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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, 26 Dec 2009 12:02:39 -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/26/t12618542231iuygx2g1y1axy4.htm/, Retrieved Sun, 28 Apr 2024 22:21:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70775, Retrieved Sun, 28 Apr 2024 22:21:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [paper3: pacf d,D=0] [2009-12-26 18:52:50] [0f0e461427f61416e46aeda5f4901bed]
-   P   [(Partial) Autocorrelation Function] [paper4 pacf d0D1] [2009-12-26 18:57:15] [0f0e461427f61416e46aeda5f4901bed]
- RMP       [Variance Reduction Matrix] [paper7: vrm] [2009-12-26 19:02:39] [b090d569c0a4c77894e0b029f4429f19] [Current]
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Dataseries X:
111.6
104.6
91.6
98.3
97.7
106.3
102.3
106.6
108.1
93.8
88.2
108.9
114.2
102.5
94.2
97.4
98.5
106.5
102.9
97.1
103.7
93.4
85.8
108.6
110.2
101.2
101.2
96.9
99.4
118.7
108.0
101.2
119.9
94.8
95.3
118.0
115.9
111.4
108.2
108.8
109.5
124.8
115.3
109.5
124.2
92.9
98.4
120.9
111.7
116.1
109.4
111.7
114.3
133.7
114.3
126.5
131.0
104.0
108.9
128.5
132.4
128.0
116.4
120.9
118.6
133.1
121.1
127.6
135.4
114.9
114.3
128.9
138.9
129.4
115.0
128.0
127.0
128.8
137.9
128.4
135.9
122.2
113.1
136.2
138.0
115.2
111.0
99.2
102.4
112.7
105.5
98.3
116.4
97.4
93.3
117.4




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=70775&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=70775&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70775&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)171.684788377193Range53.1Trim Var.125.943310533516
V(Y[t],d=1,D=0)145.532403135498Range55.4Trim Var.92.170106442577
V(Y[t],d=2,D=0)364.139790665752Range82.8Trim Var.247.849030407344
V(Y[t],d=3,D=0)1048.82307854137Range152.1Trim Var.659.513687922421
V(Y[t],d=0,D=1)111.747056798623Range53.1Trim Var.50.16484265087
V(Y[t],d=1,D=1)61.7471025565677Range45.9Trim Var.32.212397260274
V(Y[t],d=2,D=1)193.417207166516Range70.9Trim Var.99.8237480438184
V(Y[t],d=3,D=1)649.710790123457Range134.9Trim Var.340.189472837022
V(Y[t],d=0,D=2)174.077464788732Range74.1Trim Var.87.1627554563492
V(Y[t],d=1,D=2)134.486205231388Range58.6Trim Var.72.5890834613415
V(Y[t],d=2,D=2)420.44084679089Range114.3Trim Var.224.338257535695
V(Y[t],d=3,D=2)1404.71459505541Range191.2Trim Var.791.347169398907

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 171.684788377193 & Range & 53.1 & Trim Var. & 125.943310533516 \tabularnewline
V(Y[t],d=1,D=0) & 145.532403135498 & Range & 55.4 & Trim Var. & 92.170106442577 \tabularnewline
V(Y[t],d=2,D=0) & 364.139790665752 & Range & 82.8 & Trim Var. & 247.849030407344 \tabularnewline
V(Y[t],d=3,D=0) & 1048.82307854137 & Range & 152.1 & Trim Var. & 659.513687922421 \tabularnewline
V(Y[t],d=0,D=1) & 111.747056798623 & Range & 53.1 & Trim Var. & 50.16484265087 \tabularnewline
V(Y[t],d=1,D=1) & 61.7471025565677 & Range & 45.9 & Trim Var. & 32.212397260274 \tabularnewline
V(Y[t],d=2,D=1) & 193.417207166516 & Range & 70.9 & Trim Var. & 99.8237480438184 \tabularnewline
V(Y[t],d=3,D=1) & 649.710790123457 & Range & 134.9 & Trim Var. & 340.189472837022 \tabularnewline
V(Y[t],d=0,D=2) & 174.077464788732 & Range & 74.1 & Trim Var. & 87.1627554563492 \tabularnewline
V(Y[t],d=1,D=2) & 134.486205231388 & Range & 58.6 & Trim Var. & 72.5890834613415 \tabularnewline
V(Y[t],d=2,D=2) & 420.44084679089 & Range & 114.3 & Trim Var. & 224.338257535695 \tabularnewline
V(Y[t],d=3,D=2) & 1404.71459505541 & Range & 191.2 & Trim Var. & 791.347169398907 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70775&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]171.684788377193[/C][C]Range[/C][C]53.1[/C][C]Trim Var.[/C][C]125.943310533516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]145.532403135498[/C][C]Range[/C][C]55.4[/C][C]Trim Var.[/C][C]92.170106442577[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]364.139790665752[/C][C]Range[/C][C]82.8[/C][C]Trim Var.[/C][C]247.849030407344[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1048.82307854137[/C][C]Range[/C][C]152.1[/C][C]Trim Var.[/C][C]659.513687922421[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]111.747056798623[/C][C]Range[/C][C]53.1[/C][C]Trim Var.[/C][C]50.16484265087[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]61.7471025565677[/C][C]Range[/C][C]45.9[/C][C]Trim Var.[/C][C]32.212397260274[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]193.417207166516[/C][C]Range[/C][C]70.9[/C][C]Trim Var.[/C][C]99.8237480438184[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]649.710790123457[/C][C]Range[/C][C]134.9[/C][C]Trim Var.[/C][C]340.189472837022[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]174.077464788732[/C][C]Range[/C][C]74.1[/C][C]Trim Var.[/C][C]87.1627554563492[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]134.486205231388[/C][C]Range[/C][C]58.6[/C][C]Trim Var.[/C][C]72.5890834613415[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]420.44084679089[/C][C]Range[/C][C]114.3[/C][C]Trim Var.[/C][C]224.338257535695[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1404.71459505541[/C][C]Range[/C][C]191.2[/C][C]Trim Var.[/C][C]791.347169398907[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70775&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70775&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)171.684788377193Range53.1Trim Var.125.943310533516
V(Y[t],d=1,D=0)145.532403135498Range55.4Trim Var.92.170106442577
V(Y[t],d=2,D=0)364.139790665752Range82.8Trim Var.247.849030407344
V(Y[t],d=3,D=0)1048.82307854137Range152.1Trim Var.659.513687922421
V(Y[t],d=0,D=1)111.747056798623Range53.1Trim Var.50.16484265087
V(Y[t],d=1,D=1)61.7471025565677Range45.9Trim Var.32.212397260274
V(Y[t],d=2,D=1)193.417207166516Range70.9Trim Var.99.8237480438184
V(Y[t],d=3,D=1)649.710790123457Range134.9Trim Var.340.189472837022
V(Y[t],d=0,D=2)174.077464788732Range74.1Trim Var.87.1627554563492
V(Y[t],d=1,D=2)134.486205231388Range58.6Trim Var.72.5890834613415
V(Y[t],d=2,D=2)420.44084679089Range114.3Trim Var.224.338257535695
V(Y[t],d=3,D=2)1404.71459505541Range191.2Trim Var.791.347169398907



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')