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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 11:36:09 -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/Nov/24/t1259088220kd8681ohrlu2nox.htm/, Retrieved Mon, 09 Dec 2024 09:42:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59220, Retrieved Mon, 09 Dec 2024 09:42:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact180
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       [Variance Reduction Matrix] [Identifying Integ...] [2009-11-22 12:29:54] [b98453cac15ba1066b407e146608df68]
- R  D          [Variance Reduction Matrix] [VRM] [2009-11-24 18:36:09] [a931a0a30926b49d162330b43e89b999] [Current]
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Dataseries X:
325412
326011
328282
317480
317539
313737
312276
309391
302950
300316
304035
333476
337698
335932
323931
313927
314485
313218
309664
302963
298989
298423
310631
329765
335083
327616
309119
295916
291413
291542
284678
276475
272566
264981
263290
296806
303598
286994
276427
266424
267153
268381
262522
255542
253158
243803
250741
280445
285257
270976
261076
255603
260376
263903
264291
263276
262572
256167
264221
293860
300713
287224




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=59220&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=59220&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59220&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)686147894.511105Range93895Trim Var.516831160.742138
V(Y[t],d=1,D=0)118161983.632240Range52013Trim Var.41907835.3744557
V(Y[t],d=2,D=0)156599138.535593Range61931Trim Var.91420831.5793152
V(Y[t],d=3,D=0)314556059.933957Range91364Trim Var.138337164.177794
V(Y[t],d=0,D=1)252108290.702449Range63589Trim Var.176997597.160677
V(Y[t],d=1,D=1)29760331.375Range28654Trim Var.13560995.2967885
V(Y[t],d=2,D=1)63122409.4144504Range47077Trim Var.23658000.7456446
V(Y[t],d=3,D=1)192868723.096207Range76350Trim Var.77619617.854878
V(Y[t],d=0,D=2)568899874.324324Range88729Trim Var.444539185.279857
V(Y[t],d=1,D=2)80244479.063063Range47077Trim Var.29682630.1893939
V(Y[t],d=2,D=2)203183961.380159Range87799Trim Var.75058563.78125
V(Y[t],d=3,D=2)632755775.927731Range131766Trim Var.211313948.991398

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 686147894.511105 & Range & 93895 & Trim Var. & 516831160.742138 \tabularnewline
V(Y[t],d=1,D=0) & 118161983.632240 & Range & 52013 & Trim Var. & 41907835.3744557 \tabularnewline
V(Y[t],d=2,D=0) & 156599138.535593 & Range & 61931 & Trim Var. & 91420831.5793152 \tabularnewline
V(Y[t],d=3,D=0) & 314556059.933957 & Range & 91364 & Trim Var. & 138337164.177794 \tabularnewline
V(Y[t],d=0,D=1) & 252108290.702449 & Range & 63589 & Trim Var. & 176997597.160677 \tabularnewline
V(Y[t],d=1,D=1) & 29760331.375 & Range & 28654 & Trim Var. & 13560995.2967885 \tabularnewline
V(Y[t],d=2,D=1) & 63122409.4144504 & Range & 47077 & Trim Var. & 23658000.7456446 \tabularnewline
V(Y[t],d=3,D=1) & 192868723.096207 & Range & 76350 & Trim Var. & 77619617.854878 \tabularnewline
V(Y[t],d=0,D=2) & 568899874.324324 & Range & 88729 & Trim Var. & 444539185.279857 \tabularnewline
V(Y[t],d=1,D=2) & 80244479.063063 & Range & 47077 & Trim Var. & 29682630.1893939 \tabularnewline
V(Y[t],d=2,D=2) & 203183961.380159 & Range & 87799 & Trim Var. & 75058563.78125 \tabularnewline
V(Y[t],d=3,D=2) & 632755775.927731 & Range & 131766 & Trim Var. & 211313948.991398 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59220&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]686147894.511105[/C][C]Range[/C][C]93895[/C][C]Trim Var.[/C][C]516831160.742138[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]118161983.632240[/C][C]Range[/C][C]52013[/C][C]Trim Var.[/C][C]41907835.3744557[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]156599138.535593[/C][C]Range[/C][C]61931[/C][C]Trim Var.[/C][C]91420831.5793152[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]314556059.933957[/C][C]Range[/C][C]91364[/C][C]Trim Var.[/C][C]138337164.177794[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]252108290.702449[/C][C]Range[/C][C]63589[/C][C]Trim Var.[/C][C]176997597.160677[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]29760331.375[/C][C]Range[/C][C]28654[/C][C]Trim Var.[/C][C]13560995.2967885[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]63122409.4144504[/C][C]Range[/C][C]47077[/C][C]Trim Var.[/C][C]23658000.7456446[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]192868723.096207[/C][C]Range[/C][C]76350[/C][C]Trim Var.[/C][C]77619617.854878[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]568899874.324324[/C][C]Range[/C][C]88729[/C][C]Trim Var.[/C][C]444539185.279857[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]80244479.063063[/C][C]Range[/C][C]47077[/C][C]Trim Var.[/C][C]29682630.1893939[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]203183961.380159[/C][C]Range[/C][C]87799[/C][C]Trim Var.[/C][C]75058563.78125[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]632755775.927731[/C][C]Range[/C][C]131766[/C][C]Trim Var.[/C][C]211313948.991398[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59220&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59220&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)686147894.511105Range93895Trim Var.516831160.742138
V(Y[t],d=1,D=0)118161983.632240Range52013Trim Var.41907835.3744557
V(Y[t],d=2,D=0)156599138.535593Range61931Trim Var.91420831.5793152
V(Y[t],d=3,D=0)314556059.933957Range91364Trim Var.138337164.177794
V(Y[t],d=0,D=1)252108290.702449Range63589Trim Var.176997597.160677
V(Y[t],d=1,D=1)29760331.375Range28654Trim Var.13560995.2967885
V(Y[t],d=2,D=1)63122409.4144504Range47077Trim Var.23658000.7456446
V(Y[t],d=3,D=1)192868723.096207Range76350Trim Var.77619617.854878
V(Y[t],d=0,D=2)568899874.324324Range88729Trim Var.444539185.279857
V(Y[t],d=1,D=2)80244479.063063Range47077Trim Var.29682630.1893939
V(Y[t],d=2,D=2)203183961.380159Range87799Trim Var.75058563.78125
V(Y[t],d=3,D=2)632755775.927731Range131766Trim Var.211313948.991398



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')