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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 computationFri, 27 Nov 2009 15:15:28 -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/27/t1259360163j2z032dgy2jautn.htm/, Retrieved Sun, 28 Apr 2024 20:30:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61310, Retrieved Sun, 28 Apr 2024 20:30:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact114
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] [] [2009-11-25 17:35:52] [90f6d58d515a4caed6fb4b8be4e11eaa]
- R  D            [Variance Reduction Matrix] [WorkShop8 (SHW)] [2009-11-27 22:15:28] [2d9a0b3c2f25bb8f387fafb994d0d852] [Current]
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Dataseries X:
282965
276610
277838
277051
277026
274960
270073
267063
264916
287182
291109
292223
288109
281400
282579
280113
280331
276759
275139
274275
271234
289725
290649
292223
278429
269749
265784
268957
264099
255121
253276
245980
235295
258479
260916
254586
250566
243345
247028
248464
244962
237003
237008
225477
226762
247857
248256
246892
245021
246186
255688
264242
268270
272969
273886
267353
271916
292633
295804
293222




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=61310&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=61310&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61310&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)328554092.850565Range70327Trim Var.243101309.470300
V(Y[t],d=1,D=0)62811105.2004676Range36978Trim Var.33103645.3207547
V(Y[t],d=2,D=0)111560459.663944Range54616Trim Var.57888152.7341629
V(Y[t],d=3,D=0)300719671.320175Range91874Trim Var.156371803.88
V(Y[t],d=0,D=1)533040478.423759Range85185Trim Var.359017573.003484
V(Y[t],d=1,D=1)25833532.3006475Range22338Trim Var.14644901.3256098
V(Y[t],d=2,D=1)47292306.8405797Range31737Trim Var.24298194.4512821
V(Y[t],d=3,D=1)156129111.207071Range57359Trim Var.85942558.6045884
V(Y[t],d=0,D=2)1064207033.12063Range104636Trim Var.869676428.829637
V(Y[t],d=1,D=2)64118904.610084Range28306Trim Var.44392095.1978495
V(Y[t],d=2,D=2)165631706.649733Range54214Trim Var.112834153.688506
V(Y[t],d=3,D=2)561714542.251894Range84540Trim Var.401771145.187192

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 328554092.850565 & Range & 70327 & Trim Var. & 243101309.470300 \tabularnewline
V(Y[t],d=1,D=0) & 62811105.2004676 & Range & 36978 & Trim Var. & 33103645.3207547 \tabularnewline
V(Y[t],d=2,D=0) & 111560459.663944 & Range & 54616 & Trim Var. & 57888152.7341629 \tabularnewline
V(Y[t],d=3,D=0) & 300719671.320175 & Range & 91874 & Trim Var. & 156371803.88 \tabularnewline
V(Y[t],d=0,D=1) & 533040478.423759 & Range & 85185 & Trim Var. & 359017573.003484 \tabularnewline
V(Y[t],d=1,D=1) & 25833532.3006475 & Range & 22338 & Trim Var. & 14644901.3256098 \tabularnewline
V(Y[t],d=2,D=1) & 47292306.8405797 & Range & 31737 & Trim Var. & 24298194.4512821 \tabularnewline
V(Y[t],d=3,D=1) & 156129111.207071 & Range & 57359 & Trim Var. & 85942558.6045884 \tabularnewline
V(Y[t],d=0,D=2) & 1064207033.12063 & Range & 104636 & Trim Var. & 869676428.829637 \tabularnewline
V(Y[t],d=1,D=2) & 64118904.610084 & Range & 28306 & Trim Var. & 44392095.1978495 \tabularnewline
V(Y[t],d=2,D=2) & 165631706.649733 & Range & 54214 & Trim Var. & 112834153.688506 \tabularnewline
V(Y[t],d=3,D=2) & 561714542.251894 & Range & 84540 & Trim Var. & 401771145.187192 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61310&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]328554092.850565[/C][C]Range[/C][C]70327[/C][C]Trim Var.[/C][C]243101309.470300[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]62811105.2004676[/C][C]Range[/C][C]36978[/C][C]Trim Var.[/C][C]33103645.3207547[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]111560459.663944[/C][C]Range[/C][C]54616[/C][C]Trim Var.[/C][C]57888152.7341629[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]300719671.320175[/C][C]Range[/C][C]91874[/C][C]Trim Var.[/C][C]156371803.88[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]533040478.423759[/C][C]Range[/C][C]85185[/C][C]Trim Var.[/C][C]359017573.003484[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25833532.3006475[/C][C]Range[/C][C]22338[/C][C]Trim Var.[/C][C]14644901.3256098[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]47292306.8405797[/C][C]Range[/C][C]31737[/C][C]Trim Var.[/C][C]24298194.4512821[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]156129111.207071[/C][C]Range[/C][C]57359[/C][C]Trim Var.[/C][C]85942558.6045884[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1064207033.12063[/C][C]Range[/C][C]104636[/C][C]Trim Var.[/C][C]869676428.829637[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]64118904.610084[/C][C]Range[/C][C]28306[/C][C]Trim Var.[/C][C]44392095.1978495[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]165631706.649733[/C][C]Range[/C][C]54214[/C][C]Trim Var.[/C][C]112834153.688506[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]561714542.251894[/C][C]Range[/C][C]84540[/C][C]Trim Var.[/C][C]401771145.187192[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61310&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61310&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)328554092.850565Range70327Trim Var.243101309.470300
V(Y[t],d=1,D=0)62811105.2004676Range36978Trim Var.33103645.3207547
V(Y[t],d=2,D=0)111560459.663944Range54616Trim Var.57888152.7341629
V(Y[t],d=3,D=0)300719671.320175Range91874Trim Var.156371803.88
V(Y[t],d=0,D=1)533040478.423759Range85185Trim Var.359017573.003484
V(Y[t],d=1,D=1)25833532.3006475Range22338Trim Var.14644901.3256098
V(Y[t],d=2,D=1)47292306.8405797Range31737Trim Var.24298194.4512821
V(Y[t],d=3,D=1)156129111.207071Range57359Trim Var.85942558.6045884
V(Y[t],d=0,D=2)1064207033.12063Range104636Trim Var.869676428.829637
V(Y[t],d=1,D=2)64118904.610084Range28306Trim Var.44392095.1978495
V(Y[t],d=2,D=2)165631706.649733Range54214Trim Var.112834153.688506
V(Y[t],d=3,D=2)561714542.251894Range84540Trim Var.401771145.187192



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')