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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, 27 Dec 2009 02:43:09 -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/27/t1261907059bfitjz28bg7x9te.htm/, Retrieved Thu, 02 May 2024 18:49:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=70803, Retrieved Thu, 02 May 2024 18:49:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordspaper
Estimated Impact175
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [VRM] [2009-12-23 10:57:13] [5e6d255681a7853beaa91b62357037a7]
-   P     [Variance Reduction Matrix] [VRM s=12] [2009-12-27 09:43:09] [b08f24ccf7d7e0757793cda532be96b3] [Current]
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Dataseries X:
83.87
84.23
84.61
84.82
85.04
85.06
84.93
84.98
85.23
85.30
85.33
85.55
85.70
85.88
86.04
86.07
86.31
86.38
86.35
86.55
86.70
86.74
86.85
86.95
86.80
87.01
87.17
87.43
87.66
87.68
87.59
87.65
87.72
87.70
87.71
87.80
87.62
87.84
88.17
88.47
88.58
88.57
88.55
88.68
88.79
88.85
88.95
89.27
89.09
89.42
89.72
89.85
89.96
90.25
90.20
90.27
90.78
90.79
90.98
91.25
90.75
91.01
91.50
92.09
92.56
92.66
92.38
92.38
92.66
92.69
92.59
92.98
92.98
93.15
93.65
94.06
94.24
94.24
94.11
94.16
94.43
94.67
94.60
95.00
94.84
95.26
95.81
95.92
95.85
95.90
95.80
96.00
96.34
96.43
96.48
96.75
96.51
96.69
97.28
97.69
98.08
98.09
97.92
98.06
98.23
98.57
98.53
98.92
98.42
98.73
99.32
99.73
100.00
100.08
100.02
100.26
100.71
100.95
100.75
101.03
100.64
100.93
101.41
102.07
102.42
102.53
102.43
102.60
102.65
102.74
102.82
103.21
102.75
103.09
103.71
104.30
104.58
104.71
104.44
104.57
104.95
105.49
106.03
106.48
106.25
106.70
107.60
108.05
108.72
109.17
109.08
109.04
109.34
109.37
108.96
108.77
108.11
108.67
109.05
109.43
109.62
109.85
109.34
109.65
109.69
109.91
110.09




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=70803&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=70803&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70803&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)61.5677913931174Range26.22Trim Var.48.9561070187534
V(Y[t],d=1,D=0)0.064901234027017Range1.55999999999999Trim Var.0.0350605396212539
V(Y[t],d=2,D=0)0.111758558758315Range2.11Trim Var.0.0570987233249463
V(Y[t],d=3,D=0)0.312347104593745Range3.10000000000001Trim Var.0.141523703353803
V(Y[t],d=0,D=1)0.606142170087978Range4.3800Trim Var.0.261027192159316
V(Y[t],d=1,D=1)0.0495778966131911Range1.54000000000003Trim Var.0.0236990796572518
V(Y[t],d=2,D=1)0.0647804265565875Range1.39999999999998Trim Var.0.0400766316015456
V(Y[t],d=3,D=1)0.177584942488671Range2.45999999999998Trim Var.0.0987904520697158
V(Y[t],d=0,D=2)1.19262579533143Range7.01Trim Var.0.297982377202851
V(Y[t],d=1,D=2)0.141900973928680Range2.95000000000006Trim Var.0.0655563428571435
V(Y[t],d=2,D=2)0.175869675785207Range2.05999999999997Trim Var.0.108788877419354
V(Y[t],d=3,D=2)0.468372512846861Range3.48999999999994Trim Var.0.286378285714285

