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Author*The author of this computation has been verified*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 22 Dec 2017 14:04:43 +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/22/t1513947921fjsdp79cdn2qqi9.htm/, Retrieved Thu, 31 Oct 2024 23:29:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=310772, Retrieved Thu, 31 Oct 2024 23:29:06 +0000
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Original text written by user:Stap 1 voorbeeld 2 (Time Series)
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact113
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Variance Reduction Matrix] [Voorbeeld 2 (VRM)] [2017-12-22 13:04:43] [84a8d6985c1bda8999f49f22468687ba] [Current]
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Dataseries X:
55,5
63
77,2
71,1
90,1
91,5
76,1
87,8
81
77,2
73,8
68,9
68,4
65,2
78,7
77
97,6
88,1
98,7
93,4
68
87,9
75,8
66,3
68,4
71,3
77,4
87,1
88,5
85,9
92,7
88,5
80,2
81,8
70,4
82,2
72,8
69
83
92,4
92,3
100,5
106,9
99,5
85,9
92,6
77,4
84,1
75,3
73,8
100,1
90,7
96,5
111,8
97,4
100,8
93,7
82
86
84,3
73,1
75,4
97,9
97,5
106
112,8
99,5
100,8
102,9
88,8
91,3
88,3
77,4
80,5
96,7
93,8
105
117,1
111,1
105,8
95,7
97,1
91
90,9
83,5
82,3
101,7
108,3
114
118,2
103,4
106,8
95,4
101,8
95,6
94,8
94
82,4
95,8
106,7
114,1
103,9
117,4
105,9
101,7
98,7
91,3
102,3
80,5
86,7
102,6
107,3
108
124,3
117,1
103,9
104,7
95,9
94,2
102,7
70,3
90,2
107,3
104,6
102,7
124,5
117,8
104,2
99,9
91,5
95,7
91,4
86,2
91,5
115,5
113,9
131,9
121,2
105,2
107,5
113,8
100,5
104,8
103,8
93,1
106,2
117,5
109,9
123,6
131,7
111
122
110,9
108
103,6
107,3
94,4
85,2
113,2
111,7
124,3
124
133,4
112,6
115,8
112,3
103,6
111,4
95,1
93,4
117,3
121,5
123,1
139,3
125,8
108,6
121
111,6
99,7
116,7
90,3
90,4
117,3
121,6
114,6
133,3
127,4
115
112,6
108,3
107,6
109
89
102,5
124,5
124,2
130,8
138,7
127,6
130,9
136,9
125,2
131,3
124,1
103,2
118,1
136,5
117,8
145,1
158,8
136,9
132,7




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=310772&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=310772&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310772&T=0

As an alternative you can also use a 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)333.437Range103.3Trim Var.217.597
V(Y[t],d=1,D=0)133.665Range60.4Trim Var.83.5588
V(Y[t],d=2,D=0)329.117Range95.7Trim Var.217.434
V(Y[t],d=3,D=0)1018.82Range170.5Trim Var.677.392
V(Y[t],d=0,D=1)64.8508Range50.2Trim Var.38.5735
V(Y[t],d=1,D=1)119.412Range62.6Trim Var.68.2456
V(Y[t],d=2,D=1)358.227Range108Trim Var.198.81
V(Y[t],d=3,D=1)1175.44Range208.4Trim Var.680.831
V(Y[t],d=0,D=2)162.441Range72.2Trim Var.90.4271
V(Y[t],d=1,D=2)310.525Range104.3Trim Var.178.189
V(Y[t],d=2,D=2)929.709Range178.3Trim Var.521.339
V(Y[t],d=3,D=2)3079.05Range305.5Trim Var.1724.68

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 333.437 & Range & 103.3 & Trim Var. & 217.597 \tabularnewline
V(Y[t],d=1,D=0) & 133.665 & Range & 60.4 & Trim Var. & 83.5588 \tabularnewline
V(Y[t],d=2,D=0) & 329.117 & Range & 95.7 & Trim Var. & 217.434 \tabularnewline
V(Y[t],d=3,D=0) & 1018.82 & Range & 170.5 & Trim Var. & 677.392 \tabularnewline
V(Y[t],d=0,D=1) & 64.8508 & Range & 50.2 & Trim Var. & 38.5735 \tabularnewline
V(Y[t],d=1,D=1) & 119.412 & Range & 62.6 & Trim Var. & 68.2456 \tabularnewline
V(Y[t],d=2,D=1) & 358.227 & Range & 108 & Trim Var. & 198.81 \tabularnewline
V(Y[t],d=3,D=1) & 1175.44 & Range & 208.4 & Trim Var. & 680.831 \tabularnewline
V(Y[t],d=0,D=2) & 162.441 & Range & 72.2 & Trim Var. & 90.4271 \tabularnewline
V(Y[t],d=1,D=2) & 310.525 & Range & 104.3 & Trim Var. & 178.189 \tabularnewline
V(Y[t],d=2,D=2) & 929.709 & Range & 178.3 & Trim Var. & 521.339 \tabularnewline
V(Y[t],d=3,D=2) & 3079.05 & Range & 305.5 & Trim Var. & 1724.68 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=310772&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]333.437[/C][C]Range[/C][C]103.3[/C][C]Trim Var.[/C][C]217.597[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]133.665[/C][C]Range[/C][C]60.4[/C][C]Trim Var.[/C][C]83.5588[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]329.117[/C][C]Range[/C][C]95.7[/C][C]Trim Var.[/C][C]217.434[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1018.82[/C][C]Range[/C][C]170.5[/C][C]Trim Var.[/C][C]677.392[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]64.8508[/C][C]Range[/C][C]50.2[/C][C]Trim Var.[/C][C]38.5735[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]119.412[/C][C]Range[/C][C]62.6[/C][C]Trim Var.[/C][C]68.2456[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]358.227[/C][C]Range[/C][C]108[/C][C]Trim Var.[/C][C]198.81[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1175.44[/C][C]Range[/C][C]208.4[/C][C]Trim Var.[/C][C]680.831[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]162.441[/C][C]Range[/C][C]72.2[/C][C]Trim Var.[/C][C]90.4271[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]310.525[/C][C]Range[/C][C]104.3[/C][C]Trim Var.[/C][C]178.189[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]929.709[/C][C]Range[/C][C]178.3[/C][C]Trim Var.[/C][C]521.339[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3079.05[/C][C]Range[/C][C]305.5[/C][C]Trim Var.[/C][C]1724.68[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=310772&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=310772&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)333.437Range103.3Trim Var.217.597
V(Y[t],d=1,D=0)133.665Range60.4Trim Var.83.5588
V(Y[t],d=2,D=0)329.117Range95.7Trim Var.217.434
V(Y[t],d=3,D=0)1018.82Range170.5Trim Var.677.392
V(Y[t],d=0,D=1)64.8508Range50.2Trim Var.38.5735
V(Y[t],d=1,D=1)119.412Range62.6Trim Var.68.2456
V(Y[t],d=2,D=1)358.227Range108Trim Var.198.81
V(Y[t],d=3,D=1)1175.44Range208.4Trim Var.680.831
V(Y[t],d=0,D=2)162.441Range72.2Trim Var.90.4271
V(Y[t],d=1,D=2)310.525Range104.3Trim Var.178.189
V(Y[t],d=2,D=2)929.709Range178.3Trim Var.521.339
V(Y[t],d=3,D=2)3079.05Range305.5Trim Var.1724.68



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()