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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 16:57:51 +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/t1482249850s22gmumkow3jdcr.htm/, Retrieved Fri, 01 Nov 2024 03:37:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301729, Retrieved Fri, 01 Nov 2024 03:37:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact91

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] [jkqsdm] [2016-12-20 15:57:51] [6db9e6f0306aa16a744aea8c8a65c446] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2850
2360
2880
3000
3120
2910
3380
3730
2960
4070
4660
3880
4190
4140
4060
4250
4380
4780
4460
4820
4580
4630
5030
4370
4240
4220
4070
4290
4340
4250
4520
4680
4200
4490
4840
3840
3940
3510
3240
3410
3290
3190
3790
4090
4180
5020
5910
5850
6660
6950
6850
6360
5600
5290
5630
5410
5020
5070
5370
4860
4440
4220
3720
3650
3650
3040
3530
3520
3030
2920
3530
2920
3520
3380
2920
3000
2860
2760
2810
3400
2730
2670
2900
2240
2920
2650
2370
2560
2430
1930
2360
2470
2720
2750
3010
2610
3440
3540
2790
3060
3050
3000
3200
3530
3640
3830
4460
3420
5180
5310
4870
4550
4510
4380
5260
5270
4610
4840
5050
4760
5210
5540
4830
5210
5320
5150

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=301729&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=301729&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301729&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)1133950Range5020Trim Var.739319
V(Y[t],d=1,D=0)204554Range2800Trim Var.113857
V(Y[t],d=2,D=0)507914Range4470Trim Var.279146
V(Y[t],d=3,D=0)1579880Range8900Trim Var.830700
V(Y[t],d=0,D=1)1715810Range6740Trim Var.1032400
V(Y[t],d=1,D=1)209011Range2330Trim Var.124430
V(Y[t],d=2,D=1)425864Range3630Trim Var.250717
V(Y[t],d=3,D=1)1396880Range6800Trim Var.817349
V(Y[t],d=0,D=2)4337830Range11180Trim Var.2008870
V(Y[t],d=1,D=2)608330Range4490Trim Var.355862
V(Y[t],d=2,D=2)1180770Range6110Trim Var.741356
V(Y[t],d=3,D=2)3971280Range11850Trim Var.2503880

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1133950 & Range & 5020 & Trim Var. & 739319 \tabularnewline
V(Y[t],d=1,D=0) & 204554 & Range & 2800 & Trim Var. & 113857 \tabularnewline
V(Y[t],d=2,D=0) & 507914 & Range & 4470 & Trim Var. & 279146 \tabularnewline
V(Y[t],d=3,D=0) & 1579880 & Range & 8900 & Trim Var. & 830700 \tabularnewline
V(Y[t],d=0,D=1) & 1715810 & Range & 6740 & Trim Var. & 1032400 \tabularnewline
V(Y[t],d=1,D=1) & 209011 & Range & 2330 & Trim Var. & 124430 \tabularnewline
V(Y[t],d=2,D=1) & 425864 & Range & 3630 & Trim Var. & 250717 \tabularnewline
V(Y[t],d=3,D=1) & 1396880 & Range & 6800 & Trim Var. & 817349 \tabularnewline
V(Y[t],d=0,D=2) & 4337830 & Range & 11180 & Trim Var. & 2008870 \tabularnewline
V(Y[t],d=1,D=2) & 608330 & Range & 4490 & Trim Var. & 355862 \tabularnewline
V(Y[t],d=2,D=2) & 1180770 & Range & 6110 & Trim Var. & 741356 \tabularnewline
V(Y[t],d=3,D=2) & 3971280 & Range & 11850 & Trim Var. & 2503880 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301729&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1133950[/C][C]Range[/C][C]5020[/C][C]Trim Var.[/C][C]739319[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]204554[/C][C]Range[/C][C]2800[/C][C]Trim Var.[/C][C]113857[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]507914[/C][C]Range[/C][C]4470[/C][C]Trim Var.[/C][C]279146[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1579880[/C][C]Range[/C][C]8900[/C][C]Trim Var.[/C][C]830700[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1715810[/C][C]Range[/C][C]6740[/C][C]Trim Var.[/C][C]1032400[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]209011[/C][C]Range[/C][C]2330[/C][C]Trim Var.[/C][C]124430[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]425864[/C][C]Range[/C][C]3630[/C][C]Trim Var.[/C][C]250717[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1396880[/C][C]Range[/C][C]6800[/C][C]Trim Var.[/C][C]817349[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]4337830[/C][C]Range[/C][C]11180[/C][C]Trim Var.[/C][C]2008870[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]608330[/C][C]Range[/C][C]4490[/C][C]Trim Var.[/C][C]355862[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1180770[/C][C]Range[/C][C]6110[/C][C]Trim Var.[/C][C]741356[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3971280[/C][C]Range[/C][C]11850[/C][C]Trim Var.[/C][C]2503880[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301729&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301729&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)1133950Range5020Trim Var.739319
V(Y[t],d=1,D=0)204554Range2800Trim Var.113857
V(Y[t],d=2,D=0)507914Range4470Trim Var.279146
V(Y[t],d=3,D=0)1579880Range8900Trim Var.830700
V(Y[t],d=0,D=1)1715810Range6740Trim Var.1032400
V(Y[t],d=1,D=1)209011Range2330Trim Var.124430
V(Y[t],d=2,D=1)425864Range3630Trim Var.250717
V(Y[t],d=3,D=1)1396880Range6800Trim Var.817349
V(Y[t],d=0,D=2)4337830Range11180Trim Var.2008870
V(Y[t],d=1,D=2)608330Range4490Trim Var.355862
V(Y[t],d=2,D=2)1180770Range6110Trim Var.741356
V(Y[t],d=3,D=2)3971280Range11850Trim Var.2503880


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()