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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 computationThu, 17 Dec 2009 04:00:12 -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/17/t126104768028e57z0nv3ugatz.htm/, Retrieved Tue, 30 Apr 2024 01:52:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68727, Retrieved Tue, 30 Apr 2024 01:52:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsshwpaper15
Estimated Impact151
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2009-12-17 11:00:12] [4407d6264e55b051ec65750e6dca2820] [Current]
-    D    [Variance Reduction Matrix] [] [2010-12-25 05:25:14] [6e5489189f7de5cfbcc25dd35ae15009]
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Dataseries X:
14497
14398.3
16629.6
16670.7
16614.8
16869.2
15663.9
16359.9
18447.7
16889
16505
18320.9
15052.1
15699.8
18135.3
16768.7
18883
19021
18101.9
17776.1
21489.9
17065.3
18690
18953.1
16398.9
16895.6
18553
19270
19422.1
17579.4
18637.3
18076.7
20438.6
18075.2
19563
19899.2
19227.5
17789.6
19220.8
21968.9
21131.5
19484.6
22168.7
20866.8
22176.2
23533.8
21479.6
24347.7
22751.6
20328.3
23650.4
23335.7
19614.9
18042.3
17282.5
16847.2
18159.5
16540.9
15952.7
18357.8
16394.3




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=68727&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=68727&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68727&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)5500555.60578142Range9949.4Trim Var.3248246.54582729
V(Y[t],d=1,D=0)3345222.13189548Range8138.4Trim Var.2265130.83603424
V(Y[t],d=2,D=0)9373152.95374635Range14187.7Trim Var.6450872.38908563
V(Y[t],d=3,D=0)29258542.4673200Range26365.7Trim Var.19355280.5443250
V(Y[t],d=0,D=1)8217485.33889456Range12451.5Trim Var.4553208.80712071
V(Y[t],d=1,D=1)3078907.07695036Range7263Trim Var.2104524.67990709
V(Y[t],d=2,D=1)9341789.30673451Range13336.9Trim Var.6221013.53124391
V(Y[t],d=3,D=1)32210708.3445411Range25373.4Trim Var.20916098.1893269
V(Y[t],d=0,D=2)18298441.9348799Range16900.2Trim Var.12208374.9946591
V(Y[t],d=1,D=2)7372742.81621429Range11705.2Trim Var.4471748.65458670
V(Y[t],d=2,D=2)22809675.2625546Range19708.1Trim Var.15058453.1787957
V(Y[t],d=3,D=2)78633468.4411408Range39165.9Trim Var.50552919.489069

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 5500555.60578142 & Range & 9949.4 & Trim Var. & 3248246.54582729 \tabularnewline
V(Y[t],d=1,D=0) & 3345222.13189548 & Range & 8138.4 & Trim Var. & 2265130.83603424 \tabularnewline
V(Y[t],d=2,D=0) & 9373152.95374635 & Range & 14187.7 & Trim Var. & 6450872.38908563 \tabularnewline
V(Y[t],d=3,D=0) & 29258542.4673200 & Range & 26365.7 & Trim Var. & 19355280.5443250 \tabularnewline
V(Y[t],d=0,D=1) & 8217485.33889456 & Range & 12451.5 & Trim Var. & 4553208.80712071 \tabularnewline
V(Y[t],d=1,D=1) & 3078907.07695036 & Range & 7263 & Trim Var. & 2104524.67990709 \tabularnewline
V(Y[t],d=2,D=1) & 9341789.30673451 & Range & 13336.9 & Trim Var. & 6221013.53124391 \tabularnewline
V(Y[t],d=3,D=1) & 32210708.3445411 & Range & 25373.4 & Trim Var. & 20916098.1893269 \tabularnewline
V(Y[t],d=0,D=2) & 18298441.9348799 & Range & 16900.2 & Trim Var. & 12208374.9946591 \tabularnewline
V(Y[t],d=1,D=2) & 7372742.81621429 & Range & 11705.2 & Trim Var. & 4471748.65458670 \tabularnewline
V(Y[t],d=2,D=2) & 22809675.2625546 & Range & 19708.1 & Trim Var. & 15058453.1787957 \tabularnewline
V(Y[t],d=3,D=2) & 78633468.4411408 & Range & 39165.9 & Trim Var. & 50552919.489069 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68727&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]5500555.60578142[/C][C]Range[/C][C]9949.4[/C][C]Trim Var.[/C][C]3248246.54582729[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3345222.13189548[/C][C]Range[/C][C]8138.4[/C][C]Trim Var.[/C][C]2265130.83603424[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9373152.95374635[/C][C]Range[/C][C]14187.7[/C][C]Trim Var.[/C][C]6450872.38908563[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]29258542.4673200[/C][C]Range[/C][C]26365.7[/C][C]Trim Var.[/C][C]19355280.5443250[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8217485.33889456[/C][C]Range[/C][C]12451.5[/C][C]Trim Var.[/C][C]4553208.80712071[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3078907.07695036[/C][C]Range[/C][C]7263[/C][C]Trim Var.[/C][C]2104524.67990709[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]9341789.30673451[/C][C]Range[/C][C]13336.9[/C][C]Trim Var.[/C][C]6221013.53124391[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]32210708.3445411[/C][C]Range[/C][C]25373.4[/C][C]Trim Var.[/C][C]20916098.1893269[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]18298441.9348799[/C][C]Range[/C][C]16900.2[/C][C]Trim Var.[/C][C]12208374.9946591[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7372742.81621429[/C][C]Range[/C][C]11705.2[/C][C]Trim Var.[/C][C]4471748.65458670[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]22809675.2625546[/C][C]Range[/C][C]19708.1[/C][C]Trim Var.[/C][C]15058453.1787957[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]78633468.4411408[/C][C]Range[/C][C]39165.9[/C][C]Trim Var.[/C][C]50552919.489069[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68727&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68727&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)5500555.60578142Range9949.4Trim Var.3248246.54582729
V(Y[t],d=1,D=0)3345222.13189548Range8138.4Trim Var.2265130.83603424
V(Y[t],d=2,D=0)9373152.95374635Range14187.7Trim Var.6450872.38908563
V(Y[t],d=3,D=0)29258542.4673200Range26365.7Trim Var.19355280.5443250
V(Y[t],d=0,D=1)8217485.33889456Range12451.5Trim Var.4553208.80712071
V(Y[t],d=1,D=1)3078907.07695036Range7263Trim Var.2104524.67990709
V(Y[t],d=2,D=1)9341789.30673451Range13336.9Trim Var.6221013.53124391
V(Y[t],d=3,D=1)32210708.3445411Range25373.4Trim Var.20916098.1893269
V(Y[t],d=0,D=2)18298441.9348799Range16900.2Trim Var.12208374.9946591
V(Y[t],d=1,D=2)7372742.81621429Range11705.2Trim Var.4471748.65458670
V(Y[t],d=2,D=2)22809675.2625546Range19708.1Trim Var.15058453.1787957
V(Y[t],d=3,D=2)78633468.4411408Range39165.9Trim Var.50552919.489069



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')