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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 18:22:28 +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/t1482427390m9smpxme9sfpbxp.htm/, Retrieved Fri, 01 Nov 2024 03:43:52 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302585, Retrieved Fri, 01 Nov 2024 03:43:52 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact78

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...] [2016-12-22 17:22:28] [9b0b4f5f4290a2ed9efd388f9ce31ae7] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2312
1089
2742
3145
2966
2055
2450
2742
1697
2409
2233
2100
3434
1867
2365
3578
2845
2778
2056
2757
3325
3671
2147
3225
3556
4661
3344
5375
3907
3356
2184
3510
2834
3271
2834
2408
3261
1526
2938
2352
3915
3145
1566
2746
3572
2651
2805
3354
2523
1480
3278
5081
3332
2789
4111
2508
1833
2371
4268
2194
2935
3347
3034
5448
3427
3036
4196
3009
3369
4168
3403
1779
2761
2582
3153
3011
3419
4042
4379
4602
3249
4372
4328
3695
3614
2114
2839
2490
2610
2372
2833
4018
2734
3027
3862
3281
2746
2538
1805
2500
2601
3178
4193
2606
2491
4090
2786
2280
2403
2934
1601
1946
2554
2006
2830
3173
1960
3052
2151
2493
2752
2542
2027
1940
1877

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=302585&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=302585&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302585&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)678617Range4359Trim Var.393216
V(Y[t],d=1,D=0)973643Range4488Trim Var.662763
V(Y[t],d=2,D=0)2757540Range7783Trim Var.1760110
V(Y[t],d=3,D=0)8703660Range13948Trim Var.5787320
V(Y[t],d=0,D=1)1070220Range5929Trim Var.519245
V(Y[t],d=1,D=1)1762670Range6343Trim Var.1044930
V(Y[t],d=2,D=1)5256530Range11349Trim Var.3046050
V(Y[t],d=3,D=1)17299100Range21909Trim Var.9972790
V(Y[t],d=0,D=2)3114480Range11681Trim Var.1657110
V(Y[t],d=1,D=2)5334020Range11349Trim Var.3557550
V(Y[t],d=2,D=2)15704900Range21405Trim Var.10235300
V(Y[t],d=3,D=2)51205800Range36836Trim Var.30928400

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 678617 & Range & 4359 & Trim Var. & 393216 \tabularnewline
V(Y[t],d=1,D=0) & 973643 & Range & 4488 & Trim Var. & 662763 \tabularnewline
V(Y[t],d=2,D=0) & 2757540 & Range & 7783 & Trim Var. & 1760110 \tabularnewline
V(Y[t],d=3,D=0) & 8703660 & Range & 13948 & Trim Var. & 5787320 \tabularnewline
V(Y[t],d=0,D=1) & 1070220 & Range & 5929 & Trim Var. & 519245 \tabularnewline
V(Y[t],d=1,D=1) & 1762670 & Range & 6343 & Trim Var. & 1044930 \tabularnewline
V(Y[t],d=2,D=1) & 5256530 & Range & 11349 & Trim Var. & 3046050 \tabularnewline
V(Y[t],d=3,D=1) & 17299100 & Range & 21909 & Trim Var. & 9972790 \tabularnewline
V(Y[t],d=0,D=2) & 3114480 & Range & 11681 & Trim Var. & 1657110 \tabularnewline
V(Y[t],d=1,D=2) & 5334020 & Range & 11349 & Trim Var. & 3557550 \tabularnewline
V(Y[t],d=2,D=2) & 15704900 & Range & 21405 & Trim Var. & 10235300 \tabularnewline
V(Y[t],d=3,D=2) & 51205800 & Range & 36836 & Trim Var. & 30928400 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302585&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]678617[/C][C]Range[/C][C]4359[/C][C]Trim Var.[/C][C]393216[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]973643[/C][C]Range[/C][C]4488[/C][C]Trim Var.[/C][C]662763[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2757540[/C][C]Range[/C][C]7783[/C][C]Trim Var.[/C][C]1760110[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]8703660[/C][C]Range[/C][C]13948[/C][C]Trim Var.[/C][C]5787320[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1070220[/C][C]Range[/C][C]5929[/C][C]Trim Var.[/C][C]519245[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1762670[/C][C]Range[/C][C]6343[/C][C]Trim Var.[/C][C]1044930[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5256530[/C][C]Range[/C][C]11349[/C][C]Trim Var.[/C][C]3046050[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]17299100[/C][C]Range[/C][C]21909[/C][C]Trim Var.[/C][C]9972790[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3114480[/C][C]Range[/C][C]11681[/C][C]Trim Var.[/C][C]1657110[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5334020[/C][C]Range[/C][C]11349[/C][C]Trim Var.[/C][C]3557550[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]15704900[/C][C]Range[/C][C]21405[/C][C]Trim Var.[/C][C]10235300[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]51205800[/C][C]Range[/C][C]36836[/C][C]Trim Var.[/C][C]30928400[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302585&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302585&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)678617Range4359Trim Var.393216
V(Y[t],d=1,D=0)973643Range4488Trim Var.662763
V(Y[t],d=2,D=0)2757540Range7783Trim Var.1760110
V(Y[t],d=3,D=0)8703660Range13948Trim Var.5787320
V(Y[t],d=0,D=1)1070220Range5929Trim Var.519245
V(Y[t],d=1,D=1)1762670Range6343Trim Var.1044930
V(Y[t],d=2,D=1)5256530Range11349Trim Var.3046050
V(Y[t],d=3,D=1)17299100Range21909Trim Var.9972790
V(Y[t],d=0,D=2)3114480Range11681Trim Var.1657110
V(Y[t],d=1,D=2)5334020Range11349Trim Var.3557550
V(Y[t],d=2,D=2)15704900Range21405Trim Var.10235300
V(Y[t],d=3,D=2)51205800Range36836Trim Var.30928400


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()