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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 computationMon, 12 Dec 2016 14:39:26 +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/12/t1481550081353gkve6s3jz01w.htm/, Retrieved Fri, 01 Nov 2024 03:26:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298903, Retrieved Fri, 01 Nov 2024 03:26:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136

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] [Variance reductio...] [2016-12-12 13:39:26] [36884fbde1107444791dd71ee0072a5a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3647
1885
4791
3178
2849
4716
3085
2799
3573
2721
3355
5667
2856
1944
4188
2949
3567
4137
3494
2489
3244
2669
2529
3377
3366
2073
4133
4213
3710
5123
3141
3084
3804
3203
2757
2243
5229
2857
3395
4882
7140
8945
6866
4205
3217
3079
2263
4187
2665
2073
3540
3686
2384
4500
1679
868
1869
3710
6904
3415
938
3359
3551
2278
3033
2280
2901
4812
4882
7896
5048
3741
4418
3471
5055
7595
8124
2333
3008
2744
2833
2428
4269
3207
5170
7767
4544
3741
2193
3432
5282
6635
4222
7317
4132
5048
4383
3761
4081
6491
5859
7139
7682
8649
6146
7137
9948
15819
8370
13222
16711
19059
8303
20781
9638
13444
6072
13442
14457
17705
16463
19194
20688
14739
12702
15760

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298903&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]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298903&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298903&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 time1 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)19477200Range19913Trim Var.9777470
V(Y[t],d=1,D=0)8375000Range23621Trim Var.2717290
V(Y[t],d=2,D=0)25465000Range46855Trim Var.6694430
V(Y[t],d=3,D=0)88242300Range85425Trim Var.20068100
V(Y[t],d=0,D=1)12501400Range19573Trim Var.5363050
V(Y[t],d=1,D=1)12720100Range22884Trim Var.5795680
V(Y[t],d=2,D=1)36416800Range44206Trim Var.14877500
V(Y[t],d=3,D=1)119023000Range81615Trim Var.44986800
V(Y[t],d=0,D=2)29898100Range32130Trim Var.14062000
V(Y[t],d=1,D=2)34743100Range39461Trim Var.17292000
V(Y[t],d=2,D=2)93529300Range66539Trim Var.45383000
V(Y[t],d=3,D=2)282782000Range101679Trim Var.153219000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 19477200 & Range & 19913 & Trim Var. & 9777470 \tabularnewline
V(Y[t],d=1,D=0) & 8375000 & Range & 23621 & Trim Var. & 2717290 \tabularnewline
V(Y[t],d=2,D=0) & 25465000 & Range & 46855 & Trim Var. & 6694430 \tabularnewline
V(Y[t],d=3,D=0) & 88242300 & Range & 85425 & Trim Var. & 20068100 \tabularnewline
V(Y[t],d=0,D=1) & 12501400 & Range & 19573 & Trim Var. & 5363050 \tabularnewline
V(Y[t],d=1,D=1) & 12720100 & Range & 22884 & Trim Var. & 5795680 \tabularnewline
V(Y[t],d=2,D=1) & 36416800 & Range & 44206 & Trim Var. & 14877500 \tabularnewline
V(Y[t],d=3,D=1) & 119023000 & Range & 81615 & Trim Var. & 44986800 \tabularnewline
V(Y[t],d=0,D=2) & 29898100 & Range & 32130 & Trim Var. & 14062000 \tabularnewline
V(Y[t],d=1,D=2) & 34743100 & Range & 39461 & Trim Var. & 17292000 \tabularnewline
V(Y[t],d=2,D=2) & 93529300 & Range & 66539 & Trim Var. & 45383000 \tabularnewline
V(Y[t],d=3,D=2) & 282782000 & Range & 101679 & Trim Var. & 153219000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298903&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]19477200[/C][C]Range[/C][C]19913[/C][C]Trim Var.[/C][C]9777470[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]8375000[/C][C]Range[/C][C]23621[/C][C]Trim Var.[/C][C]2717290[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]25465000[/C][C]Range[/C][C]46855[/C][C]Trim Var.[/C][C]6694430[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]88242300[/C][C]Range[/C][C]85425[/C][C]Trim Var.[/C][C]20068100[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]12501400[/C][C]Range[/C][C]19573[/C][C]Trim Var.[/C][C]5363050[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]12720100[/C][C]Range[/C][C]22884[/C][C]Trim Var.[/C][C]5795680[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]36416800[/C][C]Range[/C][C]44206[/C][C]Trim Var.[/C][C]14877500[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]119023000[/C][C]Range[/C][C]81615[/C][C]Trim Var.[/C][C]44986800[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]29898100[/C][C]Range[/C][C]32130[/C][C]Trim Var.[/C][C]14062000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]34743100[/C][C]Range[/C][C]39461[/C][C]Trim Var.[/C][C]17292000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]93529300[/C][C]Range[/C][C]66539[/C][C]Trim Var.[/C][C]45383000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]282782000[/C][C]Range[/C][C]101679[/C][C]Trim Var.[/C][C]153219000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298903&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298903&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)19477200Range19913Trim Var.9777470
V(Y[t],d=1,D=0)8375000Range23621Trim Var.2717290
V(Y[t],d=2,D=0)25465000Range46855Trim Var.6694430
V(Y[t],d=3,D=0)88242300Range85425Trim Var.20068100
V(Y[t],d=0,D=1)12501400Range19573Trim Var.5363050
V(Y[t],d=1,D=1)12720100Range22884Trim Var.5795680
V(Y[t],d=2,D=1)36416800Range44206Trim Var.14877500
V(Y[t],d=3,D=1)119023000Range81615Trim Var.44986800
V(Y[t],d=0,D=2)29898100Range32130Trim Var.14062000
V(Y[t],d=1,D=2)34743100Range39461Trim Var.17292000
V(Y[t],d=2,D=2)93529300Range66539Trim Var.45383000
V(Y[t],d=3,D=2)282782000Range101679Trim Var.153219000


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 48 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 1 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 12 ;
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()