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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 computationSat, 19 Dec 2009 05:52:22 -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/19/t1261227355isg8rk8c142ez7y.htm/, Retrieved Fri, 03 May 2024 23:50:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69559, Retrieved Fri, 03 May 2024 23:50:23 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsvariance reduction matrix (correcte)
Estimated Impact105
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Variance reductio...] [2009-12-19 12:52:22] [8b8f95c5f2993a04d1b74eff1a82c018] [Current]
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Dataseries X:
91,02
91,19
91,53
91,88
92,06
92,32
92,67
92,85
92,82
93,46
93,23
93,54
93,29
93,2
93,6
93,81
94,62
95,22
95,38
95,31
95,3
95,57
95,42
95,53
95,33
95,90
96,06
96,31
96,34
96,49
96,22
96,53
96,50
96,77
96,66
96,58
96,63
97,06
97,73
98,01
97,76
97,49
97,77
97,96
98,23
98,51
98,19
98,37
98,31
98,60
98,97
99,11
99,64
100,03
99,98
100,32
100,44
100,51
101,00
100,88
100,55
100,83
101,51
102,16
102,39
102,54
102,85
103,47
103,57
103,69
103,5
103,47
103,45
103,48
103,93
103,89
104,4
104,79
104,77
105,13
105,26
104,96
104,75
105,01
105,15
105,2
105,77
105,78
106,26
106,13
106,12
106,57
106,44
106,54
107,1
108,1
108,4
108,84
109,62
110,42
110,67
111,66
112,28
112,87
112,18
112,36
112,16
111,49
111,25
111,36
111,74
111,1
111,33
111,25
111,04
110,97
111,31
111,02
111,07
111,36




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=69559&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=69559&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69559&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)40.2017870518207Range21.85Trim Var.32.7844485981308
V(Y[t],d=1,D=0)0.103450833214642Range1.69000000000000Trim Var.0.0622168400634807
V(Y[t],d=2,D=0)0.17430664928292Range2.15000000000001Trim Var.0.116375022461815
V(Y[t],d=3,D=0)0.518538432066017Range3.68999999999998Trim Var.0.345855622710622
V(Y[t],d=0,D=1)1.93214104361371Range8.20000000000002Trim Var.0.638059462719299
V(Y[t],d=1,D=1)0.220660077587727Range2.79000000000001Trim Var.0.110820201567750
V(Y[t],d=2,D=1)0.348910080862534Range3.19000000000001Trim Var.0.196355072463767
V(Y[t],d=3,D=1)1.02137357142857Range5.650Trim Var.0.559153038803176
V(Y[t],d=0,D=2)5.51670542763159Range13.0600000000000Trim Var.2.01432521203831
V(Y[t],d=1,D=2)0.667616618141098Range5.04000000000001Trim Var.0.33670005602241
V(Y[t],d=2,D=2)1.03790314573324Range4.84Trim Var.0.657149168100972
V(Y[t],d=3,D=2)2.99158122954651Range8.89999999999998Trim Var.1.78563558624742

