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Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 18 Dec 2012 04:10:50 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Dec/18/t13558218714n9o2qw24bs682s.htm/, Retrieved Thu, 28 Mar 2024 22:21:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=201288, Retrieved Thu, 28 Mar 2024 22:21:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact142
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2012-12-18 09:10:50] [5ea595149c423d240797ea96f874e024] [Current]
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Dataseries X:
235.1
280.7
264.6
240.7
201.4
240.8
241.1
223.8
206.1
174.7
203.3
220.5
299.5
347.4
338.3
327.7
351.6
396.6
438.8
395.6
363.5
378.8
357
369
464.8
479.1
431.3
366.5
326.3
355.1
331.6
261.3
249
205.5
235.6
240.9
264.9
253.8
232.3
193.8
177
213.2
207.2
180.6
188.6
175.4
199
179.6
225.8
234
200.2
183.6
178.2
203.2
208.5
191.8
172.8
148
159.4
154.5
213.2
196.4
182.8
176.4
153.6
173.2
171
151.2
161.9
157.2
201.7
236.4
356.1
398.3
403.7
384.6
365.8
368.1
367.9
347
343.3
292.9
311.5
300.9
366.9
356.9
329.7
316.2
269
289.3
266.2
253.6
233.8
228.4
253.6
260.1
306.6
309.2
309.5
271
279.9
317.9
298.4
246.7
227.3
209.1
259.9
266
320.6
308.5
282.2
262.7
263.5
313.1
284.3
252.6
250.3
246.5
312.7
333.2
446.4
511.6
515.5
506.4
483.2
522.3
509.8
460.7
405.8
375
378.5
406.8
467.8
469.8
429.8
355.8
332.7
378
360.5
334.7
319.5
323.1
363.6
352.1
411.9
388.6
416.4
360.7
338
417.2
388.4
371.1
331.5
353.7
396.7
447
533.5
565.4
542.3
488.7
467.1
531.3
496.1
444
403.4
386.3
394.1
404.1
462.1
448.1
432.3
386.3
395.2
421.9
382.9
384.2
345.5
323.4
372.6
376
462.7
487
444.2
399.3
394.9
455.4
414
375.5
347
339.4
385.8
378.8
451.8
446.1
422.5
383.1
352.8
445.3
367.5
355.1
326.2
319.8
331.8
340.9
394.1
417.2
369.9
349.2
321.4
405.7
342.9
316.5
284.2
270.9
288.8
278.8
324.4
310.9
299
273
279.3
359.2
305
282.1
250.3
246.5
257.9
266.5
315.9
318.4
295.4
266.4
245.8
362.8
324.9
294.2
289.5
295.2
290.3
272
307.4
328.7
292.9
249.1
230.4
361.5
321.7
277.2
260.7
251
257.6
241.8
287.5
292.3
274.7
254.2
230
339
318.2
287
295.8
284
271
262.7
340.6
379.4
373.3
355.2
338.4
466.9
451
422
429.2
425.9
460.7
463.6
541.4
544.2
517.5
469.4
439.4
549
533
506.1
484
457
481.5
469.5
544.7
541.2
521.5
469.7
434.4
542.6
517.3
485.7
465.8
447
426.6
411.6
467.5
484.5
451.2
417.4
379.9
484.7
455
420.8
416.5
376.3
405.6
405.8
500.8
514
475.5
430.1
414.4
538
526
488.5
520.2
504.4
568.5
610.6
818
830.9
835.9
782
762.3
856.9
820.9
769.6
752.2
724.4
723.1
719.5
817.4
803.3
752.5
689
630.4
765.5
757.7
732.2
702.6
683.3
709.5
702.2
784.8
810.9
755.6
656.8
615.1
745.3
694.1
675.7
643.7
622.1
634.6
588
689.7
673.9
647.9
568.8
545.7
632.6
643.8
593.1
579.7
546
562.9
572.5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ jenkins.wessa.net

\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' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=201288&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=201288&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=201288&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' @ jenkins.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)24040.7Range708.9Trim Var.14891.1
V(Y[t],d=1,D=0)1855.28Range306.2Trim Var.1019.22
V(Y[t],d=2,D=0)3601.52Range388.2Trim Var.1764.07
V(Y[t],d=3,D=0)10155.5Range595.5Trim Var.5250.86
V(Y[t],d=0,D=1)10061.5Range585.7Trim Var.5798.12
V(Y[t],d=1,D=1)795.483Range221.9Trim Var.451.063
V(Y[t],d=2,D=1)1251.2Range223.4Trim Var.751.938
V(Y[t],d=3,D=1)3933.17Range389.7Trim Var.2351.75
V(Y[t],d=0,D=2)23022.7Range819Trim Var.13637.5
V(Y[t],d=1,D=2)2352.87Range333.6Trim Var.1332.9
V(Y[t],d=2,D=2)3506.43Range407Trim Var.2059.39
V(Y[t],d=3,D=2)10920.7Range659.1Trim Var.6490.07

