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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 computationThu, 22 Dec 2016 15:14:13 +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/22/t148242619704klfimkd34hcoj.htm/, Retrieved Fri, 01 Nov 2024 03:47:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302572, Retrieved Fri, 01 Nov 2024 03:47:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

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] [VRM] [2016-12-22 14:14:13] [695928fec7566687630f1ba48b31beaa] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7687
6881
6033
5058
4171
3275
2608
2195
1878
3783
6896
8160
7734
6554
5252
4081
3124
2341
1822
1509
1578
3180
5070
5927
5846
5109
4227
3469
2808
2202
1687
1491
1940
4059
7064
9268
9488
8729
7921
7112
6292
5542
5269
4998
5293
7575
10190
11101
11101
10225
9713
8796
7930
7419
6656
6268
5814
7192
8665
8924
7643
6359
4997
3960
2993
2212
1757
1491
1432
3155
7486
7551
7580
6541
5644
4817
3989
3576
2908
2830
3726
6165
8963
10696
10726
10271
9624
9035
8645
7931
8124
7393
7996
9519
10148
10252
9942
9033
7894
6832
5870
4807
3809
3239
4864
7398
9456
10555
10197
9151
7972
7028
5987
5073
4714
4348
5027
8210
11722
13524
13141
12048
10734
9353
8229
6760

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=302572&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=302572&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302572&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)8420180Range12092Trim Var.6030050
V(Y[t],d=1,D=0)1587030Range5800Trim Var.979700
V(Y[t],d=2,D=0)937113Range6874Trim Var.393617
V(Y[t],d=3,D=0)1399600Range11104Trim Var.511464
V(Y[t],d=0,D=1)6509130Range10423Trim Var.4577650
V(Y[t],d=1,D=1)493111Range5027Trim Var.220934
V(Y[t],d=2,D=1)630197Range6253Trim Var.229831
V(Y[t],d=3,D=1)1877830Range11015Trim Var.583940
V(Y[t],d=0,D=2)17460400Range16578Trim Var.12636100
V(Y[t],d=1,D=2)1433220Range8391Trim Var.497550
V(Y[t],d=2,D=2)1984750Range11015Trim Var.792156
V(Y[t],d=3,D=2)6236610Range20439Trim Var.2268580

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 8420180 & Range & 12092 & Trim Var. & 6030050 \tabularnewline
V(Y[t],d=1,D=0) & 1587030 & Range & 5800 & Trim Var. & 979700 \tabularnewline
V(Y[t],d=2,D=0) & 937113 & Range & 6874 & Trim Var. & 393617 \tabularnewline
V(Y[t],d=3,D=0) & 1399600 & Range & 11104 & Trim Var. & 511464 \tabularnewline
V(Y[t],d=0,D=1) & 6509130 & Range & 10423 & Trim Var. & 4577650 \tabularnewline
V(Y[t],d=1,D=1) & 493111 & Range & 5027 & Trim Var. & 220934 \tabularnewline
V(Y[t],d=2,D=1) & 630197 & Range & 6253 & Trim Var. & 229831 \tabularnewline
V(Y[t],d=3,D=1) & 1877830 & Range & 11015 & Trim Var. & 583940 \tabularnewline
V(Y[t],d=0,D=2) & 17460400 & Range & 16578 & Trim Var. & 12636100 \tabularnewline
V(Y[t],d=1,D=2) & 1433220 & Range & 8391 & Trim Var. & 497550 \tabularnewline
V(Y[t],d=2,D=2) & 1984750 & Range & 11015 & Trim Var. & 792156 \tabularnewline
V(Y[t],d=3,D=2) & 6236610 & Range & 20439 & Trim Var. & 2268580 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302572&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]8420180[/C][C]Range[/C][C]12092[/C][C]Trim Var.[/C][C]6030050[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1587030[/C][C]Range[/C][C]5800[/C][C]Trim Var.[/C][C]979700[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]937113[/C][C]Range[/C][C]6874[/C][C]Trim Var.[/C][C]393617[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1399600[/C][C]Range[/C][C]11104[/C][C]Trim Var.[/C][C]511464[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6509130[/C][C]Range[/C][C]10423[/C][C]Trim Var.[/C][C]4577650[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]493111[/C][C]Range[/C][C]5027[/C][C]Trim Var.[/C][C]220934[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]630197[/C][C]Range[/C][C]6253[/C][C]Trim Var.[/C][C]229831[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1877830[/C][C]Range[/C][C]11015[/C][C]Trim Var.[/C][C]583940[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]17460400[/C][C]Range[/C][C]16578[/C][C]Trim Var.[/C][C]12636100[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1433220[/C][C]Range[/C][C]8391[/C][C]Trim Var.[/C][C]497550[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1984750[/C][C]Range[/C][C]11015[/C][C]Trim Var.[/C][C]792156[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6236610[/C][C]Range[/C][C]20439[/C][C]Trim Var.[/C][C]2268580[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302572&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302572&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)8420180Range12092Trim Var.6030050
V(Y[t],d=1,D=0)1587030Range5800Trim Var.979700
V(Y[t],d=2,D=0)937113Range6874Trim Var.393617
V(Y[t],d=3,D=0)1399600Range11104Trim Var.511464
V(Y[t],d=0,D=1)6509130Range10423Trim Var.4577650
V(Y[t],d=1,D=1)493111Range5027Trim Var.220934
V(Y[t],d=2,D=1)630197Range6253Trim Var.229831
V(Y[t],d=3,D=1)1877830Range11015Trim Var.583940
V(Y[t],d=0,D=2)17460400Range16578Trim Var.12636100
V(Y[t],d=1,D=2)1433220Range8391Trim Var.497550
V(Y[t],d=2,D=2)1984750Range11015Trim Var.792156
V(Y[t],d=3,D=2)6236610Range20439Trim Var.2268580


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 <- '4'
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()