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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 computationWed, 07 Dec 2016 15:56:29 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/07/t1481122796wadgtnx0o4kfiei.htm/, Retrieved Fri, 01 Nov 2024 03:44:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298179, Retrieved Fri, 01 Nov 2024 03:44:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [] [2016-12-07 14:56:29] [df90c754990be6fd2b18fcd529010a59] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2160
2660
3680
3380
3600
3940
3080
2680
2920
2660
2360
2440
2660
3000
4140
3580
3960
4280
3000
3620
4280
4500
4360
3840
4620
4700
5280
4700
5340
5200
3880
4920
4600
5360
4960
4060
4880
4980
5440
5320
5960
5460
3780
5220
5920
6060
5100
4400
5480
5240
5160
5620
5440
5460
4680
4940
5900
5580
4480
4600
5540
5800
6460
6100
6080
6080
4860
5740
5980
6660
5520
5360
5900
6360
7280
6220
6660
6860
4460
6360
6480
6800
6460
6060
6760
6860
7320
6680
7220
7160
4100
6560
5780
5500
5800
5300
4240
5620
7100
5960
7360
7420
4760
6040
5940
6720
4700
3100
3880
3540
4160
5260
6040
5800
4180
5120
5980
6940
5440
4360
4640
5540
6840
6340
6620
6680

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298179&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]0 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298179&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298179&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)1595810Range5260Trim Var.1072460
V(Y[t],d=1,D=0)816011Range5520Trim Var.427060
V(Y[t],d=2,D=0)2066080Range8760Trim Var.974985
V(Y[t],d=3,D=0)6342660Range17280Trim Var.3102640
V(Y[t],d=0,D=1)1373750Range6340Trim Var.695755
V(Y[t],d=1,D=1)1888650Range7500Trim Var.943940
V(Y[t],d=2,D=1)5030150Range12940Trim Var.2893090
V(Y[t],d=3,D=1)16259500Range21020Trim Var.8954460
V(Y[t],d=0,D=2)3814180Range10020Trim Var.2004630
V(Y[t],d=1,D=2)5725160Range12940Trim Var.3196940
V(Y[t],d=2,D=2)15650400Range22180Trim Var.8847310
V(Y[t],d=3,D=2)51035400Range39920Trim Var.27483600

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1595810 & Range & 5260 & Trim Var. & 1072460 \tabularnewline
V(Y[t],d=1,D=0) & 816011 & Range & 5520 & Trim Var. & 427060 \tabularnewline
V(Y[t],d=2,D=0) & 2066080 & Range & 8760 & Trim Var. & 974985 \tabularnewline
V(Y[t],d=3,D=0) & 6342660 & Range & 17280 & Trim Var. & 3102640 \tabularnewline
V(Y[t],d=0,D=1) & 1373750 & Range & 6340 & Trim Var. & 695755 \tabularnewline
V(Y[t],d=1,D=1) & 1888650 & Range & 7500 & Trim Var. & 943940 \tabularnewline
V(Y[t],d=2,D=1) & 5030150 & Range & 12940 & Trim Var. & 2893090 \tabularnewline
V(Y[t],d=3,D=1) & 16259500 & Range & 21020 & Trim Var. & 8954460 \tabularnewline
V(Y[t],d=0,D=2) & 3814180 & Range & 10020 & Trim Var. & 2004630 \tabularnewline
V(Y[t],d=1,D=2) & 5725160 & Range & 12940 & Trim Var. & 3196940 \tabularnewline
V(Y[t],d=2,D=2) & 15650400 & Range & 22180 & Trim Var. & 8847310 \tabularnewline
V(Y[t],d=3,D=2) & 51035400 & Range & 39920 & Trim Var. & 27483600 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298179&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1595810[/C][C]Range[/C][C]5260[/C][C]Trim Var.[/C][C]1072460[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]816011[/C][C]Range[/C][C]5520[/C][C]Trim Var.[/C][C]427060[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2066080[/C][C]Range[/C][C]8760[/C][C]Trim Var.[/C][C]974985[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]6342660[/C][C]Range[/C][C]17280[/C][C]Trim Var.[/C][C]3102640[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1373750[/C][C]Range[/C][C]6340[/C][C]Trim Var.[/C][C]695755[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1888650[/C][C]Range[/C][C]7500[/C][C]Trim Var.[/C][C]943940[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5030150[/C][C]Range[/C][C]12940[/C][C]Trim Var.[/C][C]2893090[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]16259500[/C][C]Range[/C][C]21020[/C][C]Trim Var.[/C][C]8954460[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3814180[/C][C]Range[/C][C]10020[/C][C]Trim Var.[/C][C]2004630[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5725160[/C][C]Range[/C][C]12940[/C][C]Trim Var.[/C][C]3196940[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]15650400[/C][C]Range[/C][C]22180[/C][C]Trim Var.[/C][C]8847310[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]51035400[/C][C]Range[/C][C]39920[/C][C]Trim Var.[/C][C]27483600[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298179&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298179&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)1595810Range5260Trim Var.1072460
V(Y[t],d=1,D=0)816011Range5520Trim Var.427060
V(Y[t],d=2,D=0)2066080Range8760Trim Var.974985
V(Y[t],d=3,D=0)6342660Range17280Trim Var.3102640
V(Y[t],d=0,D=1)1373750Range6340Trim Var.695755
V(Y[t],d=1,D=1)1888650Range7500Trim Var.943940
V(Y[t],d=2,D=1)5030150Range12940Trim Var.2893090
V(Y[t],d=3,D=1)16259500Range21020Trim Var.8954460
V(Y[t],d=0,D=2)3814180Range10020Trim Var.2004630
V(Y[t],d=1,D=2)5725160Range12940Trim Var.3196940
V(Y[t],d=2,D=2)15650400Range22180Trim Var.8847310
V(Y[t],d=3,D=2)51035400Range39920Trim Var.27483600


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 4 ;
Parameters (R input):
par1 = 4 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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()