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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 computationWed, 09 Dec 2009 07:08:41 -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/09/t1260367883nwnusr9nx9rc79c.htm/, Retrieved Mon, 29 Apr 2024 08:14:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64961, Retrieved Mon, 29 Apr 2024 08:14:25 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordssdws paper
Estimated Impact138
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [(partial) autocor...] [2009-12-09 13:20:29] [f7fc9270f813d017f9fa5b506fdc7682]
- RMP     [Variance Reduction Matrix] [variance reductio...] [2009-12-09 14:08:41] [2d672adbf8ae6977476cb9852ecac1a3] [Current]
- R  D      [Variance Reduction Matrix] [] [2010-12-26 20:46:22] [c420bdd199bcbe079f7d532ca3855317]
-             [Variance Reduction Matrix] [VRM- NWWZ] [2010-12-29 21:51:02] [17d39bb3ec485d4ce196f61215d11ba1]
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Dataseries X:
518585
509239
512238
519164
517009
509933
509127
500857
506971
569323
579714
577992
565464
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
560576
548854
531673
525919
511038
498662
555362
564591
541657
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379
533590
517945
506174
501866
516141
528222
532638
536322
536535
523597
536214
586570
596594
580523
564478




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64961&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]2 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=64961&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64961&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)1558303489.15126Range159527Trim Var.1107126656.27928
V(Y[t],d=1,D=0)345945880.349254Range94643Trim Var.148268901.350056
V(Y[t],d=2,D=0)513349275.06171Range121037Trim Var.234721357.609589
V(Y[t],d=3,D=0)1211314740.74812Range183118Trim Var.502085537.4241
V(Y[t],d=0,D=1)1517661400.53082Range141263Trim Var.1166363889.52740
V(Y[t],d=1,D=1)64984982.3331377Range37640Trim Var.37912687.8253968
V(Y[t],d=2,D=1)114290089.524748Range61245Trim Var.58573304.8960573
V(Y[t],d=3,D=1)354215305.022981Range107877Trim Var.186863650.089900
V(Y[t],d=0,D=2)2168125471.9847Range174115Trim Var.1496193879.90131
V(Y[t],d=1,D=2)145669722.253955Range59945Trim Var.86140128.0069881
V(Y[t],d=2,D=2)320444646.233781Range94798Trim Var.191036777.145138
V(Y[t],d=3,D=2)1015149531.30430Range137188Trim Var.612261470.102564

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1558303489.15126 & Range & 159527 & Trim Var. & 1107126656.27928 \tabularnewline
V(Y[t],d=1,D=0) & 345945880.349254 & Range & 94643 & Trim Var. & 148268901.350056 \tabularnewline
V(Y[t],d=2,D=0) & 513349275.06171 & Range & 121037 & Trim Var. & 234721357.609589 \tabularnewline
V(Y[t],d=3,D=0) & 1211314740.74812 & Range & 183118 & Trim Var. & 502085537.4241 \tabularnewline
V(Y[t],d=0,D=1) & 1517661400.53082 & Range & 141263 & Trim Var. & 1166363889.52740 \tabularnewline
V(Y[t],d=1,D=1) & 64984982.3331377 & Range & 37640 & Trim Var. & 37912687.8253968 \tabularnewline
V(Y[t],d=2,D=1) & 114290089.524748 & Range & 61245 & Trim Var. & 58573304.8960573 \tabularnewline
V(Y[t],d=3,D=1) & 354215305.022981 & Range & 107877 & Trim Var. & 186863650.089900 \tabularnewline
V(Y[t],d=0,D=2) & 2168125471.9847 & Range & 174115 & Trim Var. & 1496193879.90131 \tabularnewline
V(Y[t],d=1,D=2) & 145669722.253955 & Range & 59945 & Trim Var. & 86140128.0069881 \tabularnewline
V(Y[t],d=2,D=2) & 320444646.233781 & Range & 94798 & Trim Var. & 191036777.145138 \tabularnewline
V(Y[t],d=3,D=2) & 1015149531.30430 & Range & 137188 & Trim Var. & 612261470.102564 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64961&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1558303489.15126[/C][C]Range[/C][C]159527[/C][C]Trim Var.[/C][C]1107126656.27928[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]345945880.349254[/C][C]Range[/C][C]94643[/C][C]Trim Var.[/C][C]148268901.350056[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]513349275.06171[/C][C]Range[/C][C]121037[/C][C]Trim Var.[/C][C]234721357.609589[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1211314740.74812[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]502085537.4241[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1517661400.53082[/C][C]Range[/C][C]141263[/C][C]Trim Var.[/C][C]1166363889.52740[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]64984982.3331377[/C][C]Range[/C][C]37640[/C][C]Trim Var.[/C][C]37912687.8253968[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]114290089.524748[/C][C]Range[/C][C]61245[/C][C]Trim Var.[/C][C]58573304.8960573[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]354215305.022981[/C][C]Range[/C][C]107877[/C][C]Trim Var.[/C][C]186863650.089900[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2168125471.9847[/C][C]Range[/C][C]174115[/C][C]Trim Var.[/C][C]1496193879.90131[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]145669722.253955[/C][C]Range[/C][C]59945[/C][C]Trim Var.[/C][C]86140128.0069881[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]320444646.233781[/C][C]Range[/C][C]94798[/C][C]Trim Var.[/C][C]191036777.145138[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1015149531.30430[/C][C]Range[/C][C]137188[/C][C]Trim Var.[/C][C]612261470.102564[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64961&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64961&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)1558303489.15126Range159527Trim Var.1107126656.27928
V(Y[t],d=1,D=0)345945880.349254Range94643Trim Var.148268901.350056
V(Y[t],d=2,D=0)513349275.06171Range121037Trim Var.234721357.609589
V(Y[t],d=3,D=0)1211314740.74812Range183118Trim Var.502085537.4241
V(Y[t],d=0,D=1)1517661400.53082Range141263Trim Var.1166363889.52740
V(Y[t],d=1,D=1)64984982.3331377Range37640Trim Var.37912687.8253968
V(Y[t],d=2,D=1)114290089.524748Range61245Trim Var.58573304.8960573
V(Y[t],d=3,D=1)354215305.022981Range107877Trim Var.186863650.089900
V(Y[t],d=0,D=2)2168125471.9847Range174115Trim Var.1496193879.90131
V(Y[t],d=1,D=2)145669722.253955Range59945Trim Var.86140128.0069881
V(Y[t],d=2,D=2)320444646.233781Range94798Trim Var.191036777.145138
V(Y[t],d=3,D=2)1015149531.30430Range137188Trim Var.612261470.102564



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')