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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 13:11:30 +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/t1481891010g8mudkd4b5y3lxz.htm/, Retrieved Fri, 01 Nov 2024 04:33:48 +0100
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Fri, 01 Nov 2024 04:33:48 +0100
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0

Tree of Dependent Computations

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3860
4300
6500
4830
2690
3700
4830
3270
2650
4070
5020
3350
2720
3010
5680
1950
2510
2580
4350
2830
1630
2720
4490
2360

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=&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=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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)1507500Range4870Trim Var.798433
V(Y[t],d=1,D=0)2759530Range6400Trim Var.1685160
V(Y[t],d=2,D=0)7106110Range10690Trim Var.3825130
V(Y[t],d=3,D=0)19857700Range19470Trim Var.10023600
V(Y[t],d=0,D=1)580373Range2550Trim Var.457353
V(Y[t],d=1,D=1)1340380Range4270Trim Var.937944
V(Y[t],d=2,D=1)4637650Range7220Trim Var.3505380
V(Y[t],d=3,D=1)17033600Range14110Trim Var.12355300
V(Y[t],d=0,D=2)1750730Range4270Trim Var.1317030
V(Y[t],d=1,D=2)4210640Range7220Trim Var.2609400
V(Y[t],d=2,D=2)14136900Range14110Trim Var.7657460
V(Y[t],d=3,D=2)50902100Range25520Trim Var.28290600

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1507500 & Range & 4870 & Trim Var. & 798433 \tabularnewline
V(Y[t],d=1,D=0) & 2759530 & Range & 6400 & Trim Var. & 1685160 \tabularnewline
V(Y[t],d=2,D=0) & 7106110 & Range & 10690 & Trim Var. & 3825130 \tabularnewline
V(Y[t],d=3,D=0) & 19857700 & Range & 19470 & Trim Var. & 10023600 \tabularnewline
V(Y[t],d=0,D=1) & 580373 & Range & 2550 & Trim Var. & 457353 \tabularnewline
V(Y[t],d=1,D=1) & 1340380 & Range & 4270 & Trim Var. & 937944 \tabularnewline
V(Y[t],d=2,D=1) & 4637650 & Range & 7220 & Trim Var. & 3505380 \tabularnewline
V(Y[t],d=3,D=1) & 17033600 & Range & 14110 & Trim Var. & 12355300 \tabularnewline
V(Y[t],d=0,D=2) & 1750730 & Range & 4270 & Trim Var. & 1317030 \tabularnewline
V(Y[t],d=1,D=2) & 4210640 & Range & 7220 & Trim Var. & 2609400 \tabularnewline
V(Y[t],d=2,D=2) & 14136900 & Range & 14110 & Trim Var. & 7657460 \tabularnewline
V(Y[t],d=3,D=2) & 50902100 & Range & 25520 & Trim Var. & 28290600 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1507500[/C][C]Range[/C][C]4870[/C][C]Trim Var.[/C][C]798433[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2759530[/C][C]Range[/C][C]6400[/C][C]Trim Var.[/C][C]1685160[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7106110[/C][C]Range[/C][C]10690[/C][C]Trim Var.[/C][C]3825130[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]19857700[/C][C]Range[/C][C]19470[/C][C]Trim Var.[/C][C]10023600[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]580373[/C][C]Range[/C][C]2550[/C][C]Trim Var.[/C][C]457353[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1340380[/C][C]Range[/C][C]4270[/C][C]Trim Var.[/C][C]937944[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4637650[/C][C]Range[/C][C]7220[/C][C]Trim Var.[/C][C]3505380[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]17033600[/C][C]Range[/C][C]14110[/C][C]Trim Var.[/C][C]12355300[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1750730[/C][C]Range[/C][C]4270[/C][C]Trim Var.[/C][C]1317030[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4210640[/C][C]Range[/C][C]7220[/C][C]Trim Var.[/C][C]2609400[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]14136900[/C][C]Range[/C][C]14110[/C][C]Trim Var.[/C][C]7657460[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]50902100[/C][C]Range[/C][C]25520[/C][C]Trim Var.[/C][C]28290600[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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)1507500Range4870Trim Var.798433
V(Y[t],d=1,D=0)2759530Range6400Trim Var.1685160
V(Y[t],d=2,D=0)7106110Range10690Trim Var.3825130
V(Y[t],d=3,D=0)19857700Range19470Trim Var.10023600
V(Y[t],d=0,D=1)580373Range2550Trim Var.457353
V(Y[t],d=1,D=1)1340380Range4270Trim Var.937944
V(Y[t],d=2,D=1)4637650Range7220Trim Var.3505380
V(Y[t],d=3,D=1)17033600Range14110Trim Var.12355300
V(Y[t],d=0,D=2)1750730Range4270Trim Var.1317030
V(Y[t],d=1,D=2)4210640Range7220Trim Var.2609400
V(Y[t],d=2,D=2)14136900Range14110Trim Var.7657460
V(Y[t],d=3,D=2)50902100Range25520Trim Var.28290600


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 111111additive44440FALSEFALSE111500DefaultDefaultDefaultDefaultDefault1DefaultDefault4 ; par2 = 1202104DoubleSingleDouble121110001210.0111111 ; par3 = 112222additiveadditiveadditiveBFGS000111500000000 ; par4 = 444444121212111124124P1 P5 Q1 Q3 P95 P9900010000 ; par5 = 44444444444 ; par6 = 333White NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite NoiseWhite Noise ; par7 = 2110.950.950.950.950.95 ; par8 = 221 ; par9 = 111 ; par10 = FALSE ;
Parameters (R input):
par1 = 4 ;
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()