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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 09:31:56 -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/t1259944416ar6i9b85vh4qoio.htm/, Retrieved Sun, 28 Apr 2024 17:06:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63869, Retrieved Sun, 28 Apr 2024 17:06:30 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact132
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] [Stap 2 Workshop 5] [2009-12-04 12:26:01] [76ab39dc7a55316678260825bd5ad46c]
-             [Variance Reduction Matrix] [Stap 2] [2009-12-04 16:31:56] [986e3c28a4248c495afaef9fd432264f] [Current]
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Dataseries X:
91,98
91,72
90,27
91,89
92,07
92,92
93,34
93,60
92,41
93,60
93,77
93,60
93,60
93,51
92,66
94,20
94,37
94,45
94,62
94,37
93,43
94,79
94,88
94,79
94,62
94,71
93,77
95,73
95,99
95,82
95,47
95,82
94,71
96,33
96,50
96,16
96,33
96,33
95,05
96,84
96,92
97,44
97,78
97,69
96,67
98,29
98,20
98,71
98,54
98,20
96,92
99,06
99,65
99,82
99,99
100,33
99,31
101,10
101,10
100,93
100,85
100,93
99,60
101,88
101,81
102,38
102,74
102,82
101,72
103,47
102,98
102,68
102,90
103,03
101,29
103,69
103,68
104,20
104,08
104,16
103,05
104,66
104,46
104,95
105,85
106,23
104,86
107,44
108,23
108,45
109,39
110,15
109,13
110,28
110,17
109,99
109,26
109,11
107,06
109,53
108,92
109,24
109,12
109,00
107,23
109,49
109,04
109,02




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=63869&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=63869&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63869&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)32.8603011682243Range20.01Trim Var.26.4460329824561
V(Y[t],d=1,D=0)0.948550379121848Range4.63Trim Var.0.553929070548713
V(Y[t],d=2,D=0)2.74213387241689Range7.6Trim Var.1.67936952642416
V(Y[t],d=3,D=0)9.22254236263735Range14.0200000000000Trim Var.5.78262695184666
V(Y[t],d=0,D=1)1.95657990131579Range7.97999999999999Trim Var.0.753342653898767
V(Y[t],d=1,D=1)0.228341366181410Range2.73999999999997Trim Var.0.119756218487394
V(Y[t],d=2,D=1)0.398121493937309Range3.30999999999995Trim Var.0.230938324727479
V(Y[t],d=3,D=1)1.22307225338941Range6.09999999999995Trim Var.0.692884925066108
V(Y[t],d=0,D=2)5.5415381956397Range12.73Trim Var.1.72238333950388
V(Y[t],d=1,D=2)0.623556979136054Range3.87999999999995Trim Var.0.322626217656013
V(Y[t],d=2,D=2)1.13644444444443Range5.11999999999998Trim Var.0.650109780907665
V(Y[t],d=3,D=2)3.47668716049378Range9.62999999999997Trim Var.1.97978213279676

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 32.8603011682243 & Range & 20.01 & Trim Var. & 26.4460329824561 \tabularnewline
V(Y[t],d=1,D=0) & 0.948550379121848 & Range & 4.63 & Trim Var. & 0.553929070548713 \tabularnewline
V(Y[t],d=2,D=0) & 2.74213387241689 & Range & 7.6 & Trim Var. & 1.67936952642416 \tabularnewline
V(Y[t],d=3,D=0) & 9.22254236263735 & Range & 14.0200000000000 & Trim Var. & 5.78262695184666 \tabularnewline
V(Y[t],d=0,D=1) & 1.95657990131579 & Range & 7.97999999999999 & Trim Var. & 0.753342653898767 \tabularnewline
V(Y[t],d=1,D=1) & 0.228341366181410 & Range & 2.73999999999997 & Trim Var. & 0.119756218487394 \tabularnewline
V(Y[t],d=2,D=1) & 0.398121493937309 & Range & 3.30999999999995 & Trim Var. & 0.230938324727479 \tabularnewline
V(Y[t],d=3,D=1) & 1.22307225338941 & Range & 6.09999999999995 & Trim Var. & 0.692884925066108 \tabularnewline
V(Y[t],d=0,D=2) & 5.5415381956397 & Range & 12.73 & Trim Var. & 1.72238333950388 \tabularnewline
V(Y[t],d=1,D=2) & 0.623556979136054 & Range & 3.87999999999995 & Trim Var. & 0.322626217656013 \tabularnewline
V(Y[t],d=2,D=2) & 1.13644444444443 & Range & 5.11999999999998 & Trim Var. & 0.650109780907665 \tabularnewline
V(Y[t],d=3,D=2) & 3.47668716049378 & Range & 9.62999999999997 & Trim Var. & 1.97978213279676 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63869&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]32.8603011682243[/C][C]Range[/C][C]20.01[/C][C]Trim Var.[/C][C]26.4460329824561[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.948550379121848[/C][C]Range[/C][C]4.63[/C][C]Trim Var.[/C][C]0.553929070548713[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2.74213387241689[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]1.67936952642416[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]9.22254236263735[/C][C]Range[/C][C]14.0200000000000[/C][C]Trim Var.[/C][C]5.78262695184666[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.95657990131579[/C][C]Range[/C][C]7.97999999999999[/C][C]Trim Var.[/C][C]0.753342653898767[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.228341366181410[/C][C]Range[/C][C]2.73999999999997[/C][C]Trim Var.[/C][C]0.119756218487394[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.398121493937309[/C][C]Range[/C][C]3.30999999999995[/C][C]Trim Var.[/C][C]0.230938324727479[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.22307225338941[/C][C]Range[/C][C]6.09999999999995[/C][C]Trim Var.[/C][C]0.692884925066108[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.5415381956397[/C][C]Range[/C][C]12.73[/C][C]Trim Var.[/C][C]1.72238333950388[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.623556979136054[/C][C]Range[/C][C]3.87999999999995[/C][C]Trim Var.[/C][C]0.322626217656013[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.13644444444443[/C][C]Range[/C][C]5.11999999999998[/C][C]Trim Var.[/C][C]0.650109780907665[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3.47668716049378[/C][C]Range[/C][C]9.62999999999997[/C][C]Trim Var.[/C][C]1.97978213279676[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63869&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63869&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)32.8603011682243Range20.01Trim Var.26.4460329824561
V(Y[t],d=1,D=0)0.948550379121848Range4.63Trim Var.0.553929070548713
V(Y[t],d=2,D=0)2.74213387241689Range7.6Trim Var.1.67936952642416
V(Y[t],d=3,D=0)9.22254236263735Range14.0200000000000Trim Var.5.78262695184666
V(Y[t],d=0,D=1)1.95657990131579Range7.97999999999999Trim Var.0.753342653898767
V(Y[t],d=1,D=1)0.228341366181410Range2.73999999999997Trim Var.0.119756218487394
V(Y[t],d=2,D=1)0.398121493937309Range3.30999999999995Trim Var.0.230938324727479
V(Y[t],d=3,D=1)1.22307225338941Range6.09999999999995Trim Var.0.692884925066108
V(Y[t],d=0,D=2)5.5415381956397Range12.73Trim Var.1.72238333950388
V(Y[t],d=1,D=2)0.623556979136054Range3.87999999999995Trim Var.0.322626217656013
V(Y[t],d=2,D=2)1.13644444444443Range5.11999999999998Trim Var.0.650109780907665
V(Y[t],d=3,D=2)3.47668716049378Range9.62999999999997Trim Var.1.97978213279676



Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ; par2 = ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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')