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Description of Statistical Computation

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 computationSun, 07 Dec 2008 08:19:21 -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/2008/Dec/07/t1228663371d3bru7dqtx8wgy9.htm/, Retrieved Wed, 15 May 2024 08:15:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30075, Retrieved Wed, 15 May 2024 08:15:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact235

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Spectral Analysis] [spectrum] [2007-12-20 15:13:34] [74be16979710d4c4e7c6647856088456]
- RMPD  [Histogram] [Histogram] [2007-12-21 10:46:00] [74be16979710d4c4e7c6647856088456]
- RMPD    [Standard Deviation-Mean Plot] [SD-Mean plot] [2007-12-21 10:58:39] [74be16979710d4c4e7c6647856088456]
- RMPD        [Variance Reduction Matrix] [Invoer] [2008-12-07 15:19:21] [5925747fb2a6bb4cfcd8015825ee5e92] [Current]
-   PD          [Variance Reduction Matrix] [werkloosheid] [2008-12-14 15:17:15] [5e74953d94072114d25d7276793b561e]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11554,5
13182,1
14800,1
12150,7
14478,2
13253,9
12036,8
12653,2
14035,4
14571,4
15400,9
14283,2
14485,3
14196,3
15559,1
13767,4
14634
14381,1
12509,9
12122,3
13122,3
13908,7
13456,5
12441,6
12953
13057,2
14350,1
13830,2
13755,5
13574,4
12802,6
11737,3
13850,2
15081,8
13653,3
14019,1
13962
13768,7
14747,1
13858,1
13188
13693,1
12970
11392,8
13985,2
14994,7
13584,7
14257,8
13553,4
14007,3
16535,8
14721,4
13664,6
16805,9
13829,4
13735,6
15870,5
15962,4
15744,1
16083,7
14863,9
15533,1
17473,1
15925,5
15573,7
17495
14155,8
14913,9
17250,4
15879,8
17647,8
17749,9
17111,8
16934,8
20280
16238,2
17896,1
18089,3
15660
16162,4
17850,1
18520,4
18524,7
16843,7

Tables (Output of Computation)





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=30075&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=30075&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30075&T=0

As an alternative you can also use a QR Code:  
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)3338491.11450803Range8887.2Trim Var.2080833.54574047
V(Y[t],d=1,D=0)2162220.46459595Range7387Trim Var.1223766.1836035
V(Y[t],d=2,D=0)6007352.26178862Range13086.7Trim Var.3111605.05914711
V(Y[t],d=3,D=0)18788377.4383457Range23995.9Trim Var.8919644.87570221
V(Y[t],d=0,D=1)2162220.46459595Range7387Trim Var.1223766.1836035
V(Y[t],d=1,D=1)6007352.26178862Range13086.7Trim Var.3111605.05914711
V(Y[t],d=2,D=1)18788377.4383457Range23995.9Trim Var.8919644.87570221
V(Y[t],d=3,D=1)61638960.3898972Range44247Trim Var.32990887.0200919
V(Y[t],d=0,D=2)6007352.26178862Range13086.7Trim Var.3111605.05914711
V(Y[t],d=1,D=2)18788377.4383457Range23995.9Trim Var.8919644.87570221
V(Y[t],d=2,D=2)61638960.3898972Range44247Trim Var.32990887.0200919
V(Y[t],d=3,D=2)205474992.38543Range82213.2Trim Var.104422145.441356

