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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 08:26:11 -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/t1228663655gd3zdfvifb9e0ps.htm/, Retrieved Wed, 15 May 2024 00:42:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30084, Retrieved Wed, 15 May 2024 00:42:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact205

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] [werkloosheid] [2008-12-07 15:26:11] [5925747fb2a6bb4cfcd8015825ee5e92] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7,5
7,2
6,9
6,7
6,4
6,3
6,8
7,3
7,1
7,1
6,8
6,5
6,3
6,1
6,1
6,3
6,3
6
6,2
6,4
6,8
7,5
7,5
7,6
7,6
7,4
7,3
7,1
6,9
6,8
7,5
7,6
7,8
8
8,1
8,2
8,3
8,2
8
7,9
7,6
7,6
8,2
8,3
8,4
8,4
8,4
8,6
8,9
8,8
8,3
7,5
7,2
7,5
8,8
9,3
9,3
8,7
8,2
8,3
8,5
8,6
8,6
8,2
8,1
8
8,6
8,7
8,8
8,5
8,4
8,5
8,7
8,7
8,6
8,5
8,3
8,1
8,2
8,1
8,1
7,9
7,9
7,9

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30084&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30084&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30084&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.696259323006311Range3.3Trim Var.0.415198757763975
V(Y[t],d=1,D=0)0.0970496620628857Range2.1Trim Var.0.0403234398782344
V(Y[t],d=2,D=0)0.114677807889190Range1.8Trim Var.0.0577464788732394
V(Y[t],d=3,D=0)0.250000000000000Range2.7Trim Var.0.112028169014085
V(Y[t],d=0,D=1)0.0970496620628857Range2.1Trim Var.0.0403234398782344
V(Y[t],d=1,D=1)0.114677807889190Range1.8Trim Var.0.0577464788732394
V(Y[t],d=2,D=1)0.250000000000000Range2.7Trim Var.0.112028169014085
V(Y[t],d=3,D=1)0.749226265822786Range4.30000000000001Trim Var.0.414334898278561
V(Y[t],d=0,D=2)0.114677807889190Range1.8Trim Var.0.0577464788732394
V(Y[t],d=1,D=2)0.250000000000000Range2.7Trim Var.0.112028169014085
V(Y[t],d=2,D=2)0.749226265822786Range4.30000000000001Trim Var.0.414334898278561
V(Y[t],d=3,D=2)2.55908795845505Range7.3Trim Var.1.53795171026157

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.696259323006311 & Range & 3.3 & Trim Var. & 0.415198757763975 \tabularnewline
V(Y[t],d=1,D=0) & 0.0970496620628857 & Range & 2.1 & Trim Var. & 0.0403234398782344 \tabularnewline
V(Y[t],d=2,D=0) & 0.114677807889190 & Range & 1.8 & Trim Var. & 0.0577464788732394 \tabularnewline
V(Y[t],d=3,D=0) & 0.250000000000000 & Range & 2.7 & Trim Var. & 0.112028169014085 \tabularnewline
V(Y[t],d=0,D=1) & 0.0970496620628857 & Range & 2.1 & Trim Var. & 0.0403234398782344 \tabularnewline
V(Y[t],d=1,D=1) & 0.114677807889190 & Range & 1.8 & Trim Var. & 0.0577464788732394 \tabularnewline
V(Y[t],d=2,D=1) & 0.250000000000000 & Range & 2.7 & Trim Var. & 0.112028169014085 \tabularnewline
V(Y[t],d=3,D=1) & 0.749226265822786 & Range & 4.30000000000001 & Trim Var. & 0.414334898278561 \tabularnewline
V(Y[t],d=0,D=2) & 0.114677807889190 & Range & 1.8 & Trim Var. & 0.0577464788732394 \tabularnewline
V(Y[t],d=1,D=2) & 0.250000000000000 & Range & 2.7 & Trim Var. & 0.112028169014085 \tabularnewline
V(Y[t],d=2,D=2) & 0.749226265822786 & Range & 4.30000000000001 & Trim Var. & 0.414334898278561 \tabularnewline
V(Y[t],d=3,D=2) & 2.55908795845505 & Range & 7.3 & Trim Var. & 1.53795171026157 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30084&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.696259323006311[/C][C]Range[/C][C]3.3[/C][C]Trim Var.[/C][C]0.415198757763975[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.0970496620628857[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0403234398782344[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.114677807889190[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0577464788732394[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.250000000000000[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.112028169014085[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.0970496620628857[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0403234398782344[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.114677807889190[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0577464788732394[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.250000000000000[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.112028169014085[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.749226265822786[/C][C]Range[/C][C]4.30000000000001[/C][C]Trim Var.[/C][C]0.414334898278561[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.114677807889190[/C][C]Range[/C][C]1.8[/C][C]Trim Var.[/C][C]0.0577464788732394[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.250000000000000[/C][C]Range[/C][C]2.7[/C][C]Trim Var.[/C][C]0.112028169014085[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.749226265822786[/C][C]Range[/C][C]4.30000000000001[/C][C]Trim Var.[/C][C]0.414334898278561[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.55908795845505[/C][C]Range[/C][C]7.3[/C][C]Trim Var.[/C][C]1.53795171026157[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30084&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30084&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)0.696259323006311Range3.3Trim Var.0.415198757763975
V(Y[t],d=1,D=0)0.0970496620628857Range2.1Trim Var.0.0403234398782344
V(Y[t],d=2,D=0)0.114677807889190Range1.8Trim Var.0.0577464788732394
V(Y[t],d=3,D=0)0.250000000000000Range2.7Trim Var.0.112028169014085
V(Y[t],d=0,D=1)0.0970496620628857Range2.1Trim Var.0.0403234398782344
V(Y[t],d=1,D=1)0.114677807889190Range1.8Trim Var.0.0577464788732394
V(Y[t],d=2,D=1)0.250000000000000Range2.7Trim Var.0.112028169014085
V(Y[t],d=3,D=1)0.749226265822786Range4.30000000000001Trim Var.0.414334898278561
V(Y[t],d=0,D=2)0.114677807889190Range1.8Trim Var.0.0577464788732394
V(Y[t],d=1,D=2)0.250000000000000Range2.7Trim Var.0.112028169014085
V(Y[t],d=2,D=2)0.749226265822786Range4.30000000000001Trim Var.0.414334898278561
V(Y[t],d=3,D=2)2.55908795845505Range7.3Trim Var.1.53795171026157


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')