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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 10:04:00 -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/t12590822845jzufz3i4chh264.htm/, Retrieved Mon, 09 Dec 2024 09:58:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59169, Retrieved Mon, 09 Dec 2024 09:58:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact222
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
- R  D        [(Partial) Autocorrelation Function] [] [2009-11-24 16:19:12] [b7349fb284cae6f1172638396d27b11f]
- RMP             [Variance Reduction Matrix] [] [2009-11-24 17:04:00] [6dfcce621b31349cab7f0d189e6f8a9d] [Current]
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Dataseries X:
116222
110924
103753
99983
93302
91496
119321
139261
133739
123913
113438
109416
109406
105645
101328
97686
93093
91382
122257
139183
139887
131822
116805
113706
113012
110452
107005
102841
98173
98181
137277
147579
146571
138920
130340
128140
127059
122860
117702
113537
108366
111078
150739
159129
157928
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111




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=59169&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=59169&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59169&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)361900792.575704Range70379Trim Var.262357360.967262
V(Y[t],d=1,D=0)149475763.626157Range54678Trim Var.65153044.4183308
V(Y[t],d=2,D=0)193205179.914079Range70359Trim Var.76661378.5936013
V(Y[t],d=3,D=0)437561438.212276Range102632Trim Var.143494734.796175
V(Y[t],d=0,D=1)37686857.5073446Range21836Trim Var.29637010.0251572
V(Y[t],d=1,D=1)6098833.01110462Range14845Trim Var.2412887.13207547
V(Y[t],d=2,D=1)13058848.5565638Range24085Trim Var.5554016.61651584
V(Y[t],d=3,D=1)38839291.2199248Range41104Trim Var.12695412.2164706
V(Y[t],d=0,D=2)59368451.9148936Range28615Trim Var.44262499.2108014
V(Y[t],d=1,D=2)12428594.8251619Range19097Trim Var.5174340.9402439
V(Y[t],d=2,D=2)23950489.2314010Range23371Trim Var.10833257.0865385
V(Y[t],d=3,D=2)62700383.0272727Range44338Trim Var.27682906.0458839

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 361900792.575704 & Range & 70379 & Trim Var. & 262357360.967262 \tabularnewline
V(Y[t],d=1,D=0) & 149475763.626157 & Range & 54678 & Trim Var. & 65153044.4183308 \tabularnewline
V(Y[t],d=2,D=0) & 193205179.914079 & Range & 70359 & Trim Var. & 76661378.5936013 \tabularnewline
V(Y[t],d=3,D=0) & 437561438.212276 & Range & 102632 & Trim Var. & 143494734.796175 \tabularnewline
V(Y[t],d=0,D=1) & 37686857.5073446 & Range & 21836 & Trim Var. & 29637010.0251572 \tabularnewline
V(Y[t],d=1,D=1) & 6098833.01110462 & Range & 14845 & Trim Var. & 2412887.13207547 \tabularnewline
V(Y[t],d=2,D=1) & 13058848.5565638 & Range & 24085 & Trim Var. & 5554016.61651584 \tabularnewline
V(Y[t],d=3,D=1) & 38839291.2199248 & Range & 41104 & Trim Var. & 12695412.2164706 \tabularnewline
V(Y[t],d=0,D=2) & 59368451.9148936 & Range & 28615 & Trim Var. & 44262499.2108014 \tabularnewline
V(Y[t],d=1,D=2) & 12428594.8251619 & Range & 19097 & Trim Var. & 5174340.9402439 \tabularnewline
V(Y[t],d=2,D=2) & 23950489.2314010 & Range & 23371 & Trim Var. & 10833257.0865385 \tabularnewline
V(Y[t],d=3,D=2) & 62700383.0272727 & Range & 44338 & Trim Var. & 27682906.0458839 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59169&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]361900792.575704[/C][C]Range[/C][C]70379[/C][C]Trim Var.[/C][C]262357360.967262[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]149475763.626157[/C][C]Range[/C][C]54678[/C][C]Trim Var.[/C][C]65153044.4183308[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]193205179.914079[/C][C]Range[/C][C]70359[/C][C]Trim Var.[/C][C]76661378.5936013[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]437561438.212276[/C][C]Range[/C][C]102632[/C][C]Trim Var.[/C][C]143494734.796175[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]37686857.5073446[/C][C]Range[/C][C]21836[/C][C]Trim Var.[/C][C]29637010.0251572[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6098833.01110462[/C][C]Range[/C][C]14845[/C][C]Trim Var.[/C][C]2412887.13207547[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]13058848.5565638[/C][C]Range[/C][C]24085[/C][C]Trim Var.[/C][C]5554016.61651584[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]38839291.2199248[/C][C]Range[/C][C]41104[/C][C]Trim Var.[/C][C]12695412.2164706[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]59368451.9148936[/C][C]Range[/C][C]28615[/C][C]Trim Var.[/C][C]44262499.2108014[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]12428594.8251619[/C][C]Range[/C][C]19097[/C][C]Trim Var.[/C][C]5174340.9402439[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]23950489.2314010[/C][C]Range[/C][C]23371[/C][C]Trim Var.[/C][C]10833257.0865385[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]62700383.0272727[/C][C]Range[/C][C]44338[/C][C]Trim Var.[/C][C]27682906.0458839[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59169&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59169&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)361900792.575704Range70379Trim Var.262357360.967262
V(Y[t],d=1,D=0)149475763.626157Range54678Trim Var.65153044.4183308
V(Y[t],d=2,D=0)193205179.914079Range70359Trim Var.76661378.5936013
V(Y[t],d=3,D=0)437561438.212276Range102632Trim Var.143494734.796175
V(Y[t],d=0,D=1)37686857.5073446Range21836Trim Var.29637010.0251572
V(Y[t],d=1,D=1)6098833.01110462Range14845Trim Var.2412887.13207547
V(Y[t],d=2,D=1)13058848.5565638Range24085Trim Var.5554016.61651584
V(Y[t],d=3,D=1)38839291.2199248Range41104Trim Var.12695412.2164706
V(Y[t],d=0,D=2)59368451.9148936Range28615Trim Var.44262499.2108014
V(Y[t],d=1,D=2)12428594.8251619Range19097Trim Var.5174340.9402439
V(Y[t],d=2,D=2)23950489.2314010Range23371Trim Var.10833257.0865385
V(Y[t],d=3,D=2)62700383.0272727Range44338Trim Var.27682906.0458839



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')