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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 computationFri, 04 Dec 2009 08:22:20 -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/04/t1259940305x5rp1jxpehu32v9.htm/, Retrieved Sat, 27 Apr 2024 23:52:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63752, Retrieved Sat, 27 Apr 2024 23:52:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111
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] [] [2009-12-04 15:22:20] [a1151e037da67acc5ce4bbcb8804d7f1] [Current]
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Dataseries X:
392
394
392
396
392
396
419
421
420
418
410
418
426
428
430
424
423
427
441
449
452
462
455
461
461
463
462
456
455
456
472
472
471
465
459
465
468
467
463
460
462
461
476
476
471
453
443
442
444
438
427
424
416
406
431
434
418
412
404
409
412




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=63752&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=63752&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63752&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)646.332240437158Range84Trim Var.485.880986937591
V(Y[t],d=1,D=0)63.9887005649718Range43Trim Var.31.5279524807827
V(Y[t],d=2,D=0)108.327293980129Range57Trim Var.56.643665158371
V(Y[t],d=3,D=0)289.507562008469Range94Trim Var.130.763137254902
V(Y[t],d=0,D=1)926.182823129252Range100Trim Var.724.834994462901
V(Y[t],d=1,D=1)35.8563829787234Range28Trim Var.18.9854819976771
V(Y[t],d=2,D=1)72.586493987049Range37Trim Var.40.4024390243902
V(Y[t],d=3,D=1)225.849758454106Range70Trim Var.130.4
V(Y[t],d=0,D=2)312.633633633634Range69Trim Var.206.064516129032
V(Y[t],d=1,D=2)82.0785714285714Range52Trim Var.37.0806451612903
V(Y[t],d=2,D=2)154.408403361345Range56Trim Var.82.5118279569893
V(Y[t],d=3,D=2)487.682709447415Range97Trim Var.282.281609195402

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 646.332240437158 & Range & 84 & Trim Var. & 485.880986937591 \tabularnewline
V(Y[t],d=1,D=0) & 63.9887005649718 & Range & 43 & Trim Var. & 31.5279524807827 \tabularnewline
V(Y[t],d=2,D=0) & 108.327293980129 & Range & 57 & Trim Var. & 56.643665158371 \tabularnewline
V(Y[t],d=3,D=0) & 289.507562008469 & Range & 94 & Trim Var. & 130.763137254902 \tabularnewline
V(Y[t],d=0,D=1) & 926.182823129252 & Range & 100 & Trim Var. & 724.834994462901 \tabularnewline
V(Y[t],d=1,D=1) & 35.8563829787234 & Range & 28 & Trim Var. & 18.9854819976771 \tabularnewline
V(Y[t],d=2,D=1) & 72.586493987049 & Range & 37 & Trim Var. & 40.4024390243902 \tabularnewline
V(Y[t],d=3,D=1) & 225.849758454106 & Range & 70 & Trim Var. & 130.4 \tabularnewline
V(Y[t],d=0,D=2) & 312.633633633634 & Range & 69 & Trim Var. & 206.064516129032 \tabularnewline
V(Y[t],d=1,D=2) & 82.0785714285714 & Range & 52 & Trim Var. & 37.0806451612903 \tabularnewline
V(Y[t],d=2,D=2) & 154.408403361345 & Range & 56 & Trim Var. & 82.5118279569893 \tabularnewline
V(Y[t],d=3,D=2) & 487.682709447415 & Range & 97 & Trim Var. & 282.281609195402 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63752&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]646.332240437158[/C][C]Range[/C][C]84[/C][C]Trim Var.[/C][C]485.880986937591[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]63.9887005649718[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]31.5279524807827[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]108.327293980129[/C][C]Range[/C][C]57[/C][C]Trim Var.[/C][C]56.643665158371[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]289.507562008469[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]130.763137254902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]926.182823129252[/C][C]Range[/C][C]100[/C][C]Trim Var.[/C][C]724.834994462901[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]35.8563829787234[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]18.9854819976771[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]72.586493987049[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]40.4024390243902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]225.849758454106[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]130.4[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]312.633633633634[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]206.064516129032[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]82.0785714285714[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]37.0806451612903[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]154.408403361345[/C][C]Range[/C][C]56[/C][C]Trim Var.[/C][C]82.5118279569893[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]487.682709447415[/C][C]Range[/C][C]97[/C][C]Trim Var.[/C][C]282.281609195402[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63752&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63752&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)646.332240437158Range84Trim Var.485.880986937591
V(Y[t],d=1,D=0)63.9887005649718Range43Trim Var.31.5279524807827
V(Y[t],d=2,D=0)108.327293980129Range57Trim Var.56.643665158371
V(Y[t],d=3,D=0)289.507562008469Range94Trim Var.130.763137254902
V(Y[t],d=0,D=1)926.182823129252Range100Trim Var.724.834994462901
V(Y[t],d=1,D=1)35.8563829787234Range28Trim Var.18.9854819976771
V(Y[t],d=2,D=1)72.586493987049Range37Trim Var.40.4024390243902
V(Y[t],d=3,D=1)225.849758454106Range70Trim Var.130.4
V(Y[t],d=0,D=2)312.633633633634Range69Trim Var.206.064516129032
V(Y[t],d=1,D=2)82.0785714285714Range52Trim Var.37.0806451612903
V(Y[t],d=2,D=2)154.408403361345Range56Trim Var.82.5118279569893
V(Y[t],d=3,D=2)487.682709447415Range97Trim Var.282.281609195402



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')