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3338491.11450803 & Range & 8887.2 & Trim Var. & 2080833.54574047 \tabularnewline
V(Y[t],d=1,D=0) & 2162220.46459595 & Range & 7387 & Trim Var. & 1223766.1836035 \tabularnewline
V(Y[t],d=2,D=0) & 6007352.26178862 & Range & 13086.7 & Trim Var. & 3111605.05914711 \tabularnewline
V(Y[t],d=3,D=0) & 18788377.4383457 & Range & 23995.9 & Trim Var. & 8919644.87570221 \tabularnewline
V(Y[t],d=0,D=1) & 2162220.46459595 & Range & 7387 & Trim Var. & 1223766.1836035 \tabularnewline
V(Y[t],d=1,D=1) & 6007352.26178862 & Range & 13086.7 & Trim Var. & 3111605.05914711 \tabularnewline
V(Y[t],d=2,D=1) & 18788377.4383457 & Range & 23995.9 & Trim Var. & 8919644.87570221 \tabularnewline
V(Y[t],d=3,D=1) & 61638960.3898972 & Range & 44247 & Trim Var. & 32990887.0200919 \tabularnewline
V(Y[t],d=0,D=2) & 6007352.26178862 & Range & 13086.7 & Trim Var. & 3111605.05914711 \tabularnewline
V(Y[t],d=1,D=2) & 18788377.4383457 & Range & 23995.9 & Trim Var. & 8919644.87570221 \tabularnewline
V(Y[t],d=2,D=2) & 61638960.3898972 & Range & 44247 & Trim Var. & 32990887.0200919 \tabularnewline
V(Y[t],d=3,D=2) & 205474992.38543 & Range & 82213.2 & Trim Var. & 104422145.441356 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30075&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3338491.11450803[/C][C]Range[/C][C]8887.2[/C][C]Trim Var.[/C][C]2080833.54574047[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2162220.46459595[/C][C]Range[/C][C]7387[/C][C]Trim Var.[/C][C]1223766.1836035[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]6007352.26178862[/C][C]Range[/C][C]13086.7[/C][C]Trim Var.[/C][C]3111605.05914711[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]18788377.4383457[/C][C]Range[/C][C]23995.9[/C][C]Trim Var.[/C][C]8919644.87570221[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2162220.46459595[/C][C]Range[/C][C]7387[/C][C]Trim Var.[/C][C]1223766.1836035[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6007352.26178862[/C][C]Range[/C][C]13086.7[/C][C]Trim Var.[/C][C]3111605.05914711[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]18788377.4383457[/C][C]Range[/C][C]23995.9[/C][C]Trim Var.[/C][C]8919644.87570221[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]61638960.3898972[/C][C]Range[/C][C]44247[/C][C]Trim Var.[/C][C]32990887.0200919[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6007352.26178862[/C][C]Range[/C][C]13086.7[/C][C]Trim Var.[/C][C]3111605.05914711[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]18788377.4383457[/C][C]Range[/C][C]23995.9[/C][C]Trim Var.[/C][C]8919644.87570221[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]61638960.3898972[/C][C]Range[/C][C]44247[/C][C]Trim Var.[/C][C]32990887.0200919[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]205474992.38543[/C][C]Range[/C][C]82213.2[/C][C]Trim Var.[/C][C]104422145.441356[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30075&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30075&T=1

As an alternative you can also use a QR Code:  
QR Code


The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)3338491.11450803Range8887.2Trim Var.2080833.54574047
V(Y[t],d=1,D=0)2162220.46459595Range7387Trim Var.1223766.1836035
V(Y[t],d=2,D=0)6007352.26178862Range13086.7Trim Var.3111605.05914711
V(Y[t],d=3,D=0)18788377.4383457Range23995.9Trim Var.8919644.87570221
V(Y[t],d=0,D=1)2162220.46459595Range7387Trim Var.1223766.1836035
V(Y[t],d=1,D=1)6007352.26178862Range13086.7Trim Var.3111605.05914711
V(Y[t],d=2,D=1)18788377.4383457Range23995.9Trim Var.8919644.87570221
V(Y[t],d=3,D=1)61638960.3898972Range44247Trim Var.32990887.0200919
V(Y[t],d=0,D=2)6007352.26178862Range13086.7Trim Var.3111605.05914711
V(Y[t],d=1,D=2)18788377.4383457Range23995.9Trim Var.8919644.87570221
V(Y[t],d=2,D=2)61638960.3898972Range44247Trim Var.32990887.0200919
V(Y[t],d=3,D=2)205474992.38543Range82213.2Trim Var.104422145.441356


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
Parameters (R input):
par1 = 1 ;
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')