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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 22:27:45 +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/t1481837288kyfge2ejm3ugz50.htm/, Retrieved Fri, 01 Nov 2024 03:45:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300023, Retrieved Fri, 01 Nov 2024 03:45:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact98

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...] [2016-12-15 21:27:45] [2c6d1bf778a41dbfbe416644f6498149] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4150
4300
4300
4450
4500
4400
3950
2150
4350
4550
4600
4250
4350
4400
4300
4350
4350
4400
3850
2300
4300
4350
4350
4200
4150
4450
4300
4350
4300
4350
3900
2250
4300
4450
4400
4250
4250
4300
4450
3900
4350
4500
3800
2450
4400
4500
4500
4400
4450
4600
4700
4700
2950
3750
4050
2550
4600
5000
5100
4900
4950
5000
4950
5100
5250
5200
4300
2650
4950
5200
5350
5150
5350
5550
5400
5450
5450
5200
4400
2650
5100
5200
5300
4900
5200
5300
5250
5150
5050
4900
4150
2800
5100
5250
5200
5000
5150
5250
5250
5350
5450
5300
4300
3000
5300
5400
5550
5350
5500
5750
5750
5700
5800
5800
4600
3150
5500
5750
5950
5600
6100
6250
6150
6050
6300
5950

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=300023&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=300023&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300023&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)748382Range4150Trim Var.389725
V(Y[t],d=1,D=0)682614Range4250Trim Var.223663
V(Y[t],d=2,D=0)1725760Range6550Trim Var.695153
V(Y[t],d=3,D=0)5267880Range11900Trim Var.2081790
V(Y[t],d=0,D=1)139108Range3700Trim Var.40955.2
V(Y[t],d=1,D=1)135736Range4100Trim Var.18130.8
V(Y[t],d=2,D=1)333711Range5600Trim Var.48672.4
V(Y[t],d=3,D=1)988843Range10100Trim Var.176607
V(Y[t],d=0,D=2)373590Range5800Trim Var.65657
V(Y[t],d=1,D=2)461975Range6800Trim Var.50453.8
V(Y[t],d=2,D=2)1152220Range10100Trim Var.168572
V(Y[t],d=3,D=2)3438330Range17200Trim Var.684339

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 748382 & Range & 4150 & Trim Var. & 389725 \tabularnewline
V(Y[t],d=1,D=0) & 682614 & Range & 4250 & Trim Var. & 223663 \tabularnewline
V(Y[t],d=2,D=0) & 1725760 & Range & 6550 & Trim Var. & 695153 \tabularnewline
V(Y[t],d=3,D=0) & 5267880 & Range & 11900 & Trim Var. & 2081790 \tabularnewline
V(Y[t],d=0,D=1) & 139108 & Range & 3700 & Trim Var. & 40955.2 \tabularnewline
V(Y[t],d=1,D=1) & 135736 & Range & 4100 & Trim Var. & 18130.8 \tabularnewline
V(Y[t],d=2,D=1) & 333711 & Range & 5600 & Trim Var. & 48672.4 \tabularnewline
V(Y[t],d=3,D=1) & 988843 & Range & 10100 & Trim Var. & 176607 \tabularnewline
V(Y[t],d=0,D=2) & 373590 & Range & 5800 & Trim Var. & 65657 \tabularnewline
V(Y[t],d=1,D=2) & 461975 & Range & 6800 & Trim Var. & 50453.8 \tabularnewline
V(Y[t],d=2,D=2) & 1152220 & Range & 10100 & Trim Var. & 168572 \tabularnewline
V(Y[t],d=3,D=2) & 3438330 & Range & 17200 & Trim Var. & 684339 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300023&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]748382[/C][C]Range[/C][C]4150[/C][C]Trim Var.[/C][C]389725[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]682614[/C][C]Range[/C][C]4250[/C][C]Trim Var.[/C][C]223663[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1725760[/C][C]Range[/C][C]6550[/C][C]Trim Var.[/C][C]695153[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5267880[/C][C]Range[/C][C]11900[/C][C]Trim Var.[/C][C]2081790[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]139108[/C][C]Range[/C][C]3700[/C][C]Trim Var.[/C][C]40955.2[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]135736[/C][C]Range[/C][C]4100[/C][C]Trim Var.[/C][C]18130.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]333711[/C][C]Range[/C][C]5600[/C][C]Trim Var.[/C][C]48672.4[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]988843[/C][C]Range[/C][C]10100[/C][C]Trim Var.[/C][C]176607[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]373590[/C][C]Range[/C][C]5800[/C][C]Trim Var.[/C][C]65657[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]461975[/C][C]Range[/C][C]6800[/C][C]Trim Var.[/C][C]50453.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1152220[/C][C]Range[/C][C]10100[/C][C]Trim Var.[/C][C]168572[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3438330[/C][C]Range[/C][C]17200[/C][C]Trim Var.[/C][C]684339[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300023&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300023&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)748382Range4150Trim Var.389725
V(Y[t],d=1,D=0)682614Range4250Trim Var.223663
V(Y[t],d=2,D=0)1725760Range6550Trim Var.695153
V(Y[t],d=3,D=0)5267880Range11900Trim Var.2081790
V(Y[t],d=0,D=1)139108Range3700Trim Var.40955.2
V(Y[t],d=1,D=1)135736Range4100Trim Var.18130.8
V(Y[t],d=2,D=1)333711Range5600Trim Var.48672.4
V(Y[t],d=3,D=1)988843Range10100Trim Var.176607
V(Y[t],d=0,D=2)373590Range5800Trim Var.65657
V(Y[t],d=1,D=2)461975Range6800Trim Var.50453.8
V(Y[t],d=2,D=2)1152220Range10100Trim Var.168572
V(Y[t],d=3,D=2)3438330Range17200Trim Var.684339


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 <- '4'
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()