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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 computationTue, 24 Nov 2009 03:38:27 -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/Nov/24/t1259059135ut1t0dr48tskiko.htm/, Retrieved Sat, 25 May 2024 04:35:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=58985, Retrieved Sat, 25 May 2024 04:35:26 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact184
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [ws4] [2009-11-24 10:38:27] [94ba0ef70f5b330d175ff4daa1c9cd40] [Current]
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Dataseries X:
395.3
395.1
403.5
403.3
405.7
406.7
407.2
412.4
415.9
414
411.8
409.9
412.4
415.9
416.3
417.2
421.8
421.4
415.1
412.4
411.8
408.8
404.5
402.5
409.4
410.7
413.4
415.2
417.7
417.8
417.9
418.4
418.2
416.6
418.9
421
423.5
432.3
432.3
428.6
426.7
427.3
428.5
437
442
444.9
441.4
440.3
447.1
455.3
478.6
486.5
487.8
485.9
483.8
488.4
494
493.6
487.3
482.1
484.2
496.8
501.1
499.8
495.5
498.1
503.8
516.2
526.1
527.1
525.1
528.9
540.1
549
556
568.9
589.1
590.3
603.3
638.8
643
656.7
656.1
654.1
659.9
662.1
669.2
673.1
678.3
677.4
678.5
672.4
665.3
667.9
672.1
662.5
682.3
692.1
702.7
721.4
733.2
747.7
737.6
729.3
706.1
674.3
659
645.7




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58985&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]2 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=58985&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58985&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)12343.3834986154Range352.6Trim Var.10129.2751403509
V(Y[t],d=1,D=0)71.3226150590725Range67.3000000000001Trim Var.24.5852362821949
V(Y[t],d=2,D=0)67.9458194070081Range60.6999999999999Trim Var.25.8715717227179
V(Y[t],d=3,D=0)180.440626373626Range97Trim Var.58.57966573165
V(Y[t],d=0,D=1)1363.57789035088Range147.8Trim Var.915.90800280112
V(Y[t],d=1,D=1)98.323543113102Range66.1000000000001Trim Var.38.1780028011205
V(Y[t],d=2,D=1)116.588574696866Range60Trim Var.56.0871069994264
V(Y[t],d=3,D=1)324.917155212717Range104.600000000000Trim Var.165.558269174258
V(Y[t],d=0,D=2)2353.88457257602Range214.5Trim Var.1281.79206219918
V(Y[t],d=1,D=2)250.834105201293Range104.1Trim Var.105.524676560122
V(Y[t],d=2,D=2)335.731466425776Range106.4Trim Var.147.190954616589
V(Y[t],d=3,D=2)952.239527777779Range187.500000000000Trim Var.428.277987927565

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 12343.3834986154 & Range & 352.6 & Trim Var. & 10129.2751403509 \tabularnewline
V(Y[t],d=1,D=0) & 71.3226150590725 & Range & 67.3000000000001 & Trim Var. & 24.5852362821949 \tabularnewline
V(Y[t],d=2,D=0) & 67.9458194070081 & Range & 60.6999999999999 & Trim Var. & 25.8715717227179 \tabularnewline
V(Y[t],d=3,D=0) & 180.440626373626 & Range & 97 & Trim Var. & 58.57966573165 \tabularnewline
V(Y[t],d=0,D=1) & 1363.57789035088 & Range & 147.8 & Trim Var. & 915.90800280112 \tabularnewline
V(Y[t],d=1,D=1) & 98.323543113102 & Range & 66.1000000000001 & Trim Var. & 38.1780028011205 \tabularnewline
V(Y[t],d=2,D=1) & 116.588574696866 & Range & 60 & Trim Var. & 56.0871069994264 \tabularnewline
V(Y[t],d=3,D=1) & 324.917155212717 & Range & 104.600000000000 & Trim Var. & 165.558269174258 \tabularnewline
V(Y[t],d=0,D=2) & 2353.88457257602 & Range & 214.5 & Trim Var. & 1281.79206219918 \tabularnewline
V(Y[t],d=1,D=2) & 250.834105201293 & Range & 104.1 & Trim Var. & 105.524676560122 \tabularnewline
V(Y[t],d=2,D=2) & 335.731466425776 & Range & 106.4 & Trim Var. & 147.190954616589 \tabularnewline
V(Y[t],d=3,D=2) & 952.239527777779 & Range & 187.500000000000 & Trim Var. & 428.277987927565 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=58985&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]12343.3834986154[/C][C]Range[/C][C]352.6[/C][C]Trim Var.[/C][C]10129.2751403509[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]71.3226150590725[/C][C]Range[/C][C]67.3000000000001[/C][C]Trim Var.[/C][C]24.5852362821949[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]67.9458194070081[/C][C]Range[/C][C]60.6999999999999[/C][C]Trim Var.[/C][C]25.8715717227179[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]180.440626373626[/C][C]Range[/C][C]97[/C][C]Trim Var.[/C][C]58.57966573165[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1363.57789035088[/C][C]Range[/C][C]147.8[/C][C]Trim Var.[/C][C]915.90800280112[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]98.323543113102[/C][C]Range[/C][C]66.1000000000001[/C][C]Trim Var.[/C][C]38.1780028011205[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]116.588574696866[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]56.0871069994264[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]324.917155212717[/C][C]Range[/C][C]104.600000000000[/C][C]Trim Var.[/C][C]165.558269174258[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2353.88457257602[/C][C]Range[/C][C]214.5[/C][C]Trim Var.[/C][C]1281.79206219918[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]250.834105201293[/C][C]Range[/C][C]104.1[/C][C]Trim Var.[/C][C]105.524676560122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]335.731466425776[/C][C]Range[/C][C]106.4[/C][C]Trim Var.[/C][C]147.190954616589[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]952.239527777779[/C][C]Range[/C][C]187.500000000000[/C][C]Trim Var.[/C][C]428.277987927565[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=58985&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=58985&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)12343.3834986154Range352.6Trim Var.10129.2751403509
V(Y[t],d=1,D=0)71.3226150590725Range67.3000000000001Trim Var.24.5852362821949
V(Y[t],d=2,D=0)67.9458194070081Range60.6999999999999Trim Var.25.8715717227179
V(Y[t],d=3,D=0)180.440626373626Range97Trim Var.58.57966573165
V(Y[t],d=0,D=1)1363.57789035088Range147.8Trim Var.915.90800280112
V(Y[t],d=1,D=1)98.323543113102Range66.1000000000001Trim Var.38.1780028011205
V(Y[t],d=2,D=1)116.588574696866Range60Trim Var.56.0871069994264
V(Y[t],d=3,D=1)324.917155212717Range104.600000000000Trim Var.165.558269174258
V(Y[t],d=0,D=2)2353.88457257602Range214.5Trim Var.1281.79206219918
V(Y[t],d=1,D=2)250.834105201293Range104.1Trim Var.105.524676560122
V(Y[t],d=2,D=2)335.731466425776Range106.4Trim Var.147.190954616589
V(Y[t],d=3,D=2)952.239527777779Range187.500000000000Trim Var.428.277987927565



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')