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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 12:05:55 -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/t1259089587hzo4qimu8vmvfb9.htm/, Retrieved Mon, 22 Jul 2024 20:11:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59234, Retrieved Mon, 22 Jul 2024 20:11:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsws8variantie
Estimated Impact181
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2009-11-24 19:05:55] [4563e36d4b7005634fe3557528d9fcab] [Current]
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Dataseries X:
7291
6820
8031
7862
7357
7213
7079
7012
7319
8148
7599
6908
7878
7407
7911
7323
7179
6758
6934
6696
7688
8296
7697
7907
7592
7710
9011
8225
7733
8062
7859
8221
8330
8868
9053
8811
8120
7953
8878
8601
8361
9116
9310
9891
10147
10317
10682
10276
10614
9413
11068
9772
10350
10541
10049
10714
10759
11684
11462
10485
11056
10184
11082
10554
11315
10847
11104
11026
11073
12073
12328
11172




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=59234&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=59234&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59234&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)2503722.62891236Range5632Trim Var.1977402.85317460
V(Y[t],d=1,D=0)395405.855533199Range2951Trim Var.248419.783922171
V(Y[t],d=2,D=0)1123645.1563147Range5807Trim Var.694774.9489688
V(Y[t],d=3,D=0)3708853.8516624Range10632Trim Var.2127730.68306011
V(Y[t],d=0,D=1)442676.925141243Range3033Trim Var.286972.157931516
V(Y[t],d=1,D=1)322655.112215079Range2314Trim Var.238589.903483309
V(Y[t],d=2,D=1)970574.816999395Range4060Trim Var.651555.574660633
V(Y[t],d=3,D=1)3327225.63157895Range7573Trim Var.2179815.38588235
V(Y[t],d=0,D=2)1083589.97872340Range4499Trim Var.678605.886178862
V(Y[t],d=1,D=2)871772.19426457Range3355Trim Var.639639.404878049
V(Y[t],d=2,D=2)2614576.69613527Range6124Trim Var.1954698.69487179
V(Y[t],d=3,D=2)9271331.47272727Range11820Trim Var.6594326.14709852

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2503722.62891236 & Range & 5632 & Trim Var. & 1977402.85317460 \tabularnewline
V(Y[t],d=1,D=0) & 395405.855533199 & Range & 2951 & Trim Var. & 248419.783922171 \tabularnewline
V(Y[t],d=2,D=0) & 1123645.1563147 & Range & 5807 & Trim Var. & 694774.9489688 \tabularnewline
V(Y[t],d=3,D=0) & 3708853.8516624 & Range & 10632 & Trim Var. & 2127730.68306011 \tabularnewline
V(Y[t],d=0,D=1) & 442676.925141243 & Range & 3033 & Trim Var. & 286972.157931516 \tabularnewline
V(Y[t],d=1,D=1) & 322655.112215079 & Range & 2314 & Trim Var. & 238589.903483309 \tabularnewline
V(Y[t],d=2,D=1) & 970574.816999395 & Range & 4060 & Trim Var. & 651555.574660633 \tabularnewline
V(Y[t],d=3,D=1) & 3327225.63157895 & Range & 7573 & Trim Var. & 2179815.38588235 \tabularnewline
V(Y[t],d=0,D=2) & 1083589.97872340 & Range & 4499 & Trim Var. & 678605.886178862 \tabularnewline
V(Y[t],d=1,D=2) & 871772.19426457 & Range & 3355 & Trim Var. & 639639.404878049 \tabularnewline
V(Y[t],d=2,D=2) & 2614576.69613527 & Range & 6124 & Trim Var. & 1954698.69487179 \tabularnewline
V(Y[t],d=3,D=2) & 9271331.47272727 & Range & 11820 & Trim Var. & 6594326.14709852 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59234&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2503722.62891236[/C][C]Range[/C][C]5632[/C][C]Trim Var.[/C][C]1977402.85317460[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]395405.855533199[/C][C]Range[/C][C]2951[/C][C]Trim Var.[/C][C]248419.783922171[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1123645.1563147[/C][C]Range[/C][C]5807[/C][C]Trim Var.[/C][C]694774.9489688[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3708853.8516624[/C][C]Range[/C][C]10632[/C][C]Trim Var.[/C][C]2127730.68306011[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]442676.925141243[/C][C]Range[/C][C]3033[/C][C]Trim Var.[/C][C]286972.157931516[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]322655.112215079[/C][C]Range[/C][C]2314[/C][C]Trim Var.[/C][C]238589.903483309[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]970574.816999395[/C][C]Range[/C][C]4060[/C][C]Trim Var.[/C][C]651555.574660633[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3327225.63157895[/C][C]Range[/C][C]7573[/C][C]Trim Var.[/C][C]2179815.38588235[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1083589.97872340[/C][C]Range[/C][C]4499[/C][C]Trim Var.[/C][C]678605.886178862[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]871772.19426457[/C][C]Range[/C][C]3355[/C][C]Trim Var.[/C][C]639639.404878049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2614576.69613527[/C][C]Range[/C][C]6124[/C][C]Trim Var.[/C][C]1954698.69487179[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9271331.47272727[/C][C]Range[/C][C]11820[/C][C]Trim Var.[/C][C]6594326.14709852[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59234&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59234&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)2503722.62891236Range5632Trim Var.1977402.85317460
V(Y[t],d=1,D=0)395405.855533199Range2951Trim Var.248419.783922171
V(Y[t],d=2,D=0)1123645.1563147Range5807Trim Var.694774.9489688
V(Y[t],d=3,D=0)3708853.8516624Range10632Trim Var.2127730.68306011
V(Y[t],d=0,D=1)442676.925141243Range3033Trim Var.286972.157931516
V(Y[t],d=1,D=1)322655.112215079Range2314Trim Var.238589.903483309
V(Y[t],d=2,D=1)970574.816999395Range4060Trim Var.651555.574660633
V(Y[t],d=3,D=1)3327225.63157895Range7573Trim Var.2179815.38588235
V(Y[t],d=0,D=2)1083589.97872340Range4499Trim Var.678605.886178862
V(Y[t],d=1,D=2)871772.19426457Range3355Trim Var.639639.404878049
V(Y[t],d=2,D=2)2614576.69613527Range6124Trim Var.1954698.69487179
V(Y[t],d=3,D=2)9271331.47272727Range11820Trim Var.6594326.14709852



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')