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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 computationSun, 18 Dec 2016 21:12:25 +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/18/t1482091964kgy4zg66e6qcj36.htm/, Retrieved Fri, 01 Nov 2024 03:29:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301232, Retrieved Fri, 01 Nov 2024 03:29:21 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact96

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 matrix] [2016-12-18 20:12:25] [8e62cbb8023b87d93040197279d31dd8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5731
5461
4594
3770
3551
3094
3020
3081
3041
3087
3455
3225
3177
2551
1680
1599
1846
1990
2238
2089
2230
2468
2675
2989
2868
2564
1583
1435
1297
1266
1607
1819
2039
1817
1833
2442
2157
1870
1057
660
1057
1127
1096
1018
1184
1690
1868
2019
2170
1994
917
566
727
980
1138
1069
1039
1509
1591
2056
1975
1748
738
1039
1038
1054
1689
1726
2101
2325
2155
2190
1725
1404
571
704
1061
1593
2039
1767
1804
1520
1795
2171
1853
1425
835
927
1204
1408
1828
1788
1878
1513
1538
2273
2223
1833
1380
1081
1586
1809
1737
1896
2248
2116
2416
2934
2513
1958
986
1378
2071
2272
2474
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301232&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]0 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=301232&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301232&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 time0 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
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.
V(Y[t],d=0,D=0)779456Range5165Trim Var.354545
V(Y[t],d=1,D=0)153985Range1812Trim Var.94413.7
V(Y[t],d=2,D=0)210623Range2303Trim Var.128677
V(Y[t],d=3,D=0)526146Range3707Trim Var.318528
V(Y[t],d=0,D=1)470719Range3976Trim Var.157075
V(Y[t],d=1,D=1)93518.9Range1262Trim Var.61577
V(Y[t],d=2,D=1)174829Range2024Trim Var.111996
V(Y[t],d=3,D=1)483559Range3277Trim Var.325706
V(Y[t],d=0,D=2)534891Range4544Trim Var.203319
V(Y[t],d=1,D=2)253092Range2039Trim Var.183657
V(Y[t],d=2,D=2)457402Range3178Trim Var.292475
V(Y[t],d=3,D=2)1183580Range5319Trim Var.699779

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
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. \tabularnewline
V(Y[t],d=0,D=0) & 779456 & Range & 5165 & Trim Var. & 354545 \tabularnewline
V(Y[t],d=1,D=0) & 153985 & Range & 1812 & Trim Var. & 94413.7 \tabularnewline
V(Y[t],d=2,D=0) & 210623 & Range & 2303 & Trim Var. & 128677 \tabularnewline
V(Y[t],d=3,D=0) & 526146 & Range & 3707 & Trim Var. & 318528 \tabularnewline
V(Y[t],d=0,D=1) & 470719 & Range & 3976 & Trim Var. & 157075 \tabularnewline
V(Y[t],d=1,D=1) & 93518.9 & Range & 1262 & Trim Var. & 61577 \tabularnewline
V(Y[t],d=2,D=1) & 174829 & Range & 2024 & Trim Var. & 111996 \tabularnewline
V(Y[t],d=3,D=1) & 483559 & Range & 3277 & Trim Var. & 325706 \tabularnewline
V(Y[t],d=0,D=2) & 534891 & Range & 4544 & Trim Var. & 203319 \tabularnewline
V(Y[t],d=1,D=2) & 253092 & Range & 2039 & Trim Var. & 183657 \tabularnewline
V(Y[t],d=2,D=2) & 457402 & Range & 3178 & Trim Var. & 292475 \tabularnewline
V(Y[t],d=3,D=2) & 1183580 & Range & 5319 & Trim Var. & 699779 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301232&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]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.[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]779456[/C][C]Range[/C][C]5165[/C][C]Trim Var.[/C][C]354545[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]153985[/C][C]Range[/C][C]1812[/C][C]Trim Var.[/C][C]94413.7[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]210623[/C][C]Range[/C][C]2303[/C][C]Trim Var.[/C][C]128677[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]526146[/C][C]Range[/C][C]3707[/C][C]Trim Var.[/C][C]318528[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]470719[/C][C]Range[/C][C]3976[/C][C]Trim Var.[/C][C]157075[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]93518.9[/C][C]Range[/C][C]1262[/C][C]Trim Var.[/C][C]61577[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]174829[/C][C]Range[/C][C]2024[/C][C]Trim Var.[/C][C]111996[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]483559[/C][C]Range[/C][C]3277[/C][C]Trim Var.[/C][C]325706[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]534891[/C][C]Range[/C][C]4544[/C][C]Trim Var.[/C][C]203319[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]253092[/C][C]Range[/C][C]2039[/C][C]Trim Var.[/C][C]183657[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]457402[/C][C]Range[/C][C]3178[/C][C]Trim Var.[/C][C]292475[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1183580[/C][C]Range[/C][C]5319[/C][C]Trim Var.[/C][C]699779[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301232&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301232&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
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.
V(Y[t],d=0,D=0)779456Range5165Trim Var.354545
V(Y[t],d=1,D=0)153985Range1812Trim Var.94413.7
V(Y[t],d=2,D=0)210623Range2303Trim Var.128677
V(Y[t],d=3,D=0)526146Range3707Trim Var.318528
V(Y[t],d=0,D=1)470719Range3976Trim Var.157075
V(Y[t],d=1,D=1)93518.9Range1262Trim Var.61577
V(Y[t],d=2,D=1)174829Range2024Trim Var.111996
V(Y[t],d=3,D=1)483559Range3277Trim Var.325706
V(Y[t],d=0,D=2)534891Range4544Trim Var.203319
V(Y[t],d=1,D=2)253092Range2039Trim Var.183657
V(Y[t],d=2,D=2)457402Range3178Trim Var.292475
V(Y[t],d=3,D=2)1183580Range5319Trim Var.699779


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()