2)2101504.58730159Range5322Trim Var.1577263.32963710
V(Y[t],d=1,D=2)411822.210084034Range2258Trim Var.297884.047311828
V(Y[t],d=2,D=2)440064.844919786Range3176Trim Var.202250.712643678
V(Y[t],d=3,D=2)948950.6875Range3884Trim Var.630159.384236453



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')