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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 13:36:44 -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/t1259959072gh8mraedn8zwu1z.htm/, Retrieved Sat, 27 Apr 2024 14:00:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64140, Retrieved Sat, 27 Apr 2024 14:00:12 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact124
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] [ws9-2] [2009-12-04 20:36:44] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
2360
2214
2825
2355
2333
3016
2155
2172
2150
2533
2058
2160
2260
2498
2695
2799
2947
2930
2318
2540
2570
2669
2450
2842
3440
2678
2981
2260
2844
2546
2456
2295
2379
2479
2057
2280
2351
2276
2548
2311
2201
2725
2408
2139
1898
2537
2069
2063
2524
2437
2189
2793
2074
2622
2278
2144
2427
2139
1828
2072
1800
1758
2246
1987
1868
2514
2121




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=64140&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=64140&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64140&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)107214.188602442Range1682Trim Var.61681.350087668
V(Y[t],d=1,D=0)144795.131235431Range1544Trim Var.94514.036600121
V(Y[t],d=2,D=0)448235.6625Range2849Trim Var.290286.928571429
V(Y[t],d=3,D=0)1487354.91666667Range4839Trim Var.918229.688311688
V(Y[t],d=0,D=1)166556.143434343Range2269Trim Var.91525.3537414966
V(Y[t],d=1,D=1)222646.732704403Range1841Trim Var.154664.976950355
V(Y[t],d=2,D=1)693133.489840348Range3115Trim Var.496701.084181314
V(Y[t],d=3,D=1)2387984.41138763Range5873Trim Var.1747910.50676329
V(Y[t],d=0,D=2)481035.946843854Range3549Trim Var.217293.175675676
V(Y[t],d=1,D=2)665482.790360046Range3391Trim Var.404322.371428571
V(Y[t],d=2,D=2)2011915.12560976Range5873Trim Var.1164209.28235294
V(Y[t],d=3,D=2)6933567.8974359Range10409Trim Var.5025860.62539683

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 107214.188602442 & Range & 1682 & Trim Var. & 61681.350087668 \tabularnewline
V(Y[t],d=1,D=0) & 144795.131235431 & Range & 1544 & Trim Var. & 94514.036600121 \tabularnewline
V(Y[t],d=2,D=0) & 448235.6625 & Range & 2849 & Trim Var. & 290286.928571429 \tabularnewline
V(Y[t],d=3,D=0) & 1487354.91666667 & Range & 4839 & Trim Var. & 918229.688311688 \tabularnewline
V(Y[t],d=0,D=1) & 166556.143434343 & Range & 2269 & Trim Var. & 91525.3537414966 \tabularnewline
V(Y[t],d=1,D=1) & 222646.732704403 & Range & 1841 & Trim Var. & 154664.976950355 \tabularnewline
V(Y[t],d=2,D=1) & 693133.489840348 & Range & 3115 & Trim Var. & 496701.084181314 \tabularnewline
V(Y[t],d=3,D=1) & 2387984.41138763 & Range & 5873 & Trim Var. & 1747910.50676329 \tabularnewline
V(Y[t],d=0,D=2) & 481035.946843854 & Range & 3549 & Trim Var. & 217293.175675676 \tabularnewline
V(Y[t],d=1,D=2) & 665482.790360046 & Range & 3391 & Trim Var. & 404322.371428571 \tabularnewline
V(Y[t],d=2,D=2) & 2011915.12560976 & Range & 5873 & Trim Var. & 1164209.28235294 \tabularnewline
V(Y[t],d=3,D=2) & 6933567.8974359 & Range & 10409 & Trim Var. & 5025860.62539683 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64140&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]107214.188602442[/C][C]Range[/C][C]1682[/C][C]Trim Var.[/C][C]61681.350087668[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]144795.131235431[/C][C]Range[/C][C]1544[/C][C]Trim Var.[/C][C]94514.036600121[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]448235.6625[/C][C]Range[/C][C]2849[/C][C]Trim Var.[/C][C]290286.928571429[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1487354.91666667[/C][C]Range[/C][C]4839[/C][C]Trim Var.[/C][C]918229.688311688[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]166556.143434343[/C][C]Range[/C][C]2269[/C][C]Trim Var.[/C][C]91525.3537414966[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]222646.732704403[/C][C]Range[/C][C]1841[/C][C]Trim Var.[/C][C]154664.976950355[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]693133.489840348[/C][C]Range[/C][C]3115[/C][C]Trim Var.[/C][C]496701.084181314[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2387984.41138763[/C][C]Range[/C][C]5873[/C][C]Trim Var.[/C][C]1747910.50676329[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]481035.946843854[/C][C]Range[/C][C]3549[/C][C]Trim Var.[/C][C]217293.175675676[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]665482.790360046[/C][C]Range[/C][C]3391[/C][C]Trim Var.[/C][C]404322.371428571[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2011915.12560976[/C][C]Range[/C][C]5873[/C][C]Trim Var.[/C][C]1164209.28235294[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6933567.8974359[/C][C]Range[/C][C]10409[/C][C]Trim Var.[/C][C]5025860.62539683[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64140&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64140&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)107214.188602442Range1682Trim Var.61681.350087668
V(Y[t],d=1,D=0)144795.131235431Range1544Trim Var.94514.036600121
V(Y[t],d=2,D=0)448235.6625Range2849Trim Var.290286.928571429
V(Y[t],d=3,D=0)1487354.91666667Range4839Trim Var.918229.688311688
V(Y[t],d=0,D=1)166556.143434343Range2269Trim Var.91525.3537414966
V(Y[t],d=1,D=1)222646.732704403Range1841Trim Var.154664.976950355
V(Y[t],d=2,D=1)693133.489840348Range3115Trim Var.496701.084181314
V(Y[t],d=3,D=1)2387984.41138763Range5873Trim Var.1747910.50676329
V(Y[t],d=0,D=2)481035.946843854Range3549Trim Var.217293.175675676
V(Y[t],d=1,D=2)665482.790360046Range3391Trim Var.404322.371428571
V(Y[t],d=2,D=2)2011915.12560976Range5873Trim Var.1164209.28235294
V(Y[t],d=3,D=2)6933567.8974359Range10409Trim Var.5025860.62539683



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')