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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 10:24:18 -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/t1259947492koj7pd00t5s72el.htm/, Retrieved Sun, 28 Apr 2024 01:10:08 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=63937, Retrieved Sun, 28 Apr 2024 01:10:08 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact93
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
-    D        [Variance Reduction Matrix] [ws8] [2009-11-25 21:59:47] [cd6314e7e707a6546bd4604c9d1f2b69]
-                 [Variance Reduction Matrix] [paper - VRM] [2009-12-04 17:24:18] [ea241b681aafed79da4b5b99fad98471] [Current]
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Dataseries X:
216234
213587
209465
204045
200237
203666
241476
260307
243324
244460
233575
237217
235243
230354
227184
221678
217142
219452
256446
265845
248624
241114
229245
231805
219277
219313
212610
214771
211142
211457
240048
240636
230580
208795
197922
194596
194581
185686
178106
172608
167302
168053
202300
202388
182516
173476
166444
171297
169701
164182
161914
159612
151001
158114
186530
187069
174330
169362
166827
178037
186412
189226
191563
188906
186005
195309
223532
226899
214126




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=63937&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=63937&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63937&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)817567599.319693Range114844Trim Var.587188252.093989
V(Y[t],d=1,D=0)155952185.462687Range59595Trim Var.70134059.94887
V(Y[t],d=2,D=0)239014640.208955Range70498Trim Var.128539736.541204
V(Y[t],d=3,D=0)558389375.637529Range121588Trim Var.276783248.597701
V(Y[t],d=0,D=1)600168242.25376Range87894Trim Var.458013561.520784
V(Y[t],d=1,D=1)36188993.9425325Range27020Trim Var.23673470.8330612
V(Y[t],d=2,D=1)78918923.830303Range44005Trim Var.43557615.8180272
V(Y[t],d=3,D=1)271618365.675751Range76554Trim Var.152863288.849291
V(Y[t],d=0,D=2)1027475229.31818Range92989Trim Var.871254724.923077
V(Y[t],d=1,D=2)93522023.544926Range44001Trim Var.48765532.0512091
V(Y[t],d=2,D=2)265532949.089701Range80924Trim Var.136710515.638138
V(Y[t],d=3,D=2)911763834.5482Range137469Trim Var.462009910.35873

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 817567599.319693 & Range & 114844 & Trim Var. & 587188252.093989 \tabularnewline
V(Y[t],d=1,D=0) & 155952185.462687 & Range & 59595 & Trim Var. & 70134059.94887 \tabularnewline
V(Y[t],d=2,D=0) & 239014640.208955 & Range & 70498 & Trim Var. & 128539736.541204 \tabularnewline
V(Y[t],d=3,D=0) & 558389375.637529 & Range & 121588 & Trim Var. & 276783248.597701 \tabularnewline
V(Y[t],d=0,D=1) & 600168242.25376 & Range & 87894 & Trim Var. & 458013561.520784 \tabularnewline
V(Y[t],d=1,D=1) & 36188993.9425325 & Range & 27020 & Trim Var. & 23673470.8330612 \tabularnewline
V(Y[t],d=2,D=1) & 78918923.830303 & Range & 44005 & Trim Var. & 43557615.8180272 \tabularnewline
V(Y[t],d=3,D=1) & 271618365.675751 & Range & 76554 & Trim Var. & 152863288.849291 \tabularnewline
V(Y[t],d=0,D=2) & 1027475229.31818 & Range & 92989 & Trim Var. & 871254724.923077 \tabularnewline
V(Y[t],d=1,D=2) & 93522023.544926 & Range & 44001 & Trim Var. & 48765532.0512091 \tabularnewline
V(Y[t],d=2,D=2) & 265532949.089701 & Range & 80924 & Trim Var. & 136710515.638138 \tabularnewline
V(Y[t],d=3,D=2) & 911763834.5482 & Range & 137469 & Trim Var. & 462009910.35873 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=63937&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]817567599.319693[/C][C]Range[/C][C]114844[/C][C]Trim Var.[/C][C]587188252.093989[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]155952185.462687[/C][C]Range[/C][C]59595[/C][C]Trim Var.[/C][C]70134059.94887[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]239014640.208955[/C][C]Range[/C][C]70498[/C][C]Trim Var.[/C][C]128539736.541204[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]558389375.637529[/C][C]Range[/C][C]121588[/C][C]Trim Var.[/C][C]276783248.597701[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]600168242.25376[/C][C]Range[/C][C]87894[/C][C]Trim Var.[/C][C]458013561.520784[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]36188993.9425325[/C][C]Range[/C][C]27020[/C][C]Trim Var.[/C][C]23673470.8330612[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]78918923.830303[/C][C]Range[/C][C]44005[/C][C]Trim Var.[/C][C]43557615.8180272[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]271618365.675751[/C][C]Range[/C][C]76554[/C][C]Trim Var.[/C][C]152863288.849291[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1027475229.31818[/C][C]Range[/C][C]92989[/C][C]Trim Var.[/C][C]871254724.923077[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]93522023.544926[/C][C]Range[/C][C]44001[/C][C]Trim Var.[/C][C]48765532.0512091[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]265532949.089701[/C][C]Range[/C][C]80924[/C][C]Trim Var.[/C][C]136710515.638138[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]911763834.5482[/C][C]Range[/C][C]137469[/C][C]Trim Var.[/C][C]462009910.35873[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=63937&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=63937&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)817567599.319693Range114844Trim Var.587188252.093989
V(Y[t],d=1,D=0)155952185.462687Range59595Trim Var.70134059.94887
V(Y[t],d=2,D=0)239014640.208955Range70498Trim Var.128539736.541204
V(Y[t],d=3,D=0)558389375.637529Range121588Trim Var.276783248.597701
V(Y[t],d=0,D=1)600168242.25376Range87894Trim Var.458013561.520784
V(Y[t],d=1,D=1)36188993.9425325Range27020Trim Var.23673470.8330612
V(Y[t],d=2,D=1)78918923.830303Range44005Trim Var.43557615.8180272
V(Y[t],d=3,D=1)271618365.675751Range76554Trim Var.152863288.849291
V(Y[t],d=0,D=2)1027475229.31818Range92989Trim Var.871254724.923077
V(Y[t],d=1,D=2)93522023.544926Range44001Trim Var.48765532.0512091
V(Y[t],d=2,D=2)265532949.089701Range80924Trim Var.136710515.638138
V(Y[t],d=3,D=2)911763834.5482Range137469Trim Var.462009910.35873



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')