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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 19 Dec 2017 12:31:05 +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/2017/Dec/19/t1513683308jfh5jlhq6he5s3j.htm/, Retrieved Sun, 10 Nov 2024 19:46:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=310291, Retrieved Sun, 10 Nov 2024 19:46:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact122

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] [je weet zelff ] [2017-12-19 11:31:05] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
26
21
34
25
20
35
40
24
14
25
31
17
33
26
30
19
36
27
28
38
26
25
30
29
28
41
46
28
35
23
35
31
35
25
31
18
35
21
30
29
30
23
41
35
31
31
31
31
38
23
33
34
39
38
59
28
24
48
37
35
44
27
26
38
24
17
41
29
28
32
33
42
34
19
35
23
16
21
20
22
22
29
37
28
21
14
29
22
28
31
26
29
22
19
21
24
35
25
25
16
20
25
14
22
25
22
19

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=310291&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=310291&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310291&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)63.054Range45Trim Var.32.5041
V(Y[t],d=1,D=0)101.586Range55Trim Var.63.3256
V(Y[t],d=2,D=0)301.327Range83Trim Var.188.583
V(Y[t],d=3,D=0)981.465Range153Trim Var.625.109
V(Y[t],d=0,D=1)89.7996Range39Trim Var.55.6545
V(Y[t],d=1,D=1)136.969Range53Trim Var.85.6711
V(Y[t],d=2,D=1)372.619Range85Trim Var.244.115
V(Y[t],d=3,D=1)1148.29Range151Trim Var.690.832
V(Y[t],d=0,D=2)241.941Range63Trim Var.149.993
V(Y[t],d=1,D=2)367.478Range91Trim Var.226.018
V(Y[t],d=2,D=2)992.444Range149Trim Var.608.126
V(Y[t],d=3,D=2)3085.68Range274Trim Var.2013.1

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 63.054 & Range & 45 & Trim Var. & 32.5041 \tabularnewline
V(Y[t],d=1,D=0) & 101.586 & Range & 55 & Trim Var. & 63.3256 \tabularnewline
V(Y[t],d=2,D=0) & 301.327 & Range & 83 & Trim Var. & 188.583 \tabularnewline
V(Y[t],d=3,D=0) & 981.465 & Range & 153 & Trim Var. & 625.109 \tabularnewline
V(Y[t],d=0,D=1) & 89.7996 & Range & 39 & Trim Var. & 55.6545 \tabularnewline
V(Y[t],d=1,D=1) & 136.969 & Range & 53 & Trim Var. & 85.6711 \tabularnewline
V(Y[t],d=2,D=1) & 372.619 & Range & 85 & Trim Var. & 244.115 \tabularnewline
V(Y[t],d=3,D=1) & 1148.29 & Range & 151 & Trim Var. & 690.832 \tabularnewline
V(Y[t],d=0,D=2) & 241.941 & Range & 63 & Trim Var. & 149.993 \tabularnewline
V(Y[t],d=1,D=2) & 367.478 & Range & 91 & Trim Var. & 226.018 \tabularnewline
V(Y[t],d=2,D=2) & 992.444 & Range & 149 & Trim Var. & 608.126 \tabularnewline
V(Y[t],d=3,D=2) & 3085.68 & Range & 274 & Trim Var. & 2013.1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310291&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]63.054[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]32.5041[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]101.586[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]63.3256[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]301.327[/C][C]Range[/C][C]83[/C][C]Trim Var.[/C][C]188.583[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]981.465[/C][C]Range[/C][C]153[/C][C]Trim Var.[/C][C]625.109[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]89.7996[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]55.6545[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]136.969[/C][C]Range[/C][C]53[/C][C]Trim Var.[/C][C]85.6711[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]372.619[/C][C]Range[/C][C]85[/C][C]Trim Var.[/C][C]244.115[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1148.29[/C][C]Range[/C][C]151[/C][C]Trim Var.[/C][C]690.832[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]241.941[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]149.993[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]367.478[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]226.018[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]992.444[/C][C]Range[/C][C]149[/C][C]Trim Var.[/C][C]608.126[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3085.68[/C][C]Range[/C][C]274[/C][C]Trim Var.[/C][C]2013.1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=310291&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310291&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)63.054Range45Trim Var.32.5041
V(Y[t],d=1,D=0)101.586Range55Trim Var.63.3256
V(Y[t],d=2,D=0)301.327Range83Trim Var.188.583
V(Y[t],d=3,D=0)981.465Range153Trim Var.625.109
V(Y[t],d=0,D=1)89.7996Range39Trim Var.55.6545
V(Y[t],d=1,D=1)136.969Range53Trim Var.85.6711
V(Y[t],d=2,D=1)372.619Range85Trim Var.244.115
V(Y[t],d=3,D=1)1148.29Range151Trim Var.690.832
V(Y[t],d=0,D=2)241.941Range63Trim Var.149.993
V(Y[t],d=1,D=2)367.478Range91Trim Var.226.018
V(Y[t],d=2,D=2)992.444Range149Trim Var.608.126
V(Y[t],d=3,D=2)3085.68Range274Trim Var.2013.1


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()