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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 04:54:32 -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/t1261051159uj27u4mq0jyxoh3.htm/, Retrieved Tue, 30 Apr 2024 01:33:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=68775, Retrieved Tue, 30 Apr 2024 01:33:50 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact140
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Variance reductio...] [2008-12-11 15:42:45] [12d343c4448a5f9e527bb31caeac580b]
-  M D    [Variance Reduction Matrix] [Variantie Reducti...] [2009-12-17 11:54:32] [bcaf453a09027aa0f995cb78bdc3c98a] [Current]
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Dataseries X:
9.3
8.7
8.2
8.3
8.5
8.6
8.5
8.2
8.1
7.9
8.6
8.7
8.7
8.5
8.4
8.5
8.7
8.7
8.6
8.5
8.3
8
8.2
8.1
8.1
8
7.9
7.9
8
8
7.9
8
7.7
7.2
7.5
7.3
7
7
7
7.2
7.3
7.1
6.8
6.4
6.1
6.5
7.7
7.9
7.5
6.9
6.6
6.9
7.7
8
8
7.7
7.3
7.4
8.1
8.3
8.2




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=68775&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=68775&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68775&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)0.463540983606557Range3.2Trim Var.0.270941176470588
V(Y[t],d=1,D=0)0.110336158192090Range1.8Trim Var.0.0421229260935143
V(Y[t],d=2,D=0)0.142857977790766Range1.9Trim Var.0.0861393323657474
V(Y[t],d=3,D=0)0.291530550514216Range2.8Trim Var.0.137858220211161
V(Y[t],d=0,D=1)0.494166666666667Range2.9Trim Var.0.304540420819491
V(Y[t],d=1,D=1)0.102016843971631Range1.5Trim Var.0.0452729384436702
V(Y[t],d=2,D=1)0.0932562442183164Range1.40000000000000Trim Var.0.052780487804878
V(Y[t],d=3,D=1)0.148178743961353Range1.7Trim Var.0.082025641025641
V(Y[t],d=0,D=2)1.18099099099099Range4Trim Var.0.78217803030303
V(Y[t],d=1,D=2)0.273111111111111Range2.5Trim Var.0.138215725806452
V(Y[t],d=2,D=2)0.251058823529412Range2.10000000000000Trim Var.0.150473118279569
V(Y[t],d=3,D=2)0.389278074866309Range2.60000000000000Trim Var.0.226999999999999

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.463540983606557 & Range & 3.2 & Trim Var. & 0.270941176470588 \tabularnewline
V(Y[t],d=1,D=0) & 0.110336158192090 & Range & 1.8 & Trim Var. & 0.0421229260935143 \tabularnewline
V(Y[t],d=2,D=0) & 0.142857977790766 & Range & 1.9 & Trim Var. & 0.0861393323657474 \tabularnewline
V(Y[t],d=3,D=0) & 0.291530550514216 & Range & 2.8 & Trim Var. & 0.137858220211161 \tabularnewline
V(Y[t],d=0,D=1) & 0.494166666666667 & Range & 2.9 & Trim Var. & 0.304540420819491 \tabularnewline
V(Y[t],d=1,D=1) & 0.102016843971631 & Range & 1.5 & Trim Var. & 0.0452729384436702 \tabularnewline
V(Y[t],d=2,D=1) & 0.0932562442183164 & Range & 1.40000000000000 & Trim Var. & 0.052780487804878 \tabularnewline
V(Y[t],d=3,D=1) & 0.148178743961353 & Range & 1.7 & Trim Var. & 0.082025641025641 \tabularnewline
V(Y[t],d=0,D=2) & 1.18099099099099 & Range & 4 & Trim Var. & 0.78217803030303 \tabularnewline
V(Y[t],d=1,D=2) & 0.273111111111111 & Range & 2.5 & Trim Var. & 0.138215725806452 \tabularnewline
V(Y[t],d=2,D=2) & 0.251058823529412 & Range & 2.10000000000000 & Trim Var. & 0.150473118279569 \tabularnewline
V(Y[t],d=3,D=2) & 0.389278074866309 & Range & 2.60000000000000 & Trim Var. & 0.226999999999999 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=68775&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.463540983606557[/C][C]Range[/C][C]3.2[/C][C]Trim Var.[/C][C]0.270941176470588[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.110336158192090[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0421229260935143[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.142857977790766[/C][C]Range[/C][C]1.9[/C][C]Trim Var.[/C][C]0.0861393323657474[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.291530550514216[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.137858220211161[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.494166666666667[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.304540420819491[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.102016843971631[/C][C]Range[/C][C]1.5[/C][C]Trim Var.[/C][C]0.0452729384436702[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0932562442183164[/C][C]Range[/C][C]1.40000000000000[/C][C]Trim Var.[/C][C]0.052780487804878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.148178743961353[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.082025641025641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.18099099099099[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.78217803030303[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.273111111111111[/C][C]Range[/C][C]2.5[/C][C]Trim Var.[/C][C]0.138215725806452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.251058823529412[/C][C]Range[/C][C]2.10000000000000[/C][C]Trim Var.[/C][C]0.150473118279569[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.389278074866309[/C][C]Range[/C][C]2.60000000000000[/C][C]Trim Var.[/C][C]0.226999999999999[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=68775&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=68775&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)0.463540983606557Range3.2Trim Var.0.270941176470588
V(Y[t],d=1,D=0)0.110336158192090Range1.8Trim Var.0.0421229260935143
V(Y[t],d=2,D=0)0.142857977790766Range1.9Trim Var.0.0861393323657474
V(Y[t],d=3,D=0)0.291530550514216Range2.8Trim Var.0.137858220211161
V(Y[t],d=0,D=1)0.494166666666667Range2.9Trim Var.0.304540420819491
V(Y[t],d=1,D=1)0.102016843971631Range1.5Trim Var.0.0452729384436702
V(Y[t],d=2,D=1)0.0932562442183164Range1.40000000000000Trim Var.0.052780487804878
V(Y[t],d=3,D=1)0.148178743961353Range1.7Trim Var.0.082025641025641
V(Y[t],d=0,D=2)1.18099099099099Range4Trim Var.0.78217803030303
V(Y[t],d=1,D=2)0.273111111111111Range2.5Trim Var.0.138215725806452
V(Y[t],d=2,D=2)0.251058823529412Range2.10000000000000Trim Var.0.150473118279569
V(Y[t],d=3,D=2)0.389278074866309Range2.60000000000000Trim Var.0.226999999999999



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')