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 12:42:10 -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/t1259091786ojlk733q0fnlbbj.htm/, Retrieved Sat, 25 May 2024 05:09:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59251, Retrieved Sat, 25 May 2024 05:09:13 +0000
QR Codes:

Original text written by user:WS 8 Identifying Integration Processes
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact151
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]
-   PD          [Variance Reduction Matrix] [WS 8 Identifying ...] [2009-11-24 19:42:10] [9b6f46453e60f88d91cef176fe926003] [Current]
Feedback Forum

Post a new message
Dataseries X:
14,5
14,3
15,3
14,4
13,7
14,2
13,5
11,9
14,6
15,6
14,1
14,9
14,2
14,6
17,2
15,4
14,3
17,5
14,5
14,4
16,6
16,7
16,6
16,9
15,7
16,4
18,4
16,9
16,5
18,3
15,1
15,7
18,1
16,8
18,9
19
18,1
17,8
21,5
17,1
18,7
19
16,4
16,9
18,6
19,3
19,4
17,6
18,6
18,1
20,4
18,1
19,6
19,9
19,2
17,8
19,2
22
21,1
19,5
22,2
20,9
22,2
23,5
21,5
24,3
22,8
20,3
23,7
23,3
19,6
18
17,3
16,8
18,2
16,5
16
18,4




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=59251&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=59251&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59251&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)7.44662837162837Range12.4Trim Var.5.05504968944099
V(Y[t],d=1,D=0)3.14516404647983Range8.1Trim Var.2.02525680421422
V(Y[t],d=2,D=0)8.68601403508772Range14.1Trim Var.5.41329836829837
V(Y[t],d=3,D=0)26.9085333333333Range26.2Trim Var.17.0906241519674
V(Y[t],d=0,D=1)5.65024941724942Range12.4Trim Var.2.25107380520266
V(Y[t],d=1,D=1)2.64996153846154Range7.1Trim Var.1.70491228070175
V(Y[t],d=2,D=1)8.01784722222222Range13.1Trim Var.5.0926461038961
V(Y[t],d=3,D=1)27.3192985151050Range24.8Trim Var.16.4849336128581
V(Y[t],d=0,D=2)11.7632983927324Range16.8Trim Var.5.65047872340425
V(Y[t],d=1,D=2)5.93899129172714Range11.6Trim Var.3.27897317298797
V(Y[t],d=2,D=2)18.2127450980392Range19.5Trim Var.11.1939710144927
V(Y[t],d=3,D=2)60.7998823529411Range38.8Trim Var.37.1961919191919

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7.44662837162837 & Range & 12.4 & Trim Var. & 5.05504968944099 \tabularnewline
V(Y[t],d=1,D=0) & 3.14516404647983 & Range & 8.1 & Trim Var. & 2.02525680421422 \tabularnewline
V(Y[t],d=2,D=0) & 8.68601403508772 & Range & 14.1 & Trim Var. & 5.41329836829837 \tabularnewline
V(Y[t],d=3,D=0) & 26.9085333333333 & Range & 26.2 & Trim Var. & 17.0906241519674 \tabularnewline
V(Y[t],d=0,D=1) & 5.65024941724942 & Range & 12.4 & Trim Var. & 2.25107380520266 \tabularnewline
V(Y[t],d=1,D=1) & 2.64996153846154 & Range & 7.1 & Trim Var. & 1.70491228070175 \tabularnewline
V(Y[t],d=2,D=1) & 8.01784722222222 & Range & 13.1 & Trim Var. & 5.0926461038961 \tabularnewline
V(Y[t],d=3,D=1) & 27.3192985151050 & Range & 24.8 & Trim Var. & 16.4849336128581 \tabularnewline
V(Y[t],d=0,D=2) & 11.7632983927324 & Range & 16.8 & Trim Var. & 5.65047872340425 \tabularnewline
V(Y[t],d=1,D=2) & 5.93899129172714 & Range & 11.6 & Trim Var. & 3.27897317298797 \tabularnewline
V(Y[t],d=2,D=2) & 18.2127450980392 & Range & 19.5 & Trim Var. & 11.1939710144927 \tabularnewline
V(Y[t],d=3,D=2) & 60.7998823529411 & Range & 38.8 & Trim Var. & 37.1961919191919 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59251&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7.44662837162837[/C][C]Range[/C][C]12.4[/C][C]Trim Var.[/C][C]5.05504968944099[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.14516404647983[/C][C]Range[/C][C]8.1[/C][C]Trim Var.[/C][C]2.02525680421422[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]8.68601403508772[/C][C]Range[/C][C]14.1[/C][C]Trim Var.[/C][C]5.41329836829837[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]26.9085333333333[/C][C]Range[/C][C]26.2[/C][C]Trim Var.[/C][C]17.0906241519674[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5.65024941724942[/C][C]Range[/C][C]12.4[/C][C]Trim Var.[/C][C]2.25107380520266[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2.64996153846154[/C][C]Range[/C][C]7.1[/C][C]Trim Var.[/C][C]1.70491228070175[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]8.01784722222222[/C][C]Range[/C][C]13.1[/C][C]Trim Var.[/C][C]5.0926461038961[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]27.3192985151050[/C][C]Range[/C][C]24.8[/C][C]Trim Var.[/C][C]16.4849336128581[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]11.7632983927324[/C][C]Range[/C][C]16.8[/C][C]Trim Var.[/C][C]5.65047872340425[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5.93899129172714[/C][C]Range[/C][C]11.6[/C][C]Trim Var.[/C][C]3.27897317298797[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]18.2127450980392[/C][C]Range[/C][C]19.5[/C][C]Trim Var.[/C][C]11.1939710144927[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]60.7998823529411[/C][C]Range[/C][C]38.8[/C][C]Trim Var.[/C][C]37.1961919191919[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59251&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59251&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)7.44662837162837Range12.4Trim Var.5.05504968944099
V(Y[t],d=1,D=0)3.14516404647983Range8.1Trim Var.2.02525680421422
V(Y[t],d=2,D=0)8.68601403508772Range14.1Trim Var.5.41329836829837
V(Y[t],d=3,D=0)26.9085333333333Range26.2Trim Var.17.0906241519674
V(Y[t],d=0,D=1)5.65024941724942Range12.4Trim Var.2.25107380520266
V(Y[t],d=1,D=1)2.64996153846154Range7.1Trim Var.1.70491228070175
V(Y[t],d=2,D=1)8.01784722222222Range13.1Trim Var.5.0926461038961
V(Y[t],d=3,D=1)27.3192985151050Range24.8Trim Var.16.4849336128581
V(Y[t],d=0,D=2)11.7632983927324Range16.8Trim Var.5.65047872340425
V(Y[t],d=1,D=2)5.93899129172714Range11.6Trim Var.3.27897317298797
V(Y[t],d=2,D=2)18.2127450980392Range19.5Trim Var.11.1939710144927
V(Y[t],d=3,D=2)60.7998823529411Range38.8Trim Var.37.1961919191919



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;
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')