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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 computationThu, 15 Dec 2016 18:35:44 +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/15/t14818261619pcp6jyg7aawm07.htm/, Retrieved Fri, 01 Nov 2024 03:30:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299944, Retrieved Fri, 01 Nov 2024 03:30:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact89

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] [N2099 - r0481974] [2016-12-15 17:35:44] [ee2f08b6fcfe19fae25bd9410e008f6d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2490
2560
2890
3420
2700
3290
2650
3060
3200
4600
4370
3340
2410
1920
2620
2840
2880
2380
2820
2480
3230
3860
5050
3630
1700
2590
2130
2350
2680
2270
2810
2200
3420
4300
3440
2670
2460
1920
2890
2600
2860
2010
2470
2210
3530
3790
3520
2510
1860
1760
1540
2240
2600
3060
2040
2230
2720
3740
3100
2100
3630
1620
1870
1680
1830
4620
1560
2800
1810
4260
2770
3280
1830
2590
1760
2950
2020
2530
2530
2220
2250
2630
3550
2670
2260
2170
2430
1700
2200
3140
1900
2260
3580
3050
3130
2350
1650
1760
2010
1910
1850
2030
2110
1900
2170
2690
3620
1920
1480
3910
2120
1980
2040
1820
1700
2210
2070
2650
3260
1590
1880
1390
1890
1640
1840
1620

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=299944&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=299944&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299944&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)573716Range3660Trim Var.347242
V(Y[t],d=1,D=0)794639Range5850Trim Var.389368
V(Y[t],d=2,D=0)2256830Range10150Trim Var.1040800
V(Y[t],d=3,D=0)7605120Range18640Trim Var.3361720
V(Y[t],d=0,D=1)537479Range4670Trim Var.245950
V(Y[t],d=1,D=1)1408670Range6040Trim Var.802462
V(Y[t],d=2,D=1)4708630Range10360Trim Var.2848690
V(Y[t],d=3,D=1)16800700Range20190Trim Var.10664800
V(Y[t],d=0,D=2)1710490Range7370Trim Var.827310
V(Y[t],d=1,D=2)4508390Range10340Trim Var.2621780
V(Y[t],d=2,D=2)14987100Range17540Trim Var.9624490
V(Y[t],d=3,D=2)53104200Range33910Trim Var.34299800

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 573716 & Range & 3660 & Trim Var. & 347242 \tabularnewline
V(Y[t],d=1,D=0) & 794639 & Range & 5850 & Trim Var. & 389368 \tabularnewline
V(Y[t],d=2,D=0) & 2256830 & Range & 10150 & Trim Var. & 1040800 \tabularnewline
V(Y[t],d=3,D=0) & 7605120 & Range & 18640 & Trim Var. & 3361720 \tabularnewline
V(Y[t],d=0,D=1) & 537479 & Range & 4670 & Trim Var. & 245950 \tabularnewline
V(Y[t],d=1,D=1) & 1408670 & Range & 6040 & Trim Var. & 802462 \tabularnewline
V(Y[t],d=2,D=1) & 4708630 & Range & 10360 & Trim Var. & 2848690 \tabularnewline
V(Y[t],d=3,D=1) & 16800700 & Range & 20190 & Trim Var. & 10664800 \tabularnewline
V(Y[t],d=0,D=2) & 1710490 & Range & 7370 & Trim Var. & 827310 \tabularnewline
V(Y[t],d=1,D=2) & 4508390 & Range & 10340 & Trim Var. & 2621780 \tabularnewline
V(Y[t],d=2,D=2) & 14987100 & Range & 17540 & Trim Var. & 9624490 \tabularnewline
V(Y[t],d=3,D=2) & 53104200 & Range & 33910 & Trim Var. & 34299800 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299944&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]573716[/C][C]Range[/C][C]3660[/C][C]Trim Var.[/C][C]347242[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]794639[/C][C]Range[/C][C]5850[/C][C]Trim Var.[/C][C]389368[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2256830[/C][C]Range[/C][C]10150[/C][C]Trim Var.[/C][C]1040800[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7605120[/C][C]Range[/C][C]18640[/C][C]Trim Var.[/C][C]3361720[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]537479[/C][C]Range[/C][C]4670[/C][C]Trim Var.[/C][C]245950[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1408670[/C][C]Range[/C][C]6040[/C][C]Trim Var.[/C][C]802462[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4708630[/C][C]Range[/C][C]10360[/C][C]Trim Var.[/C][C]2848690[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]16800700[/C][C]Range[/C][C]20190[/C][C]Trim Var.[/C][C]10664800[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1710490[/C][C]Range[/C][C]7370[/C][C]Trim Var.[/C][C]827310[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4508390[/C][C]Range[/C][C]10340[/C][C]Trim Var.[/C][C]2621780[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]14987100[/C][C]Range[/C][C]17540[/C][C]Trim Var.[/C][C]9624490[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]53104200[/C][C]Range[/C][C]33910[/C][C]Trim Var.[/C][C]34299800[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299944&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299944&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)573716Range3660Trim Var.347242
V(Y[t],d=1,D=0)794639Range5850Trim Var.389368
V(Y[t],d=2,D=0)2256830Range10150Trim Var.1040800
V(Y[t],d=3,D=0)7605120Range18640Trim Var.3361720
V(Y[t],d=0,D=1)537479Range4670Trim Var.245950
V(Y[t],d=1,D=1)1408670Range6040Trim Var.802462
V(Y[t],d=2,D=1)4708630Range10360Trim Var.2848690
V(Y[t],d=3,D=1)16800700Range20190Trim Var.10664800
V(Y[t],d=0,D=2)1710490Range7370Trim Var.827310
V(Y[t],d=1,D=2)4508390Range10340Trim Var.2621780
V(Y[t],d=2,D=2)14987100Range17540Trim Var.9624490
V(Y[t],d=3,D=2)53104200Range33910Trim Var.34299800


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()