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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 computationFri, 18 Dec 2009 12:35:40 -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/18/t1261165008yt60cdqv2gavl1b.htm/, Retrieved Sat, 27 Apr 2024 10:35:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69444, Retrieved Sat, 27 Apr 2024 10:35:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162
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] [Variance Reductio...] [2009-12-18 19:35:40] [d45d8d97b86162be82506c3c0ea6e4a6] [Current]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2009-12-21 13:21:45] [976efdaed7598845c859b86bc2e467ce]
-    D      [Variance Reduction Matrix] [Variantie reducti...] [2009-12-21 16:15:42] [ae69f4b008b5eaa8ebe185637a6eee4e]
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Dataseries X:
12.1
12
11.8
12.7
12.3
11.9
12
12.3
12.8
12.4
12.3
12.7
12.7
12.9
13
12.2
12.3
12.8
12.8
12.8
12.2
12.6
12.8
12.5
12.4
12.3
11.9
11.7
12
12.1
11.7
11.8
11.8
11.8
11.3
11.3
11.3
11.2
11.4
12.2
12.9
13.1
13.5
13.6
14.4
14.1
15.1
15.8
15.9
15.4
15.5
14.8
13.2
12.7
12.1
11.9
10.6
10.7
9.8
9
8.3
9.3
9
9.1
10




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=69444&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=69444&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69444&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)2.44025Range7.6Trim Var.1.12705513784461
V(Y[t],d=1,D=0)0.273985615079365Range2.6Trim Var.0.136397306397306
V(Y[t],d=2,D=0)0.44426011264721Range3Trim Var.0.259414141414142
V(Y[t],d=3,D=0)1.32290058170280Range5.5Trim Var.0.710188679245283
V(Y[t],d=0,D=1)7.85645137880987Range12.2Trim Var.4.53359851988899
V(Y[t],d=1,D=1)0.860437405731524Range4.8Trim Var.0.44231884057971
V(Y[t],d=2,D=1)1.26370196078431Range4.8Trim Var.0.771737373737375
V(Y[t],d=3,D=1)3.68351428571429Range9.1Trim Var.2.03033298097252
V(Y[t],d=0,D=2)22.2806219512195Range17.9Trim Var.13.0378655462185
V(Y[t],d=1,D=2)2.54028205128205Range8.2Trim Var.1.44625396825397
V(Y[t],d=2,D=2)3.15874493927126Range7.7Trim Var.2.11946218487395
V(Y[t],d=3,D=2)9.14319345661451Range13.9Trim Var.5.44114081996435

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2.44025 & Range & 7.6 & Trim Var. & 1.12705513784461 \tabularnewline
V(Y[t],d=1,D=0) & 0.273985615079365 & Range & 2.6 & Trim Var. & 0.136397306397306 \tabularnewline
V(Y[t],d=2,D=0) & 0.44426011264721 & Range & 3 & Trim Var. & 0.259414141414142 \tabularnewline
V(Y[t],d=3,D=0) & 1.32290058170280 & Range & 5.5 & Trim Var. & 0.710188679245283 \tabularnewline
V(Y[t],d=0,D=1) & 7.85645137880987 & Range & 12.2 & Trim Var. & 4.53359851988899 \tabularnewline
V(Y[t],d=1,D=1) & 0.860437405731524 & Range & 4.8 & Trim Var. & 0.44231884057971 \tabularnewline
V(Y[t],d=2,D=1) & 1.26370196078431 & Range & 4.8 & Trim Var. & 0.771737373737375 \tabularnewline
V(Y[t],d=3,D=1) & 3.68351428571429 & Range & 9.1 & Trim Var. & 2.03033298097252 \tabularnewline
V(Y[t],d=0,D=2) & 22.2806219512195 & Range & 17.9 & Trim Var. & 13.0378655462185 \tabularnewline
V(Y[t],d=1,D=2) & 2.54028205128205 & Range & 8.2 & Trim Var. & 1.44625396825397 \tabularnewline
V(Y[t],d=2,D=2) & 3.15874493927126 & Range & 7.7 & Trim Var. & 2.11946218487395 \tabularnewline
V(Y[t],d=3,D=2) & 9.14319345661451 & Range & 13.9 & Trim Var. & 5.44114081996435 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69444&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2.44025[/C][C]Range[/C][C]7.6[/C][C]Trim Var.[/C][C]1.12705513784461[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.273985615079365[/C][C]Range[/C][C]2.6[/C][C]Trim Var.[/C][C]0.136397306397306[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.44426011264721[/C][C]Range[/C][C]3[/C][C]Trim Var.[/C][C]0.259414141414142[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1.32290058170280[/C][C]Range[/C][C]5.5[/C][C]Trim Var.[/C][C]0.710188679245283[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]7.85645137880987[/C][C]Range[/C][C]12.2[/C][C]Trim Var.[/C][C]4.53359851988899[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.860437405731524[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.44231884057971[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1.26370196078431[/C][C]Range[/C][C]4.8[/C][C]Trim Var.[/C][C]0.771737373737375[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3.68351428571429[/C][C]Range[/C][C]9.1[/C][C]Trim Var.[/C][C]2.03033298097252[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]22.2806219512195[/C][C]Range[/C][C]17.9[/C][C]Trim Var.[/C][C]13.0378655462185[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2.54028205128205[/C][C]Range[/C][C]8.2[/C][C]Trim Var.[/C][C]1.44625396825397[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3.15874493927126[/C][C]Range[/C][C]7.7[/C][C]Trim Var.[/C][C]2.11946218487395[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9.14319345661451[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]5.44114081996435[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69444&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69444&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)2.44025Range7.6Trim Var.1.12705513784461
V(Y[t],d=1,D=0)0.273985615079365Range2.6Trim Var.0.136397306397306
V(Y[t],d=2,D=0)0.44426011264721Range3Trim Var.0.259414141414142
V(Y[t],d=3,D=0)1.32290058170280Range5.5Trim Var.0.710188679245283
V(Y[t],d=0,D=1)7.85645137880987Range12.2Trim Var.4.53359851988899
V(Y[t],d=1,D=1)0.860437405731524Range4.8Trim Var.0.44231884057971
V(Y[t],d=2,D=1)1.26370196078431Range4.8Trim Var.0.771737373737375
V(Y[t],d=3,D=1)3.68351428571429Range9.1Trim Var.2.03033298097252
V(Y[t],d=0,D=2)22.2806219512195Range17.9Trim Var.13.0378655462185
V(Y[t],d=1,D=2)2.54028205128205Range8.2Trim Var.1.44625396825397
V(Y[t],d=2,D=2)3.15874493927126Range7.7Trim Var.2.11946218487395
V(Y[t],d=3,D=2)9.14319345661451Range13.9Trim Var.5.44114081996435



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')