Free Statistics

of Irreproducible Research!

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 10:02:02 -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/t1261242195y48nfd014vtauuf.htm/, Retrieved Sat, 04 May 2024 00:53:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69704, Retrieved Sat, 04 May 2024 00:53:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135
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]
-    D  [Variance Reduction Matrix] [Variance Reductio...] [2008-12-23 16:24:32] [005278dde49cfd8c32bf201feaeb19d6]
-  M D      [Variance Reduction Matrix] [Variance Reductio...] [2009-12-19 17:02:02] [986e3c28a4248c495afaef9fd432264f] [Current]
Feedback Forum

Post a new message
Dataseries X:
621.0
604.0
584.0
574.0
555.0
545.0
599.0
620.0
608.0
590.0
579.0
580.0
579.0
572.0
560.0
551.0
537.0
541.0
588.0
607.0
599.0
578.0
563.0
566.0
561.0
554.0
540.0
526.0
512.0
505.0
554.0
584.0
569.0
540.0
522.0
526.0
527.0
516.0
503.0
489.0
479.0
475.0
524.0
552.0
532.0
511.0
492.0
492.0
493.0
481.0
462.0
457.0
442.0
439.0
488.0
521.0
501.0
485.0
464.0
460.0
467.0
460.0
448.0
443.0
436.0
431.0
484.0
510.0
513.0
503.0
471.0
471.0
476.0
475.0
470.0
461.0
455.0
456.0
517.0
525.0
523.0
519.0
509.0
512.0
519.0
517.0
510.0
509.0
501.0
507.0
569.0
580.0
578.0
565.0
547.0
555.0
562.0
561.0
555.0
544.0
537.0
543.0
594.0
611.0
613.0
611.0
594.0
595.0
591.0
589.0
584.0
573.0
567.0
569.0
621.0
629.0
628.0
612.0
595.0
597.0
593.0
590.0
580.0
574.0
573.0
573.0
620.0
626.0
620.0
588.0
566.0
557.0
561.0
549.0
532.0
526.0
511.0
499.0
555.0
565.0
542.0
527.0
510.0
514.0
517.0
508.0
493.0
490.0
469.0
478.0
528.0
534.0
518.0
506.0
502.0




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=69704&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=69704&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69704&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)2427.42790113113Range198Trim Var.1769.88572620165
V(Y[t],d=1,D=0)381.902257872846Range94Trim Var.204.426041219407
V(Y[t],d=2,D=0)529.841417268662Range121Trim Var.253.648776298841
V(Y[t],d=3,D=0)1179.78943011502Range179Trim Var.559.213888888889
V(Y[t],d=0,D=1)1057.76755638727Range133Trim Var.756.329032258065
V(Y[t],d=1,D=1)51.0344620916991Range41Trim Var.22.0244546809375
V(Y[t],d=2,D=1)102.720972644377Range61Trim Var.48.848194055711
V(Y[t],d=3,D=1)307.230010277492Range109Trim Var.168.194603174603
V(Y[t],d=0,D=2)782.015502055197Range132Trim Var.504.786177424108
V(Y[t],d=1,D=2)126.089683959451Range63Trim Var.58.2509703462195
V(Y[t],d=2,D=2)260.808502906977Range93Trim Var.145.519950318274
V(Y[t],d=3,D=2)763.466289370079Range136Trim Var.433.239559074678

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2427.42790113113 & Range & 198 & Trim Var. & 1769.88572620165 \tabularnewline
V(Y[t],d=1,D=0) & 381.902257872846 & Range & 94 & Trim Var. & 204.426041219407 \tabularnewline
V(Y[t],d=2,D=0) & 529.841417268662 & Range & 121 & Trim Var. & 253.648776298841 \tabularnewline
V(Y[t],d=3,D=0) & 1179.78943011502 & Range & 179 & Trim Var. & 559.213888888889 \tabularnewline
V(Y[t],d=0,D=1) & 1057.76755638727 & Range & 133 & Trim Var. & 756.329032258065 \tabularnewline
V(Y[t],d=1,D=1) & 51.0344620916991 & Range & 41 & Trim Var. & 22.0244546809375 \tabularnewline
V(Y[t],d=2,D=1) & 102.720972644377 & Range & 61 & Trim Var. & 48.848194055711 \tabularnewline
V(Y[t],d=3,D=1) & 307.230010277492 & Range & 109 & Trim Var. & 168.194603174603 \tabularnewline
V(Y[t],d=0,D=2) & 782.015502055197 & Range & 132 & Trim Var. & 504.786177424108 \tabularnewline
V(Y[t],d=1,D=2) & 126.089683959451 & Range & 63 & Trim Var. & 58.2509703462195 \tabularnewline
V(Y[t],d=2,D=2) & 260.808502906977 & Range & 93 & Trim Var. & 145.519950318274 \tabularnewline
V(Y[t],d=3,D=2) & 763.466289370079 & Range & 136 & Trim Var. & 433.239559074678 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69704&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2427.42790113113[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]1769.88572620165[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]381.902257872846[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]204.426041219407[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]529.841417268662[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]253.648776298841[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1179.78943011502[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]559.213888888889[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1057.76755638727[/C][C]Range[/C][C]133[/C][C]Trim Var.[/C][C]756.329032258065[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]51.0344620916991[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]22.0244546809375[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]102.720972644377[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]48.848194055711[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]307.230010277492[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]168.194603174603[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]782.015502055197[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]504.786177424108[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]126.089683959451[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]58.2509703462195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]260.808502906977[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]145.519950318274[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]763.466289370079[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]433.239559074678[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69704&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69704&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)2427.42790113113Range198Trim Var.1769.88572620165
V(Y[t],d=1,D=0)381.902257872846Range94Trim Var.204.426041219407
V(Y[t],d=2,D=0)529.841417268662Range121Trim Var.253.648776298841
V(Y[t],d=3,D=0)1179.78943011502Range179Trim Var.559.213888888889
V(Y[t],d=0,D=1)1057.76755638727Range133Trim Var.756.329032258065
V(Y[t],d=1,D=1)51.0344620916991Range41Trim Var.22.0244546809375
V(Y[t],d=2,D=1)102.720972644377Range61Trim Var.48.848194055711
V(Y[t],d=3,D=1)307.230010277492Range109Trim Var.168.194603174603
V(Y[t],d=0,D=2)782.015502055197Range132Trim Var.504.786177424108
V(Y[t],d=1,D=2)126.089683959451Range63Trim Var.58.2509703462195
V(Y[t],d=2,D=2)260.808502906977Range93Trim Var.145.519950318274
V(Y[t],d=3,D=2)763.466289370079Range136Trim Var.433.239559074678



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')