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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 computationWed, 04 Dec 2013 11:19:10 -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/2013/Dec/04/t1386174113bp236j76b5sjv6g.htm/, Retrieved Thu, 28 Mar 2024 09:27:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=230666, Retrieved Thu, 28 Mar 2024 09:27:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact59
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-08 19:22:39] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMPD    [Variance Reduction Matrix] [] [2013-12-04 16:19:10] [be82f1b59bd963d0cf04f5c957f6be33] [Current]
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Dataseries X:
41
39
50
40
43
38
44
35
39
35
29
49
50
59
63
32
39
47
53
60
57
52
70
90
74
62
55
84
94
70
108
139
120
97
126
149
158
124
140
109
114
77
120
133
110
92
97
78
99
107
112
90
98
125
155
190
236
189
174
178
136
161
171
149
184
155
276
224
213
279
268
287
238
213
257
293
212
246
353
339
308
247
257
322
298
273
312
249
286
279
309
401
309
328
353
354
327
324
285
243
241
287
355
460
364
487
452
391
500
451
375
372
302
316
398
394
431
431




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Maurice George Kendall' @ kendall.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 & 3 seconds \tabularnewline
R Server & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=230666&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=230666&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=230666&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 time3 seconds
R Server'Sir Maurice George Kendall' @ kendall.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)16395.2Range471Trim Var.11982.7
V(Y[t],d=1,D=0)1698.64Range219Trim Var.831.183
V(Y[t],d=2,D=0)4314.89Range420Trim Var.1867.79
V(Y[t],d=3,D=0)13463.8Range797Trim Var.5650.45
V(Y[t],d=0,D=1)2507.38Range244Trim Var.1453.1
V(Y[t],d=1,D=1)2686.68Range263Trim Var.1308.92
V(Y[t],d=2,D=1)7640.25Range498Trim Var.3648.16
V(Y[t],d=3,D=1)24019.6Range863Trim Var.11591.3
V(Y[t],d=0,D=2)6455.14Range386Trim Var.4294.88
V(Y[t],d=1,D=2)7000.43Range474Trim Var.3774.94
V(Y[t],d=2,D=2)19436.7Range755Trim Var.11012.6
V(Y[t],d=3,D=2)61329.5Range1263Trim Var.33606.3

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 16395.2 & Range & 471 & Trim Var. & 11982.7 \tabularnewline
V(Y[t],d=1,D=0) & 1698.64 & Range & 219 & Trim Var. & 831.183 \tabularnewline
V(Y[t],d=2,D=0) & 4314.89 & Range & 420 & Trim Var. & 1867.79 \tabularnewline
V(Y[t],d=3,D=0) & 13463.8 & Range & 797 & Trim Var. & 5650.45 \tabularnewline
V(Y[t],d=0,D=1) & 2507.38 & Range & 244 & Trim Var. & 1453.1 \tabularnewline
V(Y[t],d=1,D=1) & 2686.68 & Range & 263 & Trim Var. & 1308.92 \tabularnewline
V(Y[t],d=2,D=1) & 7640.25 & Range & 498 & Trim Var. & 3648.16 \tabularnewline
V(Y[t],d=3,D=1) & 24019.6 & Range & 863 & Trim Var. & 11591.3 \tabularnewline
V(Y[t],d=0,D=2) & 6455.14 & Range & 386 & Trim Var. & 4294.88 \tabularnewline
V(Y[t],d=1,D=2) & 7000.43 & Range & 474 & Trim Var. & 3774.94 \tabularnewline
V(Y[t],d=2,D=2) & 19436.7 & Range & 755 & Trim Var. & 11012.6 \tabularnewline
V(Y[t],d=3,D=2) & 61329.5 & Range & 1263 & Trim Var. & 33606.3 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=230666&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]16395.2[/C][C]Range[/C][C]471[/C][C]Trim Var.[/C][C]11982.7[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1698.64[/C][C]Range[/C][C]219[/C][C]Trim Var.[/C][C]831.183[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4314.89[/C][C]Range[/C][C]420[/C][C]Trim Var.[/C][C]1867.79[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]13463.8[/C][C]Range[/C][C]797[/C][C]Trim Var.[/C][C]5650.45[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2507.38[/C][C]Range[/C][C]244[/C][C]Trim Var.[/C][C]1453.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2686.68[/C][C]Range[/C][C]263[/C][C]Trim Var.[/C][C]1308.92[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7640.25[/C][C]Range[/C][C]498[/C][C]Trim Var.[/C][C]3648.16[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]24019.6[/C][C]Range[/C][C]863[/C][C]Trim Var.[/C][C]11591.3[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6455.14[/C][C]Range[/C][C]386[/C][C]Trim Var.[/C][C]4294.88[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7000.43[/C][C]Range[/C][C]474[/C][C]Trim Var.[/C][C]3774.94[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19436.7[/C][C]Range[/C][C]755[/C][C]Trim Var.[/C][C]11012.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]61329.5[/C][C]Range[/C][C]1263[/C][C]Trim Var.[/C][C]33606.3[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=230666&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=230666&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)16395.2Range471Trim Var.11982.7
V(Y[t],d=1,D=0)1698.64Range219Trim Var.831.183
V(Y[t],d=2,D=0)4314.89Range420Trim Var.1867.79
V(Y[t],d=3,D=0)13463.8Range797Trim Var.5650.45
V(Y[t],d=0,D=1)2507.38Range244Trim Var.1453.1
V(Y[t],d=1,D=1)2686.68Range263Trim Var.1308.92
V(Y[t],d=2,D=1)7640.25Range498Trim Var.3648.16
V(Y[t],d=3,D=1)24019.6Range863Trim Var.11591.3
V(Y[t],d=0,D=2)6455.14Range386Trim Var.4294.88
V(Y[t],d=1,D=2)7000.43Range474Trim Var.3774.94
V(Y[t],d=2,D=2)19436.7Range755Trim Var.11012.6
V(Y[t],d=3,D=2)61329.5Range1263Trim Var.33606.3



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()