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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 19:02:29 +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/t1482429793caft0sh6i65dn5e.htm/, Retrieved Fri, 01 Nov 2024 03:38:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302602, Retrieved Fri, 01 Nov 2024 03:38:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact85

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] [gayad ] [2016-12-22 18:02:29] [673dd365cbcfe0c4e35658a2fe545652] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7400
7550
7450
8850
6100
5850
6800
7800
4950
7200
7450
6200
8450
7900
6600
7900
6200
8400
7600
5200
7450
9550
7800
7650
9750
8700
7150
10550
10150
12300
7850
8450
10000
11150
7750
11100
8650
9050
7200
8600
7500
8200
10050
9900
9500

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=302602&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=302602&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302602&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)2510300Range7350Trim Var.1350390
V(Y[t],d=1,D=0)3475340Range7850Trim Var.2059180
V(Y[t],d=2,D=0)10615400Range13350Trim Var.6968560
V(Y[t],d=3,D=0)35660200Range24200Trim Var.22877400
V(Y[t],d=0,D=1)3748980Range8050Trim Var.2305650
V(Y[t],d=1,D=1)5596850Range10850Trim Var.2705430
V(Y[t],d=2,D=1)15526400Range16550Trim Var.8415830
V(Y[t],d=3,D=1)49563600Range28850Trim Var.29052300
V(Y[t],d=0,D=2)10951900Range13850Trim Var.4065770
V(Y[t],d=1,D=2)13518200Range15750Trim Var.7156710
V(Y[t],d=2,D=2)38694000Range25050Trim Var.23752600
V(Y[t],d=3,D=2)128467000Range42250Trim Var.83667300

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2510300 & Range & 7350 & Trim Var. & 1350390 \tabularnewline
V(Y[t],d=1,D=0) & 3475340 & Range & 7850 & Trim Var. & 2059180 \tabularnewline
V(Y[t],d=2,D=0) & 10615400 & Range & 13350 & Trim Var. & 6968560 \tabularnewline
V(Y[t],d=3,D=0) & 35660200 & Range & 24200 & Trim Var. & 22877400 \tabularnewline
V(Y[t],d=0,D=1) & 3748980 & Range & 8050 & Trim Var. & 2305650 \tabularnewline
V(Y[t],d=1,D=1) & 5596850 & Range & 10850 & Trim Var. & 2705430 \tabularnewline
V(Y[t],d=2,D=1) & 15526400 & Range & 16550 & Trim Var. & 8415830 \tabularnewline
V(Y[t],d=3,D=1) & 49563600 & Range & 28850 & Trim Var. & 29052300 \tabularnewline
V(Y[t],d=0,D=2) & 10951900 & Range & 13850 & Trim Var. & 4065770 \tabularnewline
V(Y[t],d=1,D=2) & 13518200 & Range & 15750 & Trim Var. & 7156710 \tabularnewline
V(Y[t],d=2,D=2) & 38694000 & Range & 25050 & Trim Var. & 23752600 \tabularnewline
V(Y[t],d=3,D=2) & 128467000 & Range & 42250 & Trim Var. & 83667300 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302602&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2510300[/C][C]Range[/C][C]7350[/C][C]Trim Var.[/C][C]1350390[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3475340[/C][C]Range[/C][C]7850[/C][C]Trim Var.[/C][C]2059180[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10615400[/C][C]Range[/C][C]13350[/C][C]Trim Var.[/C][C]6968560[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]35660200[/C][C]Range[/C][C]24200[/C][C]Trim Var.[/C][C]22877400[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]3748980[/C][C]Range[/C][C]8050[/C][C]Trim Var.[/C][C]2305650[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5596850[/C][C]Range[/C][C]10850[/C][C]Trim Var.[/C][C]2705430[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15526400[/C][C]Range[/C][C]16550[/C][C]Trim Var.[/C][C]8415830[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]49563600[/C][C]Range[/C][C]28850[/C][C]Trim Var.[/C][C]29052300[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]10951900[/C][C]Range[/C][C]13850[/C][C]Trim Var.[/C][C]4065770[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]13518200[/C][C]Range[/C][C]15750[/C][C]Trim Var.[/C][C]7156710[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]38694000[/C][C]Range[/C][C]25050[/C][C]Trim Var.[/C][C]23752600[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]128467000[/C][C]Range[/C][C]42250[/C][C]Trim Var.[/C][C]83667300[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302602&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302602&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)2510300Range7350Trim Var.1350390
V(Y[t],d=1,D=0)3475340Range7850Trim Var.2059180
V(Y[t],d=2,D=0)10615400Range13350Trim Var.6968560
V(Y[t],d=3,D=0)35660200Range24200Trim Var.22877400
V(Y[t],d=0,D=1)3748980Range8050Trim Var.2305650
V(Y[t],d=1,D=1)5596850Range10850Trim Var.2705430
V(Y[t],d=2,D=1)15526400Range16550Trim Var.8415830
V(Y[t],d=3,D=1)49563600Range28850Trim Var.29052300
V(Y[t],d=0,D=2)10951900Range13850Trim Var.4065770
V(Y[t],d=1,D=2)13518200Range15750Trim Var.7156710
V(Y[t],d=2,D=2)38694000Range25050Trim Var.23752600
V(Y[t],d=3,D=2)128467000Range42250Trim Var.83667300


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()