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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 computationTue, 20 Dec 2016 13:31:47 +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/20/t1482237270cy4ig7z39lzcfxf.htm/, Retrieved Fri, 01 Nov 2024 03:39:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301635, Retrieved Fri, 01 Nov 2024 03:39:09 +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 Reductio...] [2016-12-20 12:31:47] [86c9a777e8dbb7ef3face68c75fc8376] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2720
2790
3395
2810
3095
3205
3030
2525
2915
3155
3190
3300
3015
3045
3380
2975
3105
2965
3110
2475
2770
3590
3300
3100
3010
3060
3360
3475
3600
3460
3575
2730
3100
3845
3455
3760
3655
3755
3845
3855
3530
3985
3775
2770
3485
4175
4030
4120
3440
3910
4480
4200
4270
4115
4285
3355
4135
4585
4480
5030
3875
4370
5115
4735
4580
4805
4760
3645
4215
4750
4605
5070
4415
4520
4960
4850
4605
5120
4780
3515
4590
5200
5100
5285
4925
5330
5830
5450
3980
3980
6470
4585
5010
6295
5720
6035
5765
5930
6335
6615
6220
6815
6870
4250
5600
7020
6270
7260
6455
7040
7760
8050
6690
8490

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=301635&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=301635&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301635&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)1762770Range6015Trim Var.1160390
V(Y[t],d=1,D=0)477108Range5110Trim Var.199135
V(Y[t],d=2,D=0)1266150Range8345Trim Var.547363
V(Y[t],d=3,D=0)3698160Range13550Trim Var.1651560
V(Y[t],d=0,D=1)278547Range3975Trim Var.95639.2
V(Y[t],d=1,D=1)302228Range5265Trim Var.92564.6
V(Y[t],d=2,D=1)707881Range6795Trim Var.246154
V(Y[t],d=3,D=1)1934990Range11525Trim Var.738316
V(Y[t],d=0,D=2)602457Range5745Trim Var.185528
V(Y[t],d=1,D=2)816159Range8390Trim Var.206626
V(Y[t],d=2,D=2)1865540Range11525Trim Var.543177
V(Y[t],d=3,D=2)5072160Range19050Trim Var.1705070

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1762770 & Range & 6015 & Trim Var. & 1160390 \tabularnewline
V(Y[t],d=1,D=0) & 477108 & Range & 5110 & Trim Var. & 199135 \tabularnewline
V(Y[t],d=2,D=0) & 1266150 & Range & 8345 & Trim Var. & 547363 \tabularnewline
V(Y[t],d=3,D=0) & 3698160 & Range & 13550 & Trim Var. & 1651560 \tabularnewline
V(Y[t],d=0,D=1) & 278547 & Range & 3975 & Trim Var. & 95639.2 \tabularnewline
V(Y[t],d=1,D=1) & 302228 & Range & 5265 & Trim Var. & 92564.6 \tabularnewline
V(Y[t],d=2,D=1) & 707881 & Range & 6795 & Trim Var. & 246154 \tabularnewline
V(Y[t],d=3,D=1) & 1934990 & Range & 11525 & Trim Var. & 738316 \tabularnewline
V(Y[t],d=0,D=2) & 602457 & Range & 5745 & Trim Var. & 185528 \tabularnewline
V(Y[t],d=1,D=2) & 816159 & Range & 8390 & Trim Var. & 206626 \tabularnewline
V(Y[t],d=2,D=2) & 1865540 & Range & 11525 & Trim Var. & 543177 \tabularnewline
V(Y[t],d=3,D=2) & 5072160 & Range & 19050 & Trim Var. & 1705070 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301635&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1762770[/C][C]Range[/C][C]6015[/C][C]Trim Var.[/C][C]1160390[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]477108[/C][C]Range[/C][C]5110[/C][C]Trim Var.[/C][C]199135[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1266150[/C][C]Range[/C][C]8345[/C][C]Trim Var.[/C][C]547363[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3698160[/C][C]Range[/C][C]13550[/C][C]Trim Var.[/C][C]1651560[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]278547[/C][C]Range[/C][C]3975[/C][C]Trim Var.[/C][C]95639.2[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]302228[/C][C]Range[/C][C]5265[/C][C]Trim Var.[/C][C]92564.6[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]707881[/C][C]Range[/C][C]6795[/C][C]Trim Var.[/C][C]246154[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1934990[/C][C]Range[/C][C]11525[/C][C]Trim Var.[/C][C]738316[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]602457[/C][C]Range[/C][C]5745[/C][C]Trim Var.[/C][C]185528[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]816159[/C][C]Range[/C][C]8390[/C][C]Trim Var.[/C][C]206626[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1865540[/C][C]Range[/C][C]11525[/C][C]Trim Var.[/C][C]543177[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5072160[/C][C]Range[/C][C]19050[/C][C]Trim Var.[/C][C]1705070[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301635&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301635&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)1762770Range6015Trim Var.1160390
V(Y[t],d=1,D=0)477108Range5110Trim Var.199135
V(Y[t],d=2,D=0)1266150Range8345Trim Var.547363
V(Y[t],d=3,D=0)3698160Range13550Trim Var.1651560
V(Y[t],d=0,D=1)278547Range3975Trim Var.95639.2
V(Y[t],d=1,D=1)302228Range5265Trim Var.92564.6
V(Y[t],d=2,D=1)707881Range6795Trim Var.246154
V(Y[t],d=3,D=1)1934990Range11525Trim Var.738316
V(Y[t],d=0,D=2)602457Range5745Trim Var.185528
V(Y[t],d=1,D=2)816159Range8390Trim Var.206626
V(Y[t],d=2,D=2)1865540Range11525Trim Var.543177
V(Y[t],d=3,D=2)5072160Range19050Trim Var.1705070


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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()