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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 14:05:04 +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/t1482239204kyeplroinil0vlr.htm/, Retrieved Fri, 01 Nov 2024 03:26:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301643, Retrieved Fri, 01 Nov 2024 03:26:25 +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)
-       [Variance Reduction Matrix] [] [2016-12-20 13:05:04] [672675941468e072e71d9fb024f2b817] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5133
5155
5174
5201
5221
5205
5235
5255
5272
5299
5318
5340
5385
5430
5454
5493
5536
5565
5586
5594
5576
5544
5530
5536
5544
5564
5596
5596
5599
5591
5566
5532
5498
5484
5442
5447
5490
5544
5583
5628
5679
5691
5707
5724
5726
5745
5767
5789
5785
5785
5806
5827
5856
5896
5914
5938

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=301643&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=301643&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301643&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)42976.2Range805Trim Var.30420.9
V(Y[t],d=1,D=0)522.013Range96Trim Var.317.584
V(Y[t],d=2,D=0)340.036Range86Trim Var.178.764
V(Y[t],d=3,D=0)770.374Range138Trim Var.399.141
V(Y[t],d=0,D=1)18805.8Range449Trim Var.14008.7
V(Y[t],d=1,D=1)1115.34Range123Trim Var.811.821
V(Y[t],d=2,D=1)768.876Range114Trim Var.409.875
V(Y[t],d=3,D=1)1788.2Range153Trim Var.1168.52
V(Y[t],d=0,D=2)64683Range832Trim Var.49579.9
V(Y[t],d=1,D=2)3563.81Range181Trim Var.2710.48
V(Y[t],d=2,D=2)2552.26Range185Trim Var.1808.89
V(Y[t],d=3,D=2)6263.85Range296Trim Var.4238.66

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 42976.2 & Range & 805 & Trim Var. & 30420.9 \tabularnewline
V(Y[t],d=1,D=0) & 522.013 & Range & 96 & Trim Var. & 317.584 \tabularnewline
V(Y[t],d=2,D=0) & 340.036 & Range & 86 & Trim Var. & 178.764 \tabularnewline
V(Y[t],d=3,D=0) & 770.374 & Range & 138 & Trim Var. & 399.141 \tabularnewline
V(Y[t],d=0,D=1) & 18805.8 & Range & 449 & Trim Var. & 14008.7 \tabularnewline
V(Y[t],d=1,D=1) & 1115.34 & Range & 123 & Trim Var. & 811.821 \tabularnewline
V(Y[t],d=2,D=1) & 768.876 & Range & 114 & Trim Var. & 409.875 \tabularnewline
V(Y[t],d=3,D=1) & 1788.2 & Range & 153 & Trim Var. & 1168.52 \tabularnewline
V(Y[t],d=0,D=2) & 64683 & Range & 832 & Trim Var. & 49579.9 \tabularnewline
V(Y[t],d=1,D=2) & 3563.81 & Range & 181 & Trim Var. & 2710.48 \tabularnewline
V(Y[t],d=2,D=2) & 2552.26 & Range & 185 & Trim Var. & 1808.89 \tabularnewline
V(Y[t],d=3,D=2) & 6263.85 & Range & 296 & Trim Var. & 4238.66 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301643&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]42976.2[/C][C]Range[/C][C]805[/C][C]Trim Var.[/C][C]30420.9[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]522.013[/C][C]Range[/C][C]96[/C][C]Trim Var.[/C][C]317.584[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]340.036[/C][C]Range[/C][C]86[/C][C]Trim Var.[/C][C]178.764[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]770.374[/C][C]Range[/C][C]138[/C][C]Trim Var.[/C][C]399.141[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]18805.8[/C][C]Range[/C][C]449[/C][C]Trim Var.[/C][C]14008.7[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1115.34[/C][C]Range[/C][C]123[/C][C]Trim Var.[/C][C]811.821[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]768.876[/C][C]Range[/C][C]114[/C][C]Trim Var.[/C][C]409.875[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1788.2[/C][C]Range[/C][C]153[/C][C]Trim Var.[/C][C]1168.52[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]64683[/C][C]Range[/C][C]832[/C][C]Trim Var.[/C][C]49579.9[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3563.81[/C][C]Range[/C][C]181[/C][C]Trim Var.[/C][C]2710.48[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2552.26[/C][C]Range[/C][C]185[/C][C]Trim Var.[/C][C]1808.89[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6263.85[/C][C]Range[/C][C]296[/C][C]Trim Var.[/C][C]4238.66[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301643&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301643&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)42976.2Range805Trim Var.30420.9
V(Y[t],d=1,D=0)522.013Range96Trim Var.317.584
V(Y[t],d=2,D=0)340.036Range86Trim Var.178.764
V(Y[t],d=3,D=0)770.374Range138Trim Var.399.141
V(Y[t],d=0,D=1)18805.8Range449Trim Var.14008.7
V(Y[t],d=1,D=1)1115.34Range123Trim Var.811.821
V(Y[t],d=2,D=1)768.876Range114Trim Var.409.875
V(Y[t],d=3,D=1)1788.2Range153Trim Var.1168.52
V(Y[t],d=0,D=2)64683Range832Trim Var.49579.9
V(Y[t],d=1,D=2)3563.81Range181Trim Var.2710.48
V(Y[t],d=2,D=2)2552.26Range185Trim Var.1808.89
V(Y[t],d=3,D=2)6263.85Range296Trim Var.4238.66


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()