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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 computationSun, 13 Dec 2009 12:07:04 -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/13/t1260731252tanabweblbfu2g9.htm/, Retrieved Sat, 27 Apr 2024 17:27:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67397, Retrieved Sat, 27 Apr 2024 17:27:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119
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 Method 2] [2009-11-25 16:22:46] [445b292c553470d9fed8bc2796fd3a00]
-    D          [Variance Reduction Matrix] [ws 8 vrm] [2009-11-25 21:32:07] [134dc66689e3d457a82860db6471d419]
-    D            [Variance Reduction Matrix] [WS8] [2009-12-13 15:17:24] [85be98bd9ebcfd4d73e77f8552419c9a]
-    D                [Variance Reduction Matrix] [WS9] [2009-12-13 19:07:04] [5cd0e65b1f56b3935a0672588b930e12] [Current]
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Dataseries X:
 2.11 
 2.09 
 2.05 
 2.08 
 2.06 
 2.06 
 2.08 
 2.07 
 2.06 
 2.07 
 2.06 
 2.09 
 2.07 
 2.09 
 2.28 
 2.33 
 2.35 
 2.52 
 2.63 
 2.58 
 2.70 
 2.81 
 2.97 
 3.04 
 3.28 
 3.33 
 3.50 
 3.56 
 3.57 
 3.69 
 3.82 
 3.79 
 3.96 
 4.06 
 4.05 
 4.03 
 3.94 
 4.02 
 3.88 
 4.02 
 4.03 
 4.09 
 3.99 
 4.01 
 4.01 
 4.19 
 4.30 
 4.27 
 3.82 
 3.15 
 2.49 
 1.81 
 1.26 
 1.06 
 0.84 
 0.78 
 0.70 
 0.36 
 0.35 
 0.36 




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=67397&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=67397&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67397&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)1.29506090395480Range3.95Trim Var.0.985733088749126
V(Y[t],d=1,D=0)0.0420171244886031Range0.92Trim Var.0.0194920899854862
V(Y[t],d=2,D=0)0.0208927102238354Range0.77Trim Var.0.0115427978883861
V(Y[t],d=3,D=0)0.0520887844611528Range0.999999999999998Trim Var.0.0346214117647058
V(Y[t],d=0,D=1)2.60783812056738Range5.21Trim Var.1.79564297328688
V(Y[t],d=1,D=1)0.0564487511563367Range1.08Trim Var.0.0262404487179487
V(Y[t],d=2,D=1)0.0443911111111110Range0.840000000000002Trim Var.0.0278891666666666
V(Y[t],d=3,D=1)0.122760909090909Range1.54Trim Var.0.0724090418353575
V(Y[t],d=0,D=2)2.82127714285714Range5.45Trim Var.2.21080483870968
V(Y[t],d=1,D=2)0.0694663865546218Range1.19000000000000Trim Var.0.0377612903225807
V(Y[t],d=2,D=2)0.120342245989305Range1.34000000000000Trim Var.0.0777912643678159
V(Y[t],d=3,D=2)0.37566837121212Range2.58000000000000Trim Var.0.241626600985221