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 61.5677913931174 & Range & 26.22 & Trim Var. & 48.9561070187534 \tabularnewline
V(Y[t],d=1,D=0) & 0.064901234027017 & Range & 1.55999999999999 & Trim Var. & 0.0350605396212539 \tabularnewline
V(Y[t],d=2,D=0) & 0.111758558758315 & Range & 2.11 & Trim Var. & 0.0570987233249463 \tabularnewline
V(Y[t],d=3,D=0) & 0.312347104593745 & Range & 3.10000000000001 & Trim Var. & 0.141523703353803 \tabularnewline
V(Y[t],d=0,D=1) & 0.606142170087978 & Range & 4.3800 & Trim Var. & 0.261027192159316 \tabularnewline
V(Y[t],d=1,D=1) & 0.0495778966131911 & Range & 1.54000000000003 & Trim Var. & 0.0236990796572518 \tabularnewline
V(Y[t],d=2,D=1) & 0.0647804265565875 & Range & 1.39999999999998 & Trim Var. & 0.0400766316015456 \tabularnewline
V(Y[t],d=3,D=1) & 0.177584942488671 & Range & 2.45999999999998 & Trim Var. & 0.0987904520697158 \tabularnewline
V(Y[t],d=0,D=2) & 1.19262579533143 & Range & 7.01 & Trim Var. & 0.297982377202851 \tabularnewline
V(Y[t],d=1,D=2) & 0.141900973928680 & Range & 2.95000000000006 & Trim Var. & 0.0655563428571435 \tabularnewline
V(Y[t],d=2,D=2) & 0.175869675785207 & Range & 2.05999999999997 & Trim Var. & 0.108788877419354 \tabularnewline
V(Y[t],d=3,D=2) & 0.468372512846861 & Range & 3.48999999999994 & Trim Var. & 0.286378285714285 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=70803&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]61.5677913931174[/C][C]Range[/C][C]26.22[/C][C]Trim Var.[/C][C]48.9561070187534[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.064901234027017[/C][C]Range[/C][C]1.55999999999999[/C][C]Trim Var.[/C][C]0.0350605396212539[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.111758558758315[/C][C]Range[/C][C]2.11[/C][C]Trim Var.[/C][C]0.0570987233249463[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.312347104593745[/C][C]Range[/C][C]3.10000000000001[/C][C]Trim Var.[/C][C]0.141523703353803[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.606142170087978[/C][C]Range[/C][C]4.3800[/C][C]Trim Var.[/C][C]0.261027192159316[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.0495778966131911[/C][C]Range[/C][C]1.54000000000003[/C][C]Trim Var.[/C][C]0.0236990796572518[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.0647804265565875[/C][C]Range[/C][C]1.39999999999998[/C][C]Trim Var.[/C][C]0.0400766316015456[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.177584942488671[/C][C]Range[/C][C]2.45999999999998[/C][C]Trim Var.[/C][C]0.0987904520697158[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.19262579533143[/C][C]Range[/C][C]7.01[/C][C]Trim Var.[/C][C]0.297982377202851[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.141900973928680[/C][C]Range[/C][C]2.95000000000006[/C][C]Trim Var.[/C][C]0.0655563428571435[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.175869675785207[/C][C]Range[/C][C]2.05999999999997[/C][C]Trim Var.[/C][C]0.108788877419354[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.468372512846861[/C][C]Range[/C][C]3.48999999999994[/C][C]Trim Var.[/C][C]0.286378285714285[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=70803&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=70803&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)61.5677913931174Range26.22Trim Var.48.9561070187534
V(Y[t],d=1,D=0)0.064901234027017Range1.55999999999999Trim Var.0.0350605396212539
V(Y[t],d=2,D=0)0.111758558758315Range2.11Trim Var.0.0570987233249463
V(Y[t],d=3,D=0)0.312347104593745Range3.10000000000001Trim Var.0.141523703353803
V(Y[t],d=0,D=1)0.606142170087978Range4.3800Trim Var.0.261027192159316
V(Y[t],d=1,D=1)0.0495778966131911Range1.54000000000003Trim Var.0.0236990796572518
V(Y[t],d=2,D=1)0.0647804265565875Range1.39999999999998Trim Var.0.0400766316015456
V(Y[t],d=3,D=1)0.177584942488671Range2.45999999999998Trim Var.0.0987904520697158
V(Y[t],d=0,D=2)1.19262579533143Range7.01Trim Var.0.297982377202851
V(Y[t],d=1,D=2)0.141900973928680Range2.95000000000006Trim Var.0.0655563428571435
V(Y[t],d=2,D=2)0.175869675785207Range2.05999999999997Trim Var.0.108788877419354
V(Y[t],d=3,D=2)0.468372512846861Range3.48999999999994Trim Var.0.286378285714285



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')