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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, 14 Dec 2016 11:32:51 +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/14/t1481711650wceuc1am9i1jrk8.htm/, Retrieved Fri, 01 Nov 2024 03:38:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299287, Retrieved Fri, 01 Nov 2024 03:38:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact146

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] [] [2016-12-14 10:32:51] [a2f828619121b6920d6a86ccf58b51c4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4250
4400
4350
4500
4550
4500
4050
2250
4450
4650
4700
4350
4450
4500
4400
4350
4350
4450
3850
2400
4350
4350
4300
4150
4100
4400
4250
4300
4200
4300
3900
2250
4300
4500
4400
4250
4300
4350
4450
3700
4300
4500
3750
2500
4400
4500
4500
4400
4450
4650
4750
4700
2900
3600
4050
2600
4600
5000
5100
4850
4950
4950
4950
5050
5250
5200
4150
2750
5000
5150
5350
5150
5400
5600
5400
5450
5500
5200
4350
2700
5100
5200
5300
4850
5200
5250
5250
5100
4950
4750
4000
2900
5050
5250
5100
4950
5050
5150
5200
5250
5350
5200
4100
3100
5200
5300
5400
5200
5350
5600
5600
5500
5600
5700
4400
3250
5400
5600
5800
5500
6000
6200
6050
5950
6300
5800

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=299287&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=299287&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299287&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)686459Range4050Trim Var.355718
V(Y[t],d=1,D=0)638333Range4200Trim Var.250036
V(Y[t],d=2,D=0)1589020Range6350Trim Var.653938
V(Y[t],d=3,D=0)4786840Range11700Trim Var.1878530
V(Y[t],d=0,D=1)168960Range3750Trim Var.53104.3
V(Y[t],d=1,D=1)175267Range4400Trim Var.28585.9
V(Y[t],d=2,D=1)433854Range6000Trim Var.87066.1
V(Y[t],d=3,D=1)1277120Range10600Trim Var.322245
V(Y[t],d=0,D=2)451747Range5850Trim Var.97544.1
V(Y[t],d=1,D=2)607373Range7500Trim Var.90183.2
V(Y[t],d=2,D=2)1535110Range10600Trim Var.347616
V(Y[t],d=3,D=2)4567880Range18700Trim Var.1268210

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 686459 & Range & 4050 & Trim Var. & 355718 \tabularnewline
V(Y[t],d=1,D=0) & 638333 & Range & 4200 & Trim Var. & 250036 \tabularnewline
V(Y[t],d=2,D=0) & 1589020 & Range & 6350 & Trim Var. & 653938 \tabularnewline
V(Y[t],d=3,D=0) & 4786840 & Range & 11700 & Trim Var. & 1878530 \tabularnewline
V(Y[t],d=0,D=1) & 168960 & Range & 3750 & Trim Var. & 53104.3 \tabularnewline
V(Y[t],d=1,D=1) & 175267 & Range & 4400 & Trim Var. & 28585.9 \tabularnewline
V(Y[t],d=2,D=1) & 433854 & Range & 6000 & Trim Var. & 87066.1 \tabularnewline
V(Y[t],d=3,D=1) & 1277120 & Range & 10600 & Trim Var. & 322245 \tabularnewline
V(Y[t],d=0,D=2) & 451747 & Range & 5850 & Trim Var. & 97544.1 \tabularnewline
V(Y[t],d=1,D=2) & 607373 & Range & 7500 & Trim Var. & 90183.2 \tabularnewline
V(Y[t],d=2,D=2) & 1535110 & Range & 10600 & Trim Var. & 347616 \tabularnewline
V(Y[t],d=3,D=2) & 4567880 & Range & 18700 & Trim Var. & 1268210 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299287&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]686459[/C][C]Range[/C][C]4050[/C][C]Trim Var.[/C][C]355718[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]638333[/C][C]Range[/C][C]4200[/C][C]Trim Var.[/C][C]250036[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1589020[/C][C]Range[/C][C]6350[/C][C]Trim Var.[/C][C]653938[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4786840[/C][C]Range[/C][C]11700[/C][C]Trim Var.[/C][C]1878530[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]168960[/C][C]Range[/C][C]3750[/C][C]Trim Var.[/C][C]53104.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]175267[/C][C]Range[/C][C]4400[/C][C]Trim Var.[/C][C]28585.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]433854[/C][C]Range[/C][C]6000[/C][C]Trim Var.[/C][C]87066.1[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1277120[/C][C]Range[/C][C]10600[/C][C]Trim Var.[/C][C]322245[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]451747[/C][C]Range[/C][C]5850[/C][C]Trim Var.[/C][C]97544.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]607373[/C][C]Range[/C][C]7500[/C][C]Trim Var.[/C][C]90183.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1535110[/C][C]Range[/C][C]10600[/C][C]Trim Var.[/C][C]347616[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4567880[/C][C]Range[/C][C]18700[/C][C]Trim Var.[/C][C]1268210[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299287&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299287&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)686459Range4050Trim Var.355718
V(Y[t],d=1,D=0)638333Range4200Trim Var.250036
V(Y[t],d=2,D=0)1589020Range6350Trim Var.653938
V(Y[t],d=3,D=0)4786840Range11700Trim Var.1878530
V(Y[t],d=0,D=1)168960Range3750Trim Var.53104.3
V(Y[t],d=1,D=1)175267Range4400Trim Var.28585.9
V(Y[t],d=2,D=1)433854Range6000Trim Var.87066.1
V(Y[t],d=3,D=1)1277120Range10600Trim Var.322245
V(Y[t],d=0,D=2)451747Range5850Trim Var.97544.1
V(Y[t],d=1,D=2)607373Range7500Trim Var.90183.2
V(Y[t],d=2,D=2)1535110Range10600Trim Var.347616
V(Y[t],d=3,D=2)4567880Range18700Trim Var.1268210


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()