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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 computationThu, 26 Nov 2009 08:06:08 -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/t1259248232slrvo7402kce4uh.htm/, Retrieved Mon, 29 Apr 2024 04:14:07 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=60069, Retrieved Mon, 29 Apr 2024 04:14:07 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact129
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]
-    D        [Variance Reduction Matrix] [] [2009-11-26 10:12:12] [d181e5359f7da6c8509e4702d1229fb0]
-    D            [Variance Reduction Matrix] [] [2009-11-26 15:06:08] [5858ea01c9bd81debbf921a11363ad90] [Current]
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Dataseries X:
124.00
116.00
109.33
110.67
113.33
114.67
113.33
109.33
108.00
105.33
114.67
116.00
116.00
113.33
112.00
113.33
116.00
116.00
114.67
113.33
110.67
106.67
109.33
108.00
108.00
106.67
105.33
105.33
106.67
106.67
105.33
106.67
102.67
96.00
100.00
97.33
93.33
93.33
93.33
96.00
97.33
94.67
90.67
85.33
81.33
86.67
102.67
105.33
100.00
92.00
88.00
92.00
102.67
106.67
106.67
102.67
97.33
98.67
108.00
110.67




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60069&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]0 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=60069&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60069&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Variance Reduction Matrix
V(Y[t],d=0,D=0)83.4354881355932Range42.67Trim Var.53.1449463529412
V(Y[t],d=1,D=0)19.9399693746347Range24Trim Var.9.36814298642534
V(Y[t],d=2,D=0)25.5540769812462Range25.35Trim Var.15.29430086727
V(Y[t],d=3,D=0)52.6571660401003Range37.35Trim Var.24.9023887058824
V(Y[t],d=0,D=1)86.5194825797873Range38.68Trim Var.51.6296055749129
V(Y[t],d=1,D=1)18.2522284921369Range20.01Trim Var.7.8655962195122
V(Y[t],d=2,D=1)16.6163984541063Range18.68Trim Var.8.11601025641027
V(Y[t],d=3,D=1)26.8683194949495Range22.7200000000000Trim Var.14.8037997300945
V(Y[t],d=0,D=2)216.027207857143Range53.36Trim Var.143.502850705645
V(Y[t],d=1,D=2)49.1960423529412Range33.35Trim Var.24.5800389247312
V(Y[t],d=2,D=2)42.7348022281641Range28.02Trim Var.23.9604396551725
V(Y[t],d=3,D=2)71.3830501893941Range34.7700000000001Trim Var.41.5939921182267

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 83.4354881355932 & Range & 42.67 & Trim Var. & 53.1449463529412 \tabularnewline
V(Y[t],d=1,D=0) & 19.9399693746347 & Range & 24 & Trim Var. & 9.36814298642534 \tabularnewline
V(Y[t],d=2,D=0) & 25.5540769812462 & Range & 25.35 & Trim Var. & 15.29430086727 \tabularnewline
V(Y[t],d=3,D=0) & 52.6571660401003 & Range & 37.35 & Trim Var. & 24.9023887058824 \tabularnewline
V(Y[t],d=0,D=1) & 86.5194825797873 & Range & 38.68 & Trim Var. & 51.6296055749129 \tabularnewline
V(Y[t],d=1,D=1) & 18.2522284921369 & Range & 20.01 & Trim Var. & 7.8655962195122 \tabularnewline
V(Y[t],d=2,D=1) & 16.6163984541063 & Range & 18.68 & Trim Var. & 8.11601025641027 \tabularnewline
V(Y[t],d=3,D=1) & 26.8683194949495 & Range & 22.7200000000000 & Trim Var. & 14.8037997300945 \tabularnewline
V(Y[t],d=0,D=2) & 216.027207857143 & Range & 53.36 & Trim Var. & 143.502850705645 \tabularnewline
V(Y[t],d=1,D=2) & 49.1960423529412 & Range & 33.35 & Trim Var. & 24.5800389247312 \tabularnewline
V(Y[t],d=2,D=2) & 42.7348022281641 & Range & 28.02 & Trim Var. & 23.9604396551725 \tabularnewline
V(Y[t],d=3,D=2) & 71.3830501893941 & Range & 34.7700000000001 & Trim Var. & 41.5939921182267 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=60069&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]83.4354881355932[/C][C]Range[/C][C]42.67[/C][C]Trim Var.[/C][C]53.1449463529412[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]19.9399693746347[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]9.36814298642534[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25.5540769812462[/C][C]Range[/C][C]25.35[/C][C]Trim Var.[/C][C]15.29430086727[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]52.6571660401003[/C][C]Range[/C][C]37.35[/C][C]Trim Var.[/C][C]24.9023887058824[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]86.5194825797873[/C][C]Range[/C][C]38.68[/C][C]Trim Var.[/C][C]51.6296055749129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]18.2522284921369[/C][C]Range[/C][C]20.01[/C][C]Trim Var.[/C][C]7.8655962195122[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]16.6163984541063[/C][C]Range[/C][C]18.68[/C][C]Trim Var.[/C][C]8.11601025641027[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]26.8683194949495[/C][C]Range[/C][C]22.7200000000000[/C][C]Trim Var.[/C][C]14.8037997300945[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]216.027207857143[/C][C]Range[/C][C]53.36[/C][C]Trim Var.[/C][C]143.502850705645[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]49.1960423529412[/C][C]Range[/C][C]33.35[/C][C]Trim Var.[/C][C]24.5800389247312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]42.7348022281641[/C][C]Range[/C][C]28.02[/C][C]Trim Var.[/C][C]23.9604396551725[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]71.3830501893941[/C][C]Range[/C][C]34.7700000000001[/C][C]Trim Var.[/C][C]41.5939921182267[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=60069&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=60069&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)83.4354881355932Range42.67Trim Var.53.1449463529412
V(Y[t],d=1,D=0)19.9399693746347Range24Trim Var.9.36814298642534
V(Y[t],d=2,D=0)25.5540769812462Range25.35Trim Var.15.29430086727
V(Y[t],d=3,D=0)52.6571660401003Range37.35Trim Var.24.9023887058824
V(Y[t],d=0,D=1)86.5194825797873Range38.68Trim Var.51.6296055749129
V(Y[t],d=1,D=1)18.2522284921369Range20.01Trim Var.7.8655962195122
V(Y[t],d=2,D=1)16.6163984541063Range18.68Trim Var.8.11601025641027
V(Y[t],d=3,D=1)26.8683194949495Range22.7200000000000Trim Var.14.8037997300945
V(Y[t],d=0,D=2)216.027207857143Range53.36Trim Var.143.502850705645
V(Y[t],d=1,D=2)49.1960423529412Range33.35Trim Var.24.5800389247312
V(Y[t],d=2,D=2)42.7348022281641Range28.02Trim Var.23.9604396551725
V(Y[t],d=3,D=2)71.3830501893941Range34.7700000000001Trim Var.41.5939921182267



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')