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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 computationMon, 23 Jan 2017 10:28:53 +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/Jan/23/t1485163744fn63bggb2hs55lq.htm/, Retrieved Fri, 01 Nov 2024 01:04:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=304380, Retrieved Fri, 01 Nov 2024 01:04:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact92

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 Reduction] [2017-01-23 09:28:53] [7b02c9ca65294818d9c418453f92ae83] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3035
2552
2704
2554
2014
1655
1721
1524
1596
2074
2199
2512
2933
2889
2938
2497
1870
1726
1607
1545
1396
1787
2076
2837
2787
3891
3179
2011
1636
1580
1489
1300
1356
1653
2013
2823
3102
2294
2385
2444
1748
1554
1498
1361
1346
1564
1640
2293
2815
3137
2679
1969
1870
1633
1529
1366
1357
1570
1535
2491
3084
2605
2573
2143
1693
1504
1461
1354
1333
1492
1781
1915

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=304380&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=304380&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=304380&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)371912Range2591Trim Var.275419
V(Y[t],d=1,D=0)170588Range2272Trim Var.89252.8
V(Y[t],d=2,D=0)243166Range2970Trim Var.109953
V(Y[t],d=3,D=0)637662Range4956Trim Var.302126
V(Y[t],d=0,D=1)130942Range2599Trim Var.44617.7
V(Y[t],d=1,D=1)243827Range3139Trim Var.97475.1
V(Y[t],d=2,D=1)616786Range4956Trim Var.231683
V(Y[t],d=3,D=1)1783680Range8484Trim Var.780950
V(Y[t],d=0,D=2)489335Range5039Trim Var.129657
V(Y[t],d=1,D=2)935137Range6102Trim Var.260776
V(Y[t],d=2,D=2)2382350Range9018Trim Var.691163
V(Y[t],d=3,D=2)6873340Range16006Trim Var.2487430

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 371912 & Range & 2591 & Trim Var. & 275419 \tabularnewline
V(Y[t],d=1,D=0) & 170588 & Range & 2272 & Trim Var. & 89252.8 \tabularnewline
V(Y[t],d=2,D=0) & 243166 & Range & 2970 & Trim Var. & 109953 \tabularnewline
V(Y[t],d=3,D=0) & 637662 & Range & 4956 & Trim Var. & 302126 \tabularnewline
V(Y[t],d=0,D=1) & 130942 & Range & 2599 & Trim Var. & 44617.7 \tabularnewline
V(Y[t],d=1,D=1) & 243827 & Range & 3139 & Trim Var. & 97475.1 \tabularnewline
V(Y[t],d=2,D=1) & 616786 & Range & 4956 & Trim Var. & 231683 \tabularnewline
V(Y[t],d=3,D=1) & 1783680 & Range & 8484 & Trim Var. & 780950 \tabularnewline
V(Y[t],d=0,D=2) & 489335 & Range & 5039 & Trim Var. & 129657 \tabularnewline
V(Y[t],d=1,D=2) & 935137 & Range & 6102 & Trim Var. & 260776 \tabularnewline
V(Y[t],d=2,D=2) & 2382350 & Range & 9018 & Trim Var. & 691163 \tabularnewline
V(Y[t],d=3,D=2) & 6873340 & Range & 16006 & Trim Var. & 2487430 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=304380&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]371912[/C][C]Range[/C][C]2591[/C][C]Trim Var.[/C][C]275419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]170588[/C][C]Range[/C][C]2272[/C][C]Trim Var.[/C][C]89252.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]243166[/C][C]Range[/C][C]2970[/C][C]Trim Var.[/C][C]109953[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]637662[/C][C]Range[/C][C]4956[/C][C]Trim Var.[/C][C]302126[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]130942[/C][C]Range[/C][C]2599[/C][C]Trim Var.[/C][C]44617.7[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]243827[/C][C]Range[/C][C]3139[/C][C]Trim Var.[/C][C]97475.1[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]616786[/C][C]Range[/C][C]4956[/C][C]Trim Var.[/C][C]231683[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1783680[/C][C]Range[/C][C]8484[/C][C]Trim Var.[/C][C]780950[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]489335[/C][C]Range[/C][C]5039[/C][C]Trim Var.[/C][C]129657[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]935137[/C][C]Range[/C][C]6102[/C][C]Trim Var.[/C][C]260776[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2382350[/C][C]Range[/C][C]9018[/C][C]Trim Var.[/C][C]691163[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6873340[/C][C]Range[/C][C]16006[/C][C]Trim Var.[/C][C]2487430[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=304380&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=304380&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)371912Range2591Trim Var.275419
V(Y[t],d=1,D=0)170588Range2272Trim Var.89252.8
V(Y[t],d=2,D=0)243166Range2970Trim Var.109953
V(Y[t],d=3,D=0)637662Range4956Trim Var.302126
V(Y[t],d=0,D=1)130942Range2599Trim Var.44617.7
V(Y[t],d=1,D=1)243827Range3139Trim Var.97475.1
V(Y[t],d=2,D=1)616786Range4956Trim Var.231683
V(Y[t],d=3,D=1)1783680Range8484Trim Var.780950
V(Y[t],d=0,D=2)489335Range5039Trim Var.129657
V(Y[t],d=1,D=2)935137Range6102Trim Var.260776
V(Y[t],d=2,D=2)2382350Range9018Trim Var.691163
V(Y[t],d=3,D=2)6873340Range16006Trim Var.2487430


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()