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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 computationMon, 19 Dec 2016 22:41:23 +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/19/t1482184621i3p4ob6811skug5.htm/, Retrieved Fri, 01 Nov 2024 03:42:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301533, Retrieved Fri, 01 Nov 2024 03:42:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact109

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 red matr...] [2016-12-19 21:41:23] [86c9a777e8dbb7ef3face68c75fc8376] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
150
114
258
282
882
1302
2736
2484
1800
3468
5526
5766
6162
6132
6240
5904
5922
8460
7896
7290
6552
8442
9570
9312
6588
6084
11298
9798
14400
13734
13482
14814
13548
15516
15480
10488
14262
14946
14166
11544
10194
11850
12702
18222
19560
19494
15282
11034
8772
7110
6312
7080
7080
8226
7614
7326
7422
8886
7698
8634
5460
9744
12330
12870
9264
9822
21126
13050
13938
10764
8886
10830
7308
18336
17484
20082
16308
18600
19794
24114
24708
22482
21288
15870
10734
11142
13080
13098
18282
15678
6096
7854
9342
9162
7092
4692
4764
3852
9456
5490
6528
9306
9018
5964
5856
20574
7704
4464
9258
6240
9354
11916
13026
10062
7638
8844
13476
19074
16896
21162
16014
13746
14550
13146
11022
10386

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=301533&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=301533&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301533&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
V(Y[t],d=0,D=0)29314400Range24594Trim Var.18131700
V(Y[t],d=1,D=0)12192200Range27588Trim Var.4512510
V(Y[t],d=2,D=0)29856700Range42414Trim Var.10691400
V(Y[t],d=3,D=0)93059000Range79632Trim Var.31862900
V(Y[t],d=0,D=1)45479700Range32958Trim Var.28473100
V(Y[t],d=1,D=1)22695000Range25698Trim Var.11122600
V(Y[t],d=2,D=1)56188900Range48204Trim Var.26862600
V(Y[t],d=3,D=1)173760000Range77850Trim Var.80119600
V(Y[t],d=0,D=2)116210000Range52056Trim Var.66912500
V(Y[t],d=1,D=2)64849900Range45510Trim Var.31620500
V(Y[t],d=2,D=2)155918000Range75864Trim Var.78576200
V(Y[t],d=3,D=2)475303000Range139344Trim Var.236331000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 29314400 & Range & 24594 & Trim Var. & 18131700 \tabularnewline
V(Y[t],d=1,D=0) & 12192200 & Range & 27588 & Trim Var. & 4512510 \tabularnewline
V(Y[t],d=2,D=0) & 29856700 & Range & 42414 & Trim Var. & 10691400 \tabularnewline
V(Y[t],d=3,D=0) & 93059000 & Range & 79632 & Trim Var. & 31862900 \tabularnewline
V(Y[t],d=0,D=1) & 45479700 & Range & 32958 & Trim Var. & 28473100 \tabularnewline
V(Y[t],d=1,D=1) & 22695000 & Range & 25698 & Trim Var. & 11122600 \tabularnewline
V(Y[t],d=2,D=1) & 56188900 & Range & 48204 & Trim Var. & 26862600 \tabularnewline
V(Y[t],d=3,D=1) & 173760000 & Range & 77850 & Trim Var. & 80119600 \tabularnewline
V(Y[t],d=0,D=2) & 116210000 & Range & 52056 & Trim Var. & 66912500 \tabularnewline
V(Y[t],d=1,D=2) & 64849900 & Range & 45510 & Trim Var. & 31620500 \tabularnewline
V(Y[t],d=2,D=2) & 155918000 & Range & 75864 & Trim Var. & 78576200 \tabularnewline
V(Y[t],d=3,D=2) & 475303000 & Range & 139344 & Trim Var. & 236331000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301533&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]29314400[/C][C]Range[/C][C]24594[/C][C]Trim Var.[/C][C]18131700[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12192200[/C][C]Range[/C][C]27588[/C][C]Trim Var.[/C][C]4512510[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]29856700[/C][C]Range[/C][C]42414[/C][C]Trim Var.[/C][C]10691400[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]93059000[/C][C]Range[/C][C]79632[/C][C]Trim Var.[/C][C]31862900[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]45479700[/C][C]Range[/C][C]32958[/C][C]Trim Var.[/C][C]28473100[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]22695000[/C][C]Range[/C][C]25698[/C][C]Trim Var.[/C][C]11122600[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]56188900[/C][C]Range[/C][C]48204[/C][C]Trim Var.[/C][C]26862600[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]173760000[/C][C]Range[/C][C]77850[/C][C]Trim Var.[/C][C]80119600[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]116210000[/C][C]Range[/C][C]52056[/C][C]Trim Var.[/C][C]66912500[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]64849900[/C][C]Range[/C][C]45510[/C][C]Trim Var.[/C][C]31620500[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]155918000[/C][C]Range[/C][C]75864[/C][C]Trim Var.[/C][C]78576200[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]475303000[/C][C]Range[/C][C]139344[/C][C]Trim Var.[/C][C]236331000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301533&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301533&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)29314400Range24594Trim Var.18131700
V(Y[t],d=1,D=0)12192200Range27588Trim Var.4512510
V(Y[t],d=2,D=0)29856700Range42414Trim Var.10691400
V(Y[t],d=3,D=0)93059000Range79632Trim Var.31862900
V(Y[t],d=0,D=1)45479700Range32958Trim Var.28473100
V(Y[t],d=1,D=1)22695000Range25698Trim Var.11122600
V(Y[t],d=2,D=1)56188900Range48204Trim Var.26862600
V(Y[t],d=3,D=1)173760000Range77850Trim Var.80119600
V(Y[t],d=0,D=2)116210000Range52056Trim Var.66912500
V(Y[t],d=1,D=2)64849900Range45510Trim Var.31620500
V(Y[t],d=2,D=2)155918000Range75864Trim Var.78576200
V(Y[t],d=3,D=2)475303000Range139344Trim Var.236331000


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()