Free Statistics

of Irreproducible Research!

Author's title

Variance Reduction Matrix - Totale industriële productie index met basis ja...

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationThu, 26 Nov 2009 02:21:06 -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/26/t1259227376h7ln3cki8ojt68f.htm/, Retrieved Mon, 29 Apr 2024 05:57:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59724, Retrieved Mon, 29 Apr 2024 05:57:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact193
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] [Variance Reductio...] [2009-11-26 09:21:06] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- R P             [Variance Reduction Matrix] [Variance Reductio...] [2009-12-20 19:54:03] [77c4589624c8ef9dff4002b842437335]
Feedback Forum

Post a new message
Dataseries X:
95.1
97
112.7
102.9
97.4
111.4
87.4
96.8
114.1
110.3
103.9
101.6
94.6
95.9
104.7
102.8
98.1
113.9
80.9
95.7
113.2
105.9
108.8
102.3
99
100.7
115.5
100.7
109.9
114.6
85.4
100.5
114.8
116.5
112.9
102
106
105.3
118.8
106.1
109.3
117.2
92.5
104.2
112.5
122.4
113.3
100
110.7
112.8
109.8
117.3
109.1
115.9
96
99.8
116.8
115.7
99.4
94.3
91




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=59724&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=59724&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59724&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)83.0525027322404Range41.5Trim Var.51.98706095791
V(Y[t],d=1,D=0)145.825251412429Range50.5Trim Var.96.9793151642208
V(Y[t],d=2,D=0)398.512098188194Range96.6Trim Var.241.615986937591
V(Y[t],d=3,D=0)1240.02170598911Range165.9Trim Var.758.578337254902
V(Y[t],d=0,D=1)37.7906462585034Range31.5Trim Var.17.6856921373200
V(Y[t],d=1,D=1)59.0868085106383Range36.7Trim Var.35.4532404181185
V(Y[t],d=2,D=1)192.441295097132Range68.3Trim Var.109.843987804878
V(Y[t],d=3,D=1)659.124758454106Range124.3Trim Var.357.026641025641
V(Y[t],d=0,D=2)71.3025225225225Range43.2Trim Var.37.268768939394
V(Y[t],d=1,D=2)120.894944444444Range38.9Trim Var.91.2186995967743
V(Y[t],d=2,D=2)401.825176470588Range69.1Trim Var.299.173806451613
V(Y[t],d=3,D=2)1399.55183600713Range129Trim Var.1031.17995402299

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 83.0525027322404 & Range & 41.5 & Trim Var. & 51.98706095791 \tabularnewline
V(Y[t],d=1,D=0) & 145.825251412429 & Range & 50.5 & Trim Var. & 96.9793151642208 \tabularnewline
V(Y[t],d=2,D=0) & 398.512098188194 & Range & 96.6 & Trim Var. & 241.615986937591 \tabularnewline
V(Y[t],d=3,D=0) & 1240.02170598911 & Range & 165.9 & Trim Var. & 758.578337254902 \tabularnewline
V(Y[t],d=0,D=1) & 37.7906462585034 & Range & 31.5 & Trim Var. & 17.6856921373200 \tabularnewline
V(Y[t],d=1,D=1) & 59.0868085106383 & Range & 36.7 & Trim Var. & 35.4532404181185 \tabularnewline
V(Y[t],d=2,D=1) & 192.441295097132 & Range & 68.3 & Trim Var. & 109.843987804878 \tabularnewline
V(Y[t],d=3,D=1) & 659.124758454106 & Range & 124.3 & Trim Var. & 357.026641025641 \tabularnewline
V(Y[t],d=0,D=2) & 71.3025225225225 & Range & 43.2 & Trim Var. & 37.268768939394 \tabularnewline
V(Y[t],d=1,D=2) & 120.894944444444 & Range & 38.9 & Trim Var. & 91.2186995967743 \tabularnewline
V(Y[t],d=2,D=2) & 401.825176470588 & Range & 69.1 & Trim Var. & 299.173806451613 \tabularnewline
V(Y[t],d=3,D=2) & 1399.55183600713 & Range & 129 & Trim Var. & 1031.17995402299 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59724&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]83.0525027322404[/C][C]Range[/C][C]41.5[/C][C]Trim Var.[/C][C]51.98706095791[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]145.825251412429[/C][C]Range[/C][C]50.5[/C][C]Trim Var.[/C][C]96.9793151642208[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]398.512098188194[/C][C]Range[/C][C]96.6[/C][C]Trim Var.[/C][C]241.615986937591[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1240.02170598911[/C][C]Range[/C][C]165.9[/C][C]Trim Var.[/C][C]758.578337254902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]37.7906462585034[/C][C]Range[/C][C]31.5[/C][C]Trim Var.[/C][C]17.6856921373200[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]59.0868085106383[/C][C]Range[/C][C]36.7[/C][C]Trim Var.[/C][C]35.4532404181185[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]192.441295097132[/C][C]Range[/C][C]68.3[/C][C]Trim Var.[/C][C]109.843987804878[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]659.124758454106[/C][C]Range[/C][C]124.3[/C][C]Trim Var.[/C][C]357.026641025641[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]71.3025225225225[/C][C]Range[/C][C]43.2[/C][C]Trim Var.[/C][C]37.268768939394[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]120.894944444444[/C][C]Range[/C][C]38.9[/C][C]Trim Var.[/C][C]91.2186995967743[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]401.825176470588[/C][C]Range[/C][C]69.1[/C][C]Trim Var.[/C][C]299.173806451613[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1399.55183600713[/C][C]Range[/C][C]129[/C][C]Trim Var.[/C][C]1031.17995402299[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59724&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59724&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)83.0525027322404Range41.5Trim Var.51.98706095791
V(Y[t],d=1,D=0)145.825251412429Range50.5Trim Var.96.9793151642208
V(Y[t],d=2,D=0)398.512098188194Range96.6Trim Var.241.615986937591
V(Y[t],d=3,D=0)1240.02170598911Range165.9Trim Var.758.578337254902
V(Y[t],d=0,D=1)37.7906462585034Range31.5Trim Var.17.6856921373200
V(Y[t],d=1,D=1)59.0868085106383Range36.7Trim Var.35.4532404181185
V(Y[t],d=2,D=1)192.441295097132Range68.3Trim Var.109.843987804878
V(Y[t],d=3,D=1)659.124758454106Range124.3Trim Var.357.026641025641
V(Y[t],d=0,D=2)71.3025225225225Range43.2Trim Var.37.268768939394
V(Y[t],d=1,D=2)120.894944444444Range38.9Trim Var.91.2186995967743
V(Y[t],d=2,D=2)401.825176470588Range69.1Trim Var.299.173806451613
V(Y[t],d=3,D=2)1399.55183600713Range129Trim Var.1031.17995402299



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')