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 40.2017870518207 & Range & 21.85 & Trim Var. & 32.7844485981308 \tabularnewline
V(Y[t],d=1,D=0) & 0.103450833214642 & Range & 1.69000000000000 & Trim Var. & 0.0622168400634807 \tabularnewline
V(Y[t],d=2,D=0) & 0.17430664928292 & Range & 2.15000000000001 & Trim Var. & 0.116375022461815 \tabularnewline
V(Y[t],d=3,D=0) & 0.518538432066017 & Range & 3.68999999999998 & Trim Var. & 0.345855622710622 \tabularnewline
V(Y[t],d=0,D=1) & 1.93214104361371 & Range & 8.20000000000002 & Trim Var. & 0.638059462719299 \tabularnewline
V(Y[t],d=1,D=1) & 0.220660077587727 & Range & 2.79000000000001 & Trim Var. & 0.110820201567750 \tabularnewline
V(Y[t],d=2,D=1) & 0.348910080862534 & Range & 3.19000000000001 & Trim Var. & 0.196355072463767 \tabularnewline
V(Y[t],d=3,D=1) & 1.02137357142857 & Range & 5.650 & Trim Var. & 0.559153038803176 \tabularnewline
V(Y[t],d=0,D=2) & 5.51670542763159 & Range & 13.0600000000000 & Trim Var. & 2.01432521203831 \tabularnewline
V(Y[t],d=1,D=2) & 0.667616618141098 & Range & 5.04000000000001 & Trim Var. & 0.33670005602241 \tabularnewline
V(Y[t],d=2,D=2) & 1.03790314573324 & Range & 4.84 & Trim Var. & 0.657149168100972 \tabularnewline
V(Y[t],d=3,D=2) & 2.99158122954651 & Range & 8.89999999999998 & Trim Var. & 1.78563558624742 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69559&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]40.2017870518207[/C][C]Range[/C][C]21.85[/C][C]Trim Var.[/C][C]32.7844485981308[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.103450833214642[/C][C]Range[/C][C]1.69000000000000[/C][C]Trim Var.[/C][C]0.0622168400634807[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.17430664928292[/C][C]Range[/C][C]2.15000000000001[/C][C]Trim Var.[/C][C]0.116375022461815[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.518538432066017[/C][C]Range[/C][C]3.68999999999998[/C][C]Trim Var.[/C][C]0.345855622710622[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1.93214104361371[/C][C]Range[/C][C]8.20000000000002[/C][C]Trim Var.[/C][C]0.638059462719299[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.220660077587727[/C][C]Range[/C][C]2.79000000000001[/C][C]Trim Var.[/C][C]0.110820201567750[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.348910080862534[/C][C]Range[/C][C]3.19000000000001[/C][C]Trim Var.[/C][C]0.196355072463767[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1.02137357142857[/C][C]Range[/C][C]5.650[/C][C]Trim Var.[/C][C]0.559153038803176[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5.51670542763159[/C][C]Range[/C][C]13.0600000000000[/C][C]Trim Var.[/C][C]2.01432521203831[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.667616618141098[/C][C]Range[/C][C]5.04000000000001[/C][C]Trim Var.[/C][C]0.33670005602241[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1.03790314573324[/C][C]Range[/C][C]4.84[/C][C]Trim Var.[/C][C]0.657149168100972[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.99158122954651[/C][C]Range[/C][C]8.89999999999998[/C][C]Trim Var.[/C][C]1.78563558624742[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69559&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69559&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)40.2017870518207Range21.85Trim Var.32.7844485981308
V(Y[t],d=1,D=0)0.103450833214642Range1.69000000000000Trim Var.0.0622168400634807
V(Y[t],d=2,D=0)0.17430664928292Range2.15000000000001Trim Var.0.116375022461815
V(Y[t],d=3,D=0)0.518538432066017Range3.68999999999998Trim Var.0.345855622710622
V(Y[t],d=0,D=1)1.93214104361371Range8.20000000000002Trim Var.0.638059462719299
V(Y[t],d=1,D=1)0.220660077587727Range2.79000000000001Trim Var.0.110820201567750
V(Y[t],d=2,D=1)0.348910080862534Range3.19000000000001Trim Var.0.196355072463767
V(Y[t],d=3,D=1)1.02137357142857Range5.650Trim Var.0.559153038803176
V(Y[t],d=0,D=2)5.51670542763159Range13.0600000000000Trim Var.2.01432521203831
V(Y[t],d=1,D=2)0.667616618141098Range5.04000000000001Trim Var.0.33670005602241
V(Y[t],d=2,D=2)1.03790314573324Range4.84Trim Var.0.657149168100972
V(Y[t],d=3,D=2)2.99158122954651Range8.89999999999998Trim Var.1.78563558624742



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')