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 24040.7 & Range & 708.9 & Trim Var. & 14891.1 \tabularnewline
V(Y[t],d=1,D=0) & 1855.28 & Range & 306.2 & Trim Var. & 1019.22 \tabularnewline
V(Y[t],d=2,D=0) & 3601.52 & Range & 388.2 & Trim Var. & 1764.07 \tabularnewline
V(Y[t],d=3,D=0) & 10155.5 & Range & 595.5 & Trim Var. & 5250.86 \tabularnewline
V(Y[t],d=0,D=1) & 10061.5 & Range & 585.7 & Trim Var. & 5798.12 \tabularnewline
V(Y[t],d=1,D=1) & 795.483 & Range & 221.9 & Trim Var. & 451.063 \tabularnewline
V(Y[t],d=2,D=1) & 1251.2 & Range & 223.4 & Trim Var. & 751.938 \tabularnewline
V(Y[t],d=3,D=1) & 3933.17 & Range & 389.7 & Trim Var. & 2351.75 \tabularnewline
V(Y[t],d=0,D=2) & 23022.7 & Range & 819 & Trim Var. & 13637.5 \tabularnewline
V(Y[t],d=1,D=2) & 2352.87 & Range & 333.6 & Trim Var. & 1332.9 \tabularnewline
V(Y[t],d=2,D=2) & 3506.43 & Range & 407 & Trim Var. & 2059.39 \tabularnewline
V(Y[t],d=3,D=2) & 10920.7 & Range & 659.1 & Trim Var. & 6490.07 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=201288&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]24040.7[/C][C]Range[/C][C]708.9[/C][C]Trim Var.[/C][C]14891.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1855.28[/C][C]Range[/C][C]306.2[/C][C]Trim Var.[/C][C]1019.22[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3601.52[/C][C]Range[/C][C]388.2[/C][C]Trim Var.[/C][C]1764.07[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]10155.5[/C][C]Range[/C][C]595.5[/C][C]Trim Var.[/C][C]5250.86[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10061.5[/C][C]Range[/C][C]585.7[/C][C]Trim Var.[/C][C]5798.12[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]795.483[/C][C]Range[/C][C]221.9[/C][C]Trim Var.[/C][C]451.063[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1251.2[/C][C]Range[/C][C]223.4[/C][C]Trim Var.[/C][C]751.938[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3933.17[/C][C]Range[/C][C]389.7[/C][C]Trim Var.[/C][C]2351.75[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]23022.7[/C][C]Range[/C][C]819[/C][C]Trim Var.[/C][C]13637.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2352.87[/C][C]Range[/C][C]333.6[/C][C]Trim Var.[/C][C]1332.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3506.43[/C][C]Range[/C][C]407[/C][C]Trim Var.[/C][C]2059.39[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10920.7[/C][C]Range[/C][C]659.1[/C][C]Trim Var.[/C][C]6490.07[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=201288&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=201288&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)24040.7Range708.9Trim Var.14891.1
V(Y[t],d=1,D=0)1855.28Range306.2Trim Var.1019.22
V(Y[t],d=2,D=0)3601.52Range388.2Trim Var.1764.07
V(Y[t],d=3,D=0)10155.5Range595.5Trim Var.5250.86
V(Y[t],d=0,D=1)10061.5Range585.7Trim Var.5798.12
V(Y[t],d=1,D=1)795.483Range221.9Trim Var.451.063
V(Y[t],d=2,D=1)1251.2Range223.4Trim Var.751.938
V(Y[t],d=3,D=1)3933.17Range389.7Trim Var.2351.75
V(Y[t],d=0,D=2)23022.7Range819Trim Var.13637.5
V(Y[t],d=1,D=2)2352.87Range333.6Trim Var.1332.9
V(Y[t],d=2,D=2)3506.43Range407Trim Var.2059.39
V(Y[t],d=3,D=2)10920.7Range659.1Trim Var.6490.07



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(myx,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()