## Free Statistics

of Irreproducible Research!

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 Wed, 06 Dec 2023 07:16:17 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59220, Retrieved Wed, 06 Dec 2023 07:16:17 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact135
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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 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 Input view raw input (R code) Raw Output view raw output of R engine Computing time 1 seconds R Server 'Gwilym Jenkins' @ 72.249.127.135

 Variance Reduction Matrix V(Y[t],d=0,D=0) 686147894.511105 Range 93895 Trim Var. 516831160.742138 V(Y[t],d=1,D=0) 118161983.632240 Range 52013 Trim Var. 41907835.3744557 V(Y[t],d=2,D=0) 156599138.535593 Range 61931 Trim Var. 91420831.5793152 V(Y[t],d=3,D=0) 314556059.933957 Range 91364 Trim Var. 138337164.177794 V(Y[t],d=0,D=1) 252108290.702449 Range 63589 Trim Var. 176997597.160677 V(Y[t],d=1,D=1) 29760331.375 Range 28654 Trim Var. 13560995.2967885 V(Y[t],d=2,D=1) 63122409.4144504 Range 47077 Trim Var. 23658000.7456446 V(Y[t],d=3,D=1) 192868723.096207 Range 76350 Trim Var. 77619617.854878 V(Y[t],d=0,D=2) 568899874.324324 Range 88729 Trim Var. 444539185.279857 V(Y[t],d=1,D=2) 80244479.063063 Range 47077 Trim Var. 29682630.1893939 V(Y[t],d=2,D=2) 203183961.380159 Range 87799 Trim Var. 75058563.78125 V(Y[t],d=3,D=2) 632755775.927731 Range 131766 Trim 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) 686147894.511105 Range 93895 Trim Var. 516831160.742138 V(Y[t],d=1,D=0) 118161983.632240 Range 52013 Trim Var. 41907835.3744557 V(Y[t],d=2,D=0) 156599138.535593 Range 61931 Trim Var. 91420831.5793152 V(Y[t],d=3,D=0) 314556059.933957 Range 91364 Trim Var. 138337164.177794 V(Y[t],d=0,D=1) 252108290.702449 Range 63589 Trim Var. 176997597.160677 V(Y[t],d=1,D=1) 29760331.375 Range 28654 Trim Var. 13560995.2967885 V(Y[t],d=2,D=1) 63122409.4144504 Range 47077 Trim Var. 23658000.7456446 V(Y[t],d=3,D=1) 192868723.096207 Range 76350 Trim Var. 77619617.854878 V(Y[t],d=0,D=2) 568899874.324324 Range 88729 Trim Var. 444539185.279857 V(Y[t],d=1,D=2) 80244479.063063 Range 47077 Trim Var. 29682630.1893939 V(Y[t],d=2,D=2) 203183961.380159 Range 87799 Trim Var. 75058563.78125 V(Y[t],d=3,D=2) 632755775.927731 Range 131766 Trim 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 <- xif (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')