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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 computationFri, 16 Dec 2016 09:51:34 +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/16/t1481878370mrwo9lghg8sy5fs.htm/, Retrieved Fri, 01 Nov 2024 03:32:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300143, Retrieved Fri, 01 Nov 2024 03:32:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact80

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] [] [2016-12-16 08:51:34] [94ac3c9a028ddd47e8862e80eac9f626] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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=300143&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=300143&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300143&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)536689Range3350Trim Var.373779
V(Y[t],d=1,D=0)99224.9Range1800Trim Var.54649.2
V(Y[t],d=2,D=0)199337Range2450Trim Var.108061
V(Y[t],d=3,D=0)547513Range4200Trim Var.291127
V(Y[t],d=0,D=1)66629.1Range1600Trim Var.28901.5
V(Y[t],d=1,D=1)34083.2Range1150Trim Var.15322.4
V(Y[t],d=2,D=1)95064.6Range2000Trim Var.53384.8
V(Y[t],d=3,D=1)312134Range3500Trim Var.167690
V(Y[t],d=0,D=2)149652Range2250Trim Var.66327.5
V(Y[t],d=1,D=2)79023.2Range1800Trim Var.35762.1
V(Y[t],d=2,D=2)229414Range2950Trim Var.99910.3
V(Y[t],d=3,D=2)763423Range5750Trim Var.318115

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 536689 & Range & 3350 & Trim Var. & 373779 \tabularnewline
V(Y[t],d=1,D=0) & 99224.9 & Range & 1800 & Trim Var. & 54649.2 \tabularnewline
V(Y[t],d=2,D=0) & 199337 & Range & 2450 & Trim Var. & 108061 \tabularnewline
V(Y[t],d=3,D=0) & 547513 & Range & 4200 & Trim Var. & 291127 \tabularnewline
V(Y[t],d=0,D=1) & 66629.1 & Range & 1600 & Trim Var. & 28901.5 \tabularnewline
V(Y[t],d=1,D=1) & 34083.2 & Range & 1150 & Trim Var. & 15322.4 \tabularnewline
V(Y[t],d=2,D=1) & 95064.6 & Range & 2000 & Trim Var. & 53384.8 \tabularnewline
V(Y[t],d=3,D=1) & 312134 & Range & 3500 & Trim Var. & 167690 \tabularnewline
V(Y[t],d=0,D=2) & 149652 & Range & 2250 & Trim Var. & 66327.5 \tabularnewline
V(Y[t],d=1,D=2) & 79023.2 & Range & 1800 & Trim Var. & 35762.1 \tabularnewline
V(Y[t],d=2,D=2) & 229414 & Range & 2950 & Trim Var. & 99910.3 \tabularnewline
V(Y[t],d=3,D=2) & 763423 & Range & 5750 & Trim Var. & 318115 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300143&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]536689[/C][C]Range[/C][C]3350[/C][C]Trim Var.[/C][C]373779[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]99224.9[/C][C]Range[/C][C]1800[/C][C]Trim Var.[/C][C]54649.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]199337[/C][C]Range[/C][C]2450[/C][C]Trim Var.[/C][C]108061[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]547513[/C][C]Range[/C][C]4200[/C][C]Trim Var.[/C][C]291127[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]66629.1[/C][C]Range[/C][C]1600[/C][C]Trim Var.[/C][C]28901.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]34083.2[/C][C]Range[/C][C]1150[/C][C]Trim Var.[/C][C]15322.4[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]95064.6[/C][C]Range[/C][C]2000[/C][C]Trim Var.[/C][C]53384.8[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]312134[/C][C]Range[/C][C]3500[/C][C]Trim Var.[/C][C]167690[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]149652[/C][C]Range[/C][C]2250[/C][C]Trim Var.[/C][C]66327.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]79023.2[/C][C]Range[/C][C]1800[/C][C]Trim Var.[/C][C]35762.1[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]229414[/C][C]Range[/C][C]2950[/C][C]Trim Var.[/C][C]99910.3[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]763423[/C][C]Range[/C][C]5750[/C][C]Trim Var.[/C][C]318115[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300143&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300143&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)536689Range3350Trim Var.373779
V(Y[t],d=1,D=0)99224.9Range1800Trim Var.54649.2
V(Y[t],d=2,D=0)199337Range2450Trim Var.108061
V(Y[t],d=3,D=0)547513Range4200Trim Var.291127
V(Y[t],d=0,D=1)66629.1Range1600Trim Var.28901.5
V(Y[t],d=1,D=1)34083.2Range1150Trim Var.15322.4
V(Y[t],d=2,D=1)95064.6Range2000Trim Var.53384.8
V(Y[t],d=3,D=1)312134Range3500Trim Var.167690
V(Y[t],d=0,D=2)149652Range2250Trim Var.66327.5
V(Y[t],d=1,D=2)79023.2Range1800Trim Var.35762.1
V(Y[t],d=2,D=2)229414Range2950Trim Var.99910.3
V(Y[t],d=3,D=2)763423Range5750Trim Var.318115


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()