FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 15:39:33 +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/t14818992023v8429bfieh3l7t.htm/, Retrieved Fri, 01 Nov 2024 03:42:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300321, Retrieved Fri, 01 Nov 2024 03:42:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact101

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [ARIMA Backward Selection] [] [2016-12-16 13:36:55] [683f400e1b95307fc738e729f07c4fce]
-    D  [ARIMA Backward Selection] [] [2016-12-16 14:17:56] [683f400e1b95307fc738e729f07c4fce]
- RM D      [Variance Reduction Matrix] [] [2016-12-16 14:39:33] [404ac5ee4f7301873f6a96ef36861981] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5100
5100
5050
5150
5150
5050
4800
4750
4900
4950
5050
4900
4950
4850
5100
5200
5450
5150
5150
5000
5200
5350
5600
5600
5650
5550
5700
5750
5850
5750
5700
5500
5750
5750
5750
5500
5750
5750
5900
6000
6150
5950
5900
5750
5750
5800
5800
5450
5400
5600
5600
5800
5650
5700
5550
5350
5800
5700
5950
5450
5400
5400
5450
5700
5850
5850
5700
5450
5800
5600
5700
5800
5750
5850
6250
6450
6550
6500
6150
6100
6300
6350
6250
6200
6250
6450
6050
6500
6600
6450

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=300321&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=300321&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300321&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)200115Range1850Trim Var.122215
V(Y[t],d=1,D=0)33375.3Range950Trim Var.15099.9
V(Y[t],d=2,D=0)79451.1Range1600Trim Var.38381.7
V(Y[t],d=3,D=0)253948Range2650Trim Var.126647
V(Y[t],d=0,D=1)105518Range1300Trim Var.70962.2
V(Y[t],d=1,D=1)39274.6Range1400Trim Var.17100.8
V(Y[t],d=2,D=1)103933Range1950Trim Var.52163.8
V(Y[t],d=3,D=1)347117Range3300Trim Var.197409
V(Y[t],d=0,D=2)247942Range1950Trim Var.161798
V(Y[t],d=1,D=2)106493Range1900Trim Var.50413.5
V(Y[t],d=2,D=2)277574Range2600Trim Var.157668
V(Y[t],d=3,D=2)925927Range4500Trim Var.593928

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 200115 & Range & 1850 & Trim Var. & 122215 \tabularnewline
V(Y[t],d=1,D=0) & 33375.3 & Range & 950 & Trim Var. & 15099.9 \tabularnewline
V(Y[t],d=2,D=0) & 79451.1 & Range & 1600 & Trim Var. & 38381.7 \tabularnewline
V(Y[t],d=3,D=0) & 253948 & Range & 2650 & Trim Var. & 126647 \tabularnewline
V(Y[t],d=0,D=1) & 105518 & Range & 1300 & Trim Var. & 70962.2 \tabularnewline
V(Y[t],d=1,D=1) & 39274.6 & Range & 1400 & Trim Var. & 17100.8 \tabularnewline
V(Y[t],d=2,D=1) & 103933 & Range & 1950 & Trim Var. & 52163.8 \tabularnewline
V(Y[t],d=3,D=1) & 347117 & Range & 3300 & Trim Var. & 197409 \tabularnewline
V(Y[t],d=0,D=2) & 247942 & Range & 1950 & Trim Var. & 161798 \tabularnewline
V(Y[t],d=1,D=2) & 106493 & Range & 1900 & Trim Var. & 50413.5 \tabularnewline
V(Y[t],d=2,D=2) & 277574 & Range & 2600 & Trim Var. & 157668 \tabularnewline
V(Y[t],d=3,D=2) & 925927 & Range & 4500 & Trim Var. & 593928 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300321&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]200115[/C][C]Range[/C][C]1850[/C][C]Trim Var.[/C][C]122215[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]33375.3[/C][C]Range[/C][C]950[/C][C]Trim Var.[/C][C]15099.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]79451.1[/C][C]Range[/C][C]1600[/C][C]Trim Var.[/C][C]38381.7[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]253948[/C][C]Range[/C][C]2650[/C][C]Trim Var.[/C][C]126647[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]105518[/C][C]Range[/C][C]1300[/C][C]Trim Var.[/C][C]70962.2[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]39274.6[/C][C]Range[/C][C]1400[/C][C]Trim Var.[/C][C]17100.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]103933[/C][C]Range[/C][C]1950[/C][C]Trim Var.[/C][C]52163.8[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]347117[/C][C]Range[/C][C]3300[/C][C]Trim Var.[/C][C]197409[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]247942[/C][C]Range[/C][C]1950[/C][C]Trim Var.[/C][C]161798[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]106493[/C][C]Range[/C][C]1900[/C][C]Trim Var.[/C][C]50413.5[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]277574[/C][C]Range[/C][C]2600[/C][C]Trim Var.[/C][C]157668[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]925927[/C][C]Range[/C][C]4500[/C][C]Trim Var.[/C][C]593928[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300321&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300321&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)200115Range1850Trim Var.122215
V(Y[t],d=1,D=0)33375.3Range950Trim Var.15099.9
V(Y[t],d=2,D=0)79451.1Range1600Trim Var.38381.7
V(Y[t],d=3,D=0)253948Range2650Trim Var.126647
V(Y[t],d=0,D=1)105518Range1300Trim Var.70962.2
V(Y[t],d=1,D=1)39274.6Range1400Trim Var.17100.8
V(Y[t],d=2,D=1)103933Range1950Trim Var.52163.8
V(Y[t],d=3,D=1)347117Range3300Trim Var.197409
V(Y[t],d=0,D=2)247942Range1950Trim Var.161798
V(Y[t],d=1,D=2)106493Range1900Trim Var.50413.5
V(Y[t],d=2,D=2)277574Range2600Trim Var.157668
V(Y[t],d=3,D=2)925927Range4500Trim Var.593928


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = FALSE ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 1 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 0 ;
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()