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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 08:28:03 -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/t1261236565h8r0zfpl6w6cnjt.htm/, Retrieved Sat, 04 May 2024 00:02:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69639, Retrieved Sat, 04 May 2024 00:02:40 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact153
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Variance Reductio...] [2008-12-21 15:47:07] [005278dde49cfd8c32bf201feaeb19d6]
-  M D    [Variance Reduction Matrix] [Variance Reductio...] [2009-12-19 15:28:03] [986e3c28a4248c495afaef9fd432264f] [Current]
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Dataseries X:
67.8
66.9
71.5
75.9
71.9
70.7
73.5
76.1
82.5
87.1
83.2
86.1
85.9
77.4
74.4
69.9
73.8
69.2
69.7
71.0
71.2
75.8
73.0
66.4
58.6
55.5
52.6
54.9
54.6
51.2
50.9
49.6
53.4
52.0
47.5
42.1
44.5
43.2
51.4
59.4
60.3
61.4
68.8
73.6
81.8
79.6
85.8
88.1
89.1
95.0
96.2
84.2
96.9
103.1
99.3
103.5
112.4
111.1
113.7
92.0
93.0
98.4
92.6
94.6
99.5
97.6
91.3
93.6
93.1
78.4
70.2
69.3
71.1
73.5
85.9
91.5
91.8
88.3
91.3
94.0
99.3
96.7
88.0
96.7
106.8
114.3
105.7
90.1
91.6
97.7
100.8
104.6
95.9
102.7
104.0
107.9
113.8
113.8
123.1
125.1
137.6
134.0
140.3
152.1
150.6
167.3
153.2
142.0
154.4
158.5
180.9
181.3
172.4
192.0
199.3
215.4
214.3
201.5
190.5
196.0
215.7
209.4
214.1
237.8
239.0
237.8
251.5
248.8
215.4
201.2
203.1
214.2
188.9
203.0
213.3
228.5
228.2
240.9
258.8
248.5
269.2
289.6
323.4
317.2
322.8
340.9
368.2
388.5
441.2
474.3
483.9
417.9
365.9
263.0
199.4




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=69639&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=69639&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69639&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)8521.85127105153Range441.8Trim Var.4498.96671567094
V(Y[t],d=1,D=0)259.485371360665Range155.6Trim Var.54.1729271130858
V(Y[t],d=2,D=0)228.083258513932Range115Trim Var.91.890863031344
V(Y[t],d=3,D=0)601.398966538863Range155.1Trim Var.265.818054466231
V(Y[t],d=0,D=1)2506.48621195706Range357.4Trim Var.858.951814773153
V(Y[t],d=1,D=1)418.284467585656Range177.4Trim Var.88.5968685714286
V(Y[t],d=2,D=1)372.566058763931Range116Trim Var.161.962654193548
V(Y[t],d=3,D=1)989.918550359712Range197.2Trim Var.451.808904126984
V(Y[t],d=0,D=2)3956.54324603641Range474.6Trim Var.1434.60164456233
V(Y[t],d=1,D=2)914.168937984496Range244.3Trim Var.256.027814092954
V(Y[t],d=2,D=2)942.221396560077Range191.1Trim Var.461.035179252479
V(Y[t],d=3,D=2)2496.27946296752Range331.8Trim Var.1206.50841794752

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 8521.85127105153 & Range & 441.8 & Trim Var. & 4498.96671567094 \tabularnewline
V(Y[t],d=1,D=0) & 259.485371360665 & Range & 155.6 & Trim Var. & 54.1729271130858 \tabularnewline
V(Y[t],d=2,D=0) & 228.083258513932 & Range & 115 & Trim Var. & 91.890863031344 \tabularnewline
V(Y[t],d=3,D=0) & 601.398966538863 & Range & 155.1 & Trim Var. & 265.818054466231 \tabularnewline
V(Y[t],d=0,D=1) & 2506.48621195706 & Range & 357.4 & Trim Var. & 858.951814773153 \tabularnewline
V(Y[t],d=1,D=1) & 418.284467585656 & Range & 177.4 & Trim Var. & 88.5968685714286 \tabularnewline
V(Y[t],d=2,D=1) & 372.566058763931 & Range & 116 & Trim Var. & 161.962654193548 \tabularnewline
V(Y[t],d=3,D=1) & 989.918550359712 & Range & 197.2 & Trim Var. & 451.808904126984 \tabularnewline
V(Y[t],d=0,D=2) & 3956.54324603641 & Range & 474.6 & Trim Var. & 1434.60164456233 \tabularnewline
V(Y[t],d=1,D=2) & 914.168937984496 & Range & 244.3 & Trim Var. & 256.027814092954 \tabularnewline
V(Y[t],d=2,D=2) & 942.221396560077 & Range & 191.1 & Trim Var. & 461.035179252479 \tabularnewline
V(Y[t],d=3,D=2) & 2496.27946296752 & Range & 331.8 & Trim Var. & 1206.50841794752 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69639&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]8521.85127105153[/C][C]Range[/C][C]441.8[/C][C]Trim Var.[/C][C]4498.96671567094[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]259.485371360665[/C][C]Range[/C][C]155.6[/C][C]Trim Var.[/C][C]54.1729271130858[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]228.083258513932[/C][C]Range[/C][C]115[/C][C]Trim Var.[/C][C]91.890863031344[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]601.398966538863[/C][C]Range[/C][C]155.1[/C][C]Trim Var.[/C][C]265.818054466231[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2506.48621195706[/C][C]Range[/C][C]357.4[/C][C]Trim Var.[/C][C]858.951814773153[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]418.284467585656[/C][C]Range[/C][C]177.4[/C][C]Trim Var.[/C][C]88.5968685714286[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]372.566058763931[/C][C]Range[/C][C]116[/C][C]Trim Var.[/C][C]161.962654193548[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]989.918550359712[/C][C]Range[/C][C]197.2[/C][C]Trim Var.[/C][C]451.808904126984[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3956.54324603641[/C][C]Range[/C][C]474.6[/C][C]Trim Var.[/C][C]1434.60164456233[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]914.168937984496[/C][C]Range[/C][C]244.3[/C][C]Trim Var.[/C][C]256.027814092954[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]942.221396560077[/C][C]Range[/C][C]191.1[/C][C]Trim Var.[/C][C]461.035179252479[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2496.27946296752[/C][C]Range[/C][C]331.8[/C][C]Trim Var.[/C][C]1206.50841794752[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69639&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69639&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)8521.85127105153Range441.8Trim Var.4498.96671567094
V(Y[t],d=1,D=0)259.485371360665Range155.6Trim Var.54.1729271130858
V(Y[t],d=2,D=0)228.083258513932Range115Trim Var.91.890863031344
V(Y[t],d=3,D=0)601.398966538863Range155.1Trim Var.265.818054466231
V(Y[t],d=0,D=1)2506.48621195706Range357.4Trim Var.858.951814773153
V(Y[t],d=1,D=1)418.284467585656Range177.4Trim Var.88.5968685714286
V(Y[t],d=2,D=1)372.566058763931Range116Trim Var.161.962654193548
V(Y[t],d=3,D=1)989.918550359712Range197.2Trim Var.451.808904126984
V(Y[t],d=0,D=2)3956.54324603641Range474.6Trim Var.1434.60164456233
V(Y[t],d=1,D=2)914.168937984496Range244.3Trim Var.256.027814092954
V(Y[t],d=2,D=2)942.221396560077Range191.1Trim Var.461.035179252479
V(Y[t],d=3,D=2)2496.27946296752Range331.8Trim Var.1206.50841794752



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')