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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 09:20:41 -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/t12603756906m9c5yg0lbdmox9.htm/, Retrieved Mon, 29 Apr 2024 14:58:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=65024, Retrieved Mon, 29 Apr 2024 14:58:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact107
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   [Standard Deviation-Mean Plot] [] [2009-11-27 14:40:44] [b98453cac15ba1066b407e146608df68]
- RM D      [Variance Reduction Matrix] [Shwws9_v1] [2009-12-09 16:20:41] [93b66894f6318f3da4fcda772f2ffa6f] [Current]
-    D        [Variance Reduction Matrix] [Shwws9_v1] [2009-12-11 15:29:31] [5f89c040fdf1f8599c99d7f78a662321]
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Dataseries X:
102,1
102,86
102,99
103,73
105,02
104,43
104,63
104,93
105,87
105,66
106,76
106
107,22
107,33
107,11
108,86
107,72
107,88
108,38
107,72
108,41
109,9
111,45
112,18
113,34
113,46
114,06
115,54
116,39
115,94
116,97
115,94
115,91
116,43
116,26
116,35
117,9
117,7
117,53
117,86
117,65
116,51
115,93
115,31
115




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65024&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]1 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=65024&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65024&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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)27.0951664646465Range15.8Trim Var.22.1564062078273
V(Y[t],d=1,D=0)0.615761733615224Range2.89Trim Var.0.414490753911808
V(Y[t],d=2,D=0)1.32277320044297Range4.87Trim Var.0.818287687687694
V(Y[t],d=3,D=0)4.32558443670152Range9.05Trim Var.2.54829111111111
V(Y[t],d=0,D=1)6.97925643939394Range9.71Trim Var.4.62631896551724
V(Y[t],d=1,D=1)0.97475554435484Range4.41999999999999Trim Var.0.538232142857144
V(Y[t],d=2,D=1)2.00748279569892Range6.61999999999996Trim Var.1.01463276353277
V(Y[t],d=3,D=1)6.69439413793102Range11.4799999999999Trim Var.3.58354600000002
V(Y[t],d=0,D=2)26.4533457142857Range15.6Trim Var.18.877775
V(Y[t],d=1,D=2)2.93171026315789Range7.46999999999997Trim Var.1.46088104575164
V(Y[t],d=2,D=2)6.48906959064325Range11.4799999999999Trim Var.3.18164044117648
V(Y[t],d=3,D=2)22.9927741830064Range19.6299999999999Trim Var.12.8213333333333

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 27.0951664646465 & Range & 15.8 & Trim Var. & 22.1564062078273 \tabularnewline
V(Y[t],d=1,D=0) & 0.615761733615224 & Range & 2.89 & Trim Var. & 0.414490753911808 \tabularnewline
V(Y[t],d=2,D=0) & 1.32277320044297 & Range & 4.87 & Trim Var. & 0.818287687687694 \tabularnewline
V(Y[t],d=3,D=0) & 4.32558443670152 & Range & 9.05 & Trim Var. & 2.54829111111111 \tabularnewline
V(Y[t],d=0,D=1) & 6.97925643939394 & Range & 9.71 & Trim Var. & 4.62631896551724 \tabularnewline
V(Y[t],d=1,D=1) & 0.97475554435484 & Range & 4.41999999999999 & Trim Var. & 0.538232142857144 \tabularnewline
V(Y[t],d=2,D=1) & 2.00748279569892 & Range & 6.61999999999996 & Trim Var. & 1.01463276353277 \tabularnewline
V(Y[t],d=3,D=1) & 6.69439413793102 & Range & 11.4799999999999 & Trim Var. & 3.58354600000002 \tabularnewline
V(Y[t],d=0,D=2) & 26.4533457142857 & Range & 15.6 & Trim Var. & 18.877775 \tabularnewline
V(Y[t],d=1,D=2) & 2.93171026315789 & Range & 7.46999999999997 & Trim Var. & 1.46088104575164 \tabularnewline
V(Y[t],d=2,D=2) & 6.48906959064325 & Range & 11.4799999999999 & Trim Var. & 3.18164044117648 \tabularnewline
V(Y[t],d=3,D=2) & 22.9927741830064 & Range & 19.6299999999999 & Trim Var. & 12.8213333333333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=65024&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]27.0951664646465[/C][C]Range[/C][C]15.8[/C][C]Trim Var.[/C][C]22.1564062078273[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.615761733615224[/C][C]Range[/C][C]2.89[/C][C]Trim Var.[/C][C]0.414490753911808[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.32277320044297[/C][C]Range[/C][C]4.87[/C][C]Trim Var.[/C][C]0.818287687687694[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4.32558443670152[/C][C]Range[/C][C]9.05[/C][C]Trim Var.[/C][C]2.54829111111111[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6.97925643939394[/C][C]Range[/C][C]9.71[/C][C]Trim Var.[/C][C]4.62631896551724[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.97475554435484[/C][C]Range[/C][C]4.41999999999999[/C][C]Trim Var.[/C][C]0.538232142857144[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2.00748279569892[/C][C]Range[/C][C]6.61999999999996[/C][C]Trim Var.[/C][C]1.01463276353277[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6.69439413793102[/C][C]Range[/C][C]11.4799999999999[/C][C]Trim Var.[/C][C]3.58354600000002[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]26.4533457142857[/C][C]Range[/C][C]15.6[/C][C]Trim Var.[/C][C]18.877775[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.93171026315789[/C][C]Range[/C][C]7.46999999999997[/C][C]Trim Var.[/C][C]1.46088104575164[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6.48906959064325[/C][C]Range[/C][C]11.4799999999999[/C][C]Trim Var.[/C][C]3.18164044117648[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]22.9927741830064[/C][C]Range[/C][C]19.6299999999999[/C][C]Trim Var.[/C][C]12.8213333333333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=65024&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=65024&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)27.0951664646465Range15.8Trim Var.22.1564062078273
V(Y[t],d=1,D=0)0.615761733615224Range2.89Trim Var.0.414490753911808
V(Y[t],d=2,D=0)1.32277320044297Range4.87Trim Var.0.818287687687694
V(Y[t],d=3,D=0)4.32558443670152Range9.05Trim Var.2.54829111111111
V(Y[t],d=0,D=1)6.97925643939394Range9.71Trim Var.4.62631896551724
V(Y[t],d=1,D=1)0.97475554435484Range4.41999999999999Trim Var.0.538232142857144
V(Y[t],d=2,D=1)2.00748279569892Range6.61999999999996Trim Var.1.01463276353277
V(Y[t],d=3,D=1)6.69439413793102Range11.4799999999999Trim Var.3.58354600000002
V(Y[t],d=0,D=2)26.4533457142857Range15.6Trim Var.18.877775
V(Y[t],d=1,D=2)2.93171026315789Range7.46999999999997Trim Var.1.46088104575164
V(Y[t],d=2,D=2)6.48906959064325Range11.4799999999999Trim Var.3.18164044117648
V(Y[t],d=3,D=2)22.9927741830064Range19.6299999999999Trim Var.12.8213333333333



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')