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.29506090395480 & Range & 3.95 & Trim Var. & 0.985733088749126 \tabularnewline
V(Y[t],d=1,D=0) & 0.0420171244886031 & Range & 0.92 & Trim Var. & 0.0194920899854862 \tabularnewline
V(Y[t],d=2,D=0) & 0.0208927102238354 & Range & 0.77 & Trim Var. & 0.0115427978883861 \tabularnewline
V(Y[t],d=3,D=0) & 0.0520887844611528 & Range & 0.999999999999998 & Trim Var. & 0.0346214117647058 \tabularnewline
V(Y[t],d=0,D=1) & 2.60783812056738 & Range & 5.21 & Trim Var. & 1.79564297328688 \tabularnewline
V(Y[t],d=1,D=1) & 0.0564487511563367 & Range & 1.08 & Trim Var. & 0.0262404487179487 \tabularnewline
V(Y[t],d=2,D=1) & 0.0443911111111110 & Range & 0.840000000000002 & Trim Var. & 0.0278891666666666 \tabularnewline
V(Y[t],d=3,D=1) & 0.122760909090909 & Range & 1.54 & Trim Var. & 0.0724090418353575 \tabularnewline
V(Y[t],d=0,D=2) & 2.82127714285714 & Range & 5.45 & Trim Var. & 2.21080483870968 \tabularnewline
V(Y[t],d=1,D=2) & 0.0694663865546218 & Range & 1.19000000000000 & Trim Var. & 0.0377612903225807 \tabularnewline
V(Y[t],d=2,D=2) & 0.120342245989305 & Range & 1.34000000000000 & Trim Var. & 0.0777912643678159 \tabularnewline
V(Y[t],d=3,D=2) & 0.37566837121212 & Range & 2.58000000000000 & Trim Var. & 0.241626600985221 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67397&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.29506090395480[/C][C]Range[/C][C]3.95[/C][C]Trim Var.[/C][C]0.985733088749126[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0420171244886031[/C][C]Range[/C][C]0.92[/C][C]Trim Var.[/C][C]0.0194920899854862[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.0208927102238354[/C][C]Range[/C][C]0.77[/C][C]Trim Var.[/C][C]0.0115427978883861[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.0520887844611528[/C][C]Range[/C][C]0.999999999999998[/C][C]Trim Var.[/C][C]0.0346214117647058[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2.60783812056738[/C][C]Range[/C][C]5.21[/C][C]Trim Var.[/C][C]1.79564297328688[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0564487511563367[/C][C]Range[/C][C]1.08[/C][C]Trim Var.[/C][C]0.0262404487179487[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0443911111111110[/C][C]Range[/C][C]0.840000000000002[/C][C]Trim Var.[/C][C]0.0278891666666666[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.122760909090909[/C][C]Range[/C][C]1.54[/C][C]Trim Var.[/C][C]0.0724090418353575[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2.82127714285714[/C][C]Range[/C][C]5.45[/C][C]Trim Var.[/C][C]2.21080483870968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.0694663865546218[/C][C]Range[/C][C]1.19000000000000[/C][C]Trim Var.[/C][C]0.0377612903225807[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.120342245989305[/C][C]Range[/C][C]1.34000000000000[/C][C]Trim Var.[/C][C]0.0777912643678159[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.37566837121212[/C][C]Range[/C][C]2.58000000000000[/C][C]Trim Var.[/C][C]0.241626600985221[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67397&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67397&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)1.29506090395480Range3.95Trim Var.0.985733088749126
V(Y[t],d=1,D=0)0.0420171244886031Range0.92Trim Var.0.0194920899854862
V(Y[t],d=2,D=0)0.0208927102238354Range0.77Trim Var.0.0115427978883861
V(Y[t],d=3,D=0)0.0520887844611528Range0.999999999999998Trim Var.0.0346214117647058
V(Y[t],d=0,D=1)2.60783812056738Range5.21Trim Var.1.79564297328688
V(Y[t],d=1,D=1)0.0564487511563367Range1.08Trim Var.0.0262404487179487
V(Y[t],d=2,D=1)0.0443911111111110Range0.840000000000002Trim Var.0.0278891666666666
V(Y[t],d=3,D=1)0.122760909090909Range1.54Trim Var.0.0724090418353575
V(Y[t],d=0,D=2)2.82127714285714Range5.45Trim Var.2.21080483870968
V(Y[t],d=1,D=2)0.0694663865546218Range1.19000000000000Trim Var.0.0377612903225807
V(Y[t],d=2,D=2)0.120342245989305Range1.34000000000000Trim Var.0.0777912643678159
V(Y[t],d=3,D=2)0.37566837121212Range2.58000000000000Trim Var.0.241626600985221



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')