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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 computationSun, 20 Dec 2009 13:47:32 -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/20/t126134211912i2p4hb9mbawi1.htm/, Retrieved Sat, 27 Apr 2024 07:15:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70023, Retrieved Sat, 27 Apr 2024 07:15:05 +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] [vrm bel20] [2008-12-10 18:40:53] [74be16979710d4c4e7c6647856088456]
-  M D    [Variance Reduction Matrix] [bel 20 - VRM] [2009-12-20 20:47:32] [d5c15a85201d3aa3573f5c5fd3ce2a2a] [Current]
-    D      [Variance Reduction Matrix] [Werkloosheid vrou...] [2010-12-26 17:26:44] [e4afca2801c0b93eac84a600ed82fb9c]
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Dataseries X:
2921.44
2981.85
3080.58
3106.22
3119.31
3061.26
3097.31
3161.69
3257.16
3277.01
3295.32
3363.99
3494.17
3667.03
3813.06
3917.96
3895.51
3801.06
3570.12
3701.61
3862.27
3970.1
4138.52
4199.75
4290.89
4443.91
4502.64
4356.98
4591.27
4696.96
4621.4
4562.84
4202.52
4296.49
4435.23
4105.18
4116.68
3844.49
3720.98
3674.4
3857.62
3801.06
3504.37
3032.6
3047.03
2962.34
2197.82
2014.45
1862.83
1905.41
1810.99
1670.07
1864.44
2052.02
2029.6
2070.83
2293.41
2443.27
2513.17
2466.92




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=70023&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=70023&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70023&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)736460.507808446Range3026.89Trim Var.585734.658521768
V(Y[t],d=1,D=0)33337.1625686148Range998.81Trim Var.16411.7189501451
V(Y[t],d=2,D=0)48171.6668936479Range1260.98Trim Var.23370.1027387632
V(Y[t],d=3,D=0)132163.270453571Range1886.22Trim Var.69693.7348692551
V(Y[t],d=0,D=1)1160841.52189770Range3305.13Trim Var.949273.97279489
V(Y[t],d=1,D=1)78987.1925157262Range1737.68Trim Var.31643.7933709756
V(Y[t],d=2,D=1)124296.386446039Range1774.54Trim Var.56100.6425230128
V(Y[t],d=3,D=1)354248.354372222Range3134.28Trim Var.143470.465360324
V(Y[t],d=0,D=2)1436175.38440159Range5086.88Trim Var.743267.502586996
V(Y[t],d=1,D=2)253946.968981008Range2611.26Trim Var.125454.39964
V(Y[t],d=2,D=2)467038.458269608Range3158.78000000000Trim Var.255767.266257586
V(Y[t],d=3,D=2)1249349.43539167Range5192.03Trim Var.663925.872168966

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 736460.507808446 & Range & 3026.89 & Trim Var. & 585734.658521768 \tabularnewline
V(Y[t],d=1,D=0) & 33337.1625686148 & Range & 998.81 & Trim Var. & 16411.7189501451 \tabularnewline
V(Y[t],d=2,D=0) & 48171.6668936479 & Range & 1260.98 & Trim Var. & 23370.1027387632 \tabularnewline
V(Y[t],d=3,D=0) & 132163.270453571 & Range & 1886.22 & Trim Var. & 69693.7348692551 \tabularnewline
V(Y[t],d=0,D=1) & 1160841.52189770 & Range & 3305.13 & Trim Var. & 949273.97279489 \tabularnewline
V(Y[t],d=1,D=1) & 78987.1925157262 & Range & 1737.68 & Trim Var. & 31643.7933709756 \tabularnewline
V(Y[t],d=2,D=1) & 124296.386446039 & Range & 1774.54 & Trim Var. & 56100.6425230128 \tabularnewline
V(Y[t],d=3,D=1) & 354248.354372222 & Range & 3134.28 & Trim Var. & 143470.465360324 \tabularnewline
V(Y[t],d=0,D=2) & 1436175.38440159 & Range & 5086.88 & Trim Var. & 743267.502586996 \tabularnewline
V(Y[t],d=1,D=2) & 253946.968981008 & Range & 2611.26 & Trim Var. & 125454.39964 \tabularnewline
V(Y[t],d=2,D=2) & 467038.458269608 & Range & 3158.78000000000 & Trim Var. & 255767.266257586 \tabularnewline
V(Y[t],d=3,D=2) & 1249349.43539167 & Range & 5192.03 & Trim Var. & 663925.872168966 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70023&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]736460.507808446[/C][C]Range[/C][C]3026.89[/C][C]Trim Var.[/C][C]585734.658521768[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]33337.1625686148[/C][C]Range[/C][C]998.81[/C][C]Trim Var.[/C][C]16411.7189501451[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]48171.6668936479[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]23370.1027387632[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]132163.270453571[/C][C]Range[/C][C]1886.22[/C][C]Trim Var.[/C][C]69693.7348692551[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1160841.52189770[/C][C]Range[/C][C]3305.13[/C][C]Trim Var.[/C][C]949273.97279489[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]78987.1925157262[/C][C]Range[/C][C]1737.68[/C][C]Trim Var.[/C][C]31643.7933709756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]124296.386446039[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]56100.6425230128[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]354248.354372222[/C][C]Range[/C][C]3134.28[/C][C]Trim Var.[/C][C]143470.465360324[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1436175.38440159[/C][C]Range[/C][C]5086.88[/C][C]Trim Var.[/C][C]743267.502586996[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]253946.968981008[/C][C]Range[/C][C]2611.26[/C][C]Trim Var.[/C][C]125454.39964[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]467038.458269608[/C][C]Range[/C][C]3158.78000000000[/C][C]Trim Var.[/C][C]255767.266257586[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1249349.43539167[/C][C]Range[/C][C]5192.03[/C][C]Trim Var.[/C][C]663925.872168966[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70023&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70023&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)736460.507808446Range3026.89Trim Var.585734.658521768
V(Y[t],d=1,D=0)33337.1625686148Range998.81Trim Var.16411.7189501451
V(Y[t],d=2,D=0)48171.6668936479Range1260.98Trim Var.23370.1027387632
V(Y[t],d=3,D=0)132163.270453571Range1886.22Trim Var.69693.7348692551
V(Y[t],d=0,D=1)1160841.52189770Range3305.13Trim Var.949273.97279489
V(Y[t],d=1,D=1)78987.1925157262Range1737.68Trim Var.31643.7933709756
V(Y[t],d=2,D=1)124296.386446039Range1774.54Trim Var.56100.6425230128
V(Y[t],d=3,D=1)354248.354372222Range3134.28Trim Var.143470.465360324
V(Y[t],d=0,D=2)1436175.38440159Range5086.88Trim Var.743267.502586996
V(Y[t],d=1,D=2)253946.968981008Range2611.26Trim Var.125454.39964
V(Y[t],d=2,D=2)467038.458269608Range3158.78000000000Trim Var.255767.266257586
V(Y[t],d=3,D=2)1249349.43539167Range5192.03Trim Var.663925.872168966



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')