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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 09:30:18 -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/t1259944239jcnm8j3fj5uskie.htm/, Retrieved Sat, 27 Apr 2024 19:17:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63864, Retrieved Sat, 27 Apr 2024 19:17:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact78
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 16:30:18] [c5f9f441970441f2f938cd843072158d] [Current]
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Dataseries X:
14.9
18.6
19.1
18.8
18.2
18
19
20.7
21.2
20.7
19.6
18.6
18.7
23.8
24.9
24.8
23.8
22.3
21.7
20.7
19.7
18.4
17.4
17
18
23.8
25.5
25.6
23.7
22
21.3
20.7
20.4
20.3
20.4
19.8
19.5
23.1
23.5
23.5
22.9
21.9
21.5
20.5
20.2
19.4
19.2
18.8
18.8
22.6
23.3
23
21.4
19.9
18.8
18.6
18.4
18.6
19.9
19.2
18.4




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=63864&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=63864&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63864&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)5.30295628415301Range10.7Trim Var.3.21231900452489
V(Y[t],d=1,D=0)2.41569209039548Range7.7Trim Var.1.11157232704402
V(Y[t],d=2,D=0)2.9856341320865Range9.1Trim Var.1.11189668174962
V(Y[t],d=3,D=0)6.78709316394435Range12.9Trim Var.2.42771764705882
V(Y[t],d=0,D=1)4.99Range8.7Trim Var.2.97712070874862
V(Y[t],d=1,D=1)0.868351063829787Range4.20000000000000Trim Var.0.500098722415796
V(Y[t],d=2,D=1)0.591674375578168Range3.3Trim Var.0.335681511470986
V(Y[t],d=3,D=1)0.997067632850242Range4.59999999999999Trim Var.0.485891025641027
V(Y[t],d=0,D=2)8.13833333333334Range10.9Trim Var.5.41740927419355
V(Y[t],d=1,D=2)2.31314285714286Range6Trim Var.1.67410282258065
V(Y[t],d=2,D=2)1.69339495798319Range4.8Trim Var.1.22580645161290
V(Y[t],d=3,D=2)2.8042513368984Range7.00000000000001Trim Var.1.71481609195402

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5.30295628415301 & Range & 10.7 & Trim Var. & 3.21231900452489 \tabularnewline
V(Y[t],d=1,D=0) & 2.41569209039548 & Range & 7.7 & Trim Var. & 1.11157232704402 \tabularnewline
V(Y[t],d=2,D=0) & 2.9856341320865 & Range & 9.1 & Trim Var. & 1.11189668174962 \tabularnewline
V(Y[t],d=3,D=0) & 6.78709316394435 & Range & 12.9 & Trim Var. & 2.42771764705882 \tabularnewline
V(Y[t],d=0,D=1) & 4.99 & Range & 8.7 & Trim Var. & 2.97712070874862 \tabularnewline
V(Y[t],d=1,D=1) & 0.868351063829787 & Range & 4.20000000000000 & Trim Var. & 0.500098722415796 \tabularnewline
V(Y[t],d=2,D=1) & 0.591674375578168 & Range & 3.3 & Trim Var. & 0.335681511470986 \tabularnewline
V(Y[t],d=3,D=1) & 0.997067632850242 & Range & 4.59999999999999 & Trim Var. & 0.485891025641027 \tabularnewline
V(Y[t],d=0,D=2) & 8.13833333333334 & Range & 10.9 & Trim Var. & 5.41740927419355 \tabularnewline
V(Y[t],d=1,D=2) & 2.31314285714286 & Range & 6 & Trim Var. & 1.67410282258065 \tabularnewline
V(Y[t],d=2,D=2) & 1.69339495798319 & Range & 4.8 & Trim Var. & 1.22580645161290 \tabularnewline
V(Y[t],d=3,D=2) & 2.8042513368984 & Range & 7.00000000000001 & Trim Var. & 1.71481609195402 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63864&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5.30295628415301[/C][C]Range[/C][C]10.7[/C][C]Trim Var.[/C][C]3.21231900452489[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.41569209039548[/C][C]Range[/C][C]7.7[/C][C]Trim Var.[/C][C]1.11157232704402[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2.9856341320865[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]1.11189668174962[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6.78709316394435[/C][C]Range[/C][C]12.9[/C][C]Trim Var.[/C][C]2.42771764705882[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4.99[/C][C]Range[/C][C]8.7[/C][C]Trim Var.[/C][C]2.97712070874862[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.868351063829787[/C][C]Range[/C][C]4.20000000000000[/C][C]Trim Var.[/C][C]0.500098722415796[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.591674375578168[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.335681511470986[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.997067632850242[/C][C]Range[/C][C]4.59999999999999[/C][C]Trim Var.[/C][C]0.485891025641027[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]8.13833333333334[/C][C]Range[/C][C]10.9[/C][C]Trim Var.[/C][C]5.41740927419355[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.31314285714286[/C][C]Range[/C][C]6[/C][C]Trim Var.[/C][C]1.67410282258065[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.69339495798319[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]1.22580645161290[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.8042513368984[/C][C]Range[/C][C]7.00000000000001[/C][C]Trim Var.[/C][C]1.71481609195402[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63864&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63864&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)5.30295628415301Range10.7Trim Var.3.21231900452489
V(Y[t],d=1,D=0)2.41569209039548Range7.7Trim Var.1.11157232704402
V(Y[t],d=2,D=0)2.9856341320865Range9.1Trim Var.1.11189668174962
V(Y[t],d=3,D=0)6.78709316394435Range12.9Trim Var.2.42771764705882
V(Y[t],d=0,D=1)4.99Range8.7Trim Var.2.97712070874862
V(Y[t],d=1,D=1)0.868351063829787Range4.20000000000000Trim Var.0.500098722415796
V(Y[t],d=2,D=1)0.591674375578168Range3.3Trim Var.0.335681511470986
V(Y[t],d=3,D=1)0.997067632850242Range4.59999999999999Trim Var.0.485891025641027
V(Y[t],d=0,D=2)8.13833333333334Range10.9Trim Var.5.41740927419355
V(Y[t],d=1,D=2)2.31314285714286Range6Trim Var.1.67410282258065
V(Y[t],d=2,D=2)1.69339495798319Range4.8Trim Var.1.22580645161290
V(Y[t],d=3,D=2)2.8042513368984Range7.00000000000001Trim Var.1.71481609195402



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')