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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 computationTue, 13 Dec 2016 19:27:19 +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/13/t1481653679b92ecb1wkzk5ltj.htm/, Retrieved Fri, 01 Nov 2024 03:43:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299193, Retrieved Fri, 01 Nov 2024 03:43:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact67

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] [Univariate analys...] [2016-12-13 18:27:19] [bd7223969ac5b08f41438741a34686d6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5350
6100
4820
5130
4060
6710
4510
5630
5200
4510
4810
4930
4720
4400
4090
4160
5020
5930
4390
4490
5760
5040
4800
4820
4620
4380
4250
4230
3800
6360
4280
4680
5070
4560
4690
4820
4370
3850
5050
4010
4570
4240
3850
4830
5400
4680
4390
4140
4300
4180
4120
3910
4300
4240
3610
3600
3970
3790
3750
3680
3970
4290
3670
3760
4160
3620
4280
4410
4500
4690
3650
3720
3770
3970
3390
3400
3130
3930
3740
3400
3620
3980
3440
3420
3740
3630
3650
3940
3540
3590
3740
3910
3670
3510
3430
3420
3630
3690
3350
3470
3380
3990
3790
3440
3580
3600
3990
3640

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=299193&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=299193&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299193&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)481550Range3580Trim Var.261152
V(Y[t],d=1,D=0)449522Range4850Trim Var.132603
V(Y[t],d=2,D=0)1397480Range8570Trim Var.397613
V(Y[t],d=3,D=0)4711810Range16740Trim Var.1218950
V(Y[t],d=0,D=1)314491Range3080Trim Var.173528
V(Y[t],d=1,D=1)539286Range4820Trim Var.249140
V(Y[t],d=2,D=1)1635240Range8460Trim Var.734426
V(Y[t],d=3,D=1)5606310Range14350Trim Var.2494130
V(Y[t],d=0,D=2)967114Range4670Trim Var.546727
V(Y[t],d=1,D=2)1636740Range7930Trim Var.696825
V(Y[t],d=2,D=2)4936740Range13590Trim Var.1926370
V(Y[t],d=3,D=2)17093300Range24790Trim Var.6760690

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 481550 & Range & 3580 & Trim Var. & 261152 \tabularnewline
V(Y[t],d=1,D=0) & 449522 & Range & 4850 & Trim Var. & 132603 \tabularnewline
V(Y[t],d=2,D=0) & 1397480 & Range & 8570 & Trim Var. & 397613 \tabularnewline
V(Y[t],d=3,D=0) & 4711810 & Range & 16740 & Trim Var. & 1218950 \tabularnewline
V(Y[t],d=0,D=1) & 314491 & Range & 3080 & Trim Var. & 173528 \tabularnewline
V(Y[t],d=1,D=1) & 539286 & Range & 4820 & Trim Var. & 249140 \tabularnewline
V(Y[t],d=2,D=1) & 1635240 & Range & 8460 & Trim Var. & 734426 \tabularnewline
V(Y[t],d=3,D=1) & 5606310 & Range & 14350 & Trim Var. & 2494130 \tabularnewline
V(Y[t],d=0,D=2) & 967114 & Range & 4670 & Trim Var. & 546727 \tabularnewline
V(Y[t],d=1,D=2) & 1636740 & Range & 7930 & Trim Var. & 696825 \tabularnewline
V(Y[t],d=2,D=2) & 4936740 & Range & 13590 & Trim Var. & 1926370 \tabularnewline
V(Y[t],d=3,D=2) & 17093300 & Range & 24790 & Trim Var. & 6760690 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299193&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]481550[/C][C]Range[/C][C]3580[/C][C]Trim Var.[/C][C]261152[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]449522[/C][C]Range[/C][C]4850[/C][C]Trim Var.[/C][C]132603[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1397480[/C][C]Range[/C][C]8570[/C][C]Trim Var.[/C][C]397613[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4711810[/C][C]Range[/C][C]16740[/C][C]Trim Var.[/C][C]1218950[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]314491[/C][C]Range[/C][C]3080[/C][C]Trim Var.[/C][C]173528[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]539286[/C][C]Range[/C][C]4820[/C][C]Trim Var.[/C][C]249140[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1635240[/C][C]Range[/C][C]8460[/C][C]Trim Var.[/C][C]734426[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]5606310[/C][C]Range[/C][C]14350[/C][C]Trim Var.[/C][C]2494130[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]967114[/C][C]Range[/C][C]4670[/C][C]Trim Var.[/C][C]546727[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1636740[/C][C]Range[/C][C]7930[/C][C]Trim Var.[/C][C]696825[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4936740[/C][C]Range[/C][C]13590[/C][C]Trim Var.[/C][C]1926370[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]17093300[/C][C]Range[/C][C]24790[/C][C]Trim Var.[/C][C]6760690[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299193&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299193&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)481550Range3580Trim Var.261152
V(Y[t],d=1,D=0)449522Range4850Trim Var.132603
V(Y[t],d=2,D=0)1397480Range8570Trim Var.397613
V(Y[t],d=3,D=0)4711810Range16740Trim Var.1218950
V(Y[t],d=0,D=1)314491Range3080Trim Var.173528
V(Y[t],d=1,D=1)539286Range4820Trim Var.249140
V(Y[t],d=2,D=1)1635240Range8460Trim Var.734426
V(Y[t],d=3,D=1)5606310Range14350Trim Var.2494130
V(Y[t],d=0,D=2)967114Range4670Trim Var.546727
V(Y[t],d=1,D=2)1636740Range7930Trim Var.696825
V(Y[t],d=2,D=2)4936740Range13590Trim Var.1926370
V(Y[t],d=3,D=2)17093300Range24790Trim Var.6760690


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
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()