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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, 18 Dec 2007 13:26:16 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2007/Dec/18/t1198008535nyiffsfzyxwtfrd.htm/, Retrieved Sat, 04 May 2024 13:43:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=4598, Retrieved Sat, 04 May 2024 13:43:55 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact189

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] [] [2007-12-18 20:26:16] [dd38921fafddee0dfc20da83e9650a2a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8.1
8.3
8.2
8.1
7.7
7.6
7.7
8.2
8.4
8.4
8.6
8.4
8.5
8.7
8.7
8.6
7.4
7.3
7.4
9
9.2
9.2
8.5
8.3
8.3
8.6
8.6
8.5
8.1
8.1
8
8.6
8.7
8.7
8.6
8.4
8.4
8.7
8.7
8.5
8.3
8.3
8.3
8.1
8.2
8.1
8.1
7.9
7.7
8.1
8
7.7
7.8
7.6
7.4
7.7
7.8
7.5
7.2
7

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\begin{tabular}{lllllllll}
\hline
Summary of compuational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4598&T=0

[TABLE]
[ROW][C]Summary of compuational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4598&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4598&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 compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.235525423728813Range2.2Trim Var.0.151226415094340
V(Y[t],d=1,D=0)0.119129164231443Range2.8Trim Var.0.031298984034833
V(Y[t],d=2,D=0)0.202407743496672Range2.9Trim Var.0.0769645550527902
V(Y[t],d=3,D=0)0.545307017543859Range5.1Trim Var.0.229882352941176
V(Y[t],d=0,D=1)0.252322695035461Range1.7Trim Var.0.164378048780488
V(Y[t],d=1,D=1)0.131609620721554Range2.1Trim Var.0.0350121951219512
V(Y[t],d=2,D=1)0.264888888888889Range2.20000000000000Trim Var.0.160512820512820
V(Y[t],d=3,D=1)0.783161616161616Range4Trim Var.0.444993252361673
V(Y[t],d=0,D=2)0.367873015873016Range2.4Trim Var.0.232006048387097
V(Y[t],d=1,D=2)0.357613445378151Range3.7Trim Var.0.085956989247312
V(Y[t],d=2,D=2)0.699081996434937Range3.9Trim Var.0.298226600985221
V(Y[t],d=3,D=2)2.04153409090909Range7Trim Var.1.02100985221675

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.235525423728813 & Range & 2.2 & Trim Var. & 0.151226415094340 \tabularnewline
V(Y[t],d=1,D=0) & 0.119129164231443 & Range & 2.8 & Trim Var. & 0.031298984034833 \tabularnewline
V(Y[t],d=2,D=0) & 0.202407743496672 & Range & 2.9 & Trim Var. & 0.0769645550527902 \tabularnewline
V(Y[t],d=3,D=0) & 0.545307017543859 & Range & 5.1 & Trim Var. & 0.229882352941176 \tabularnewline
V(Y[t],d=0,D=1) & 0.252322695035461 & Range & 1.7 & Trim Var. & 0.164378048780488 \tabularnewline
V(Y[t],d=1,D=1) & 0.131609620721554 & Range & 2.1 & Trim Var. & 0.0350121951219512 \tabularnewline
V(Y[t],d=2,D=1) & 0.264888888888889 & Range & 2.20000000000000 & Trim Var. & 0.160512820512820 \tabularnewline
V(Y[t],d=3,D=1) & 0.783161616161616 & Range & 4 & Trim Var. & 0.444993252361673 \tabularnewline
V(Y[t],d=0,D=2) & 0.367873015873016 & Range & 2.4 & Trim Var. & 0.232006048387097 \tabularnewline
V(Y[t],d=1,D=2) & 0.357613445378151 & Range & 3.7 & Trim Var. & 0.085956989247312 \tabularnewline
V(Y[t],d=2,D=2) & 0.699081996434937 & Range & 3.9 & Trim Var. & 0.298226600985221 \tabularnewline
V(Y[t],d=3,D=2) & 2.04153409090909 & Range & 7 & Trim Var. & 1.02100985221675 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=4598&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.235525423728813[/C][C]Range[/C][C]2.2[/C][C]Trim Var.[/C][C]0.151226415094340[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.119129164231443[/C][C]Range[/C][C]2.8[/C][C]Trim Var.[/C][C]0.031298984034833[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.202407743496672[/C][C]Range[/C][C]2.9[/C][C]Trim Var.[/C][C]0.0769645550527902[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.545307017543859[/C][C]Range[/C][C]5.1[/C][C]Trim Var.[/C][C]0.229882352941176[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.252322695035461[/C][C]Range[/C][C]1.7[/C][C]Trim Var.[/C][C]0.164378048780488[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.131609620721554[/C][C]Range[/C][C]2.1[/C][C]Trim Var.[/C][C]0.0350121951219512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.264888888888889[/C][C]Range[/C][C]2.20000000000000[/C][C]Trim Var.[/C][C]0.160512820512820[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.783161616161616[/C][C]Range[/C][C]4[/C][C]Trim Var.[/C][C]0.444993252361673[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.367873015873016[/C][C]Range[/C][C]2.4[/C][C]Trim Var.[/C][C]0.232006048387097[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.357613445378151[/C][C]Range[/C][C]3.7[/C][C]Trim Var.[/C][C]0.085956989247312[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.699081996434937[/C][C]Range[/C][C]3.9[/C][C]Trim Var.[/C][C]0.298226600985221[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2.04153409090909[/C][C]Range[/C][C]7[/C][C]Trim Var.[/C][C]1.02100985221675[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=4598&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=4598&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)0.235525423728813Range2.2Trim Var.0.151226415094340
V(Y[t],d=1,D=0)0.119129164231443Range2.8Trim Var.0.031298984034833
V(Y[t],d=2,D=0)0.202407743496672Range2.9Trim Var.0.0769645550527902
V(Y[t],d=3,D=0)0.545307017543859Range5.1Trim Var.0.229882352941176
V(Y[t],d=0,D=1)0.252322695035461Range1.7Trim Var.0.164378048780488
V(Y[t],d=1,D=1)0.131609620721554Range2.1Trim Var.0.0350121951219512
V(Y[t],d=2,D=1)0.264888888888889Range2.20000000000000Trim Var.0.160512820512820
V(Y[t],d=3,D=1)0.783161616161616Range4Trim Var.0.444993252361673
V(Y[t],d=0,D=2)0.367873015873016Range2.4Trim Var.0.232006048387097
V(Y[t],d=1,D=2)0.357613445378151Range3.7Trim Var.0.085956989247312
V(Y[t],d=2,D=2)0.699081996434937Range3.9Trim Var.0.298226600985221
V(Y[t],d=3,D=2)2.04153409090909Range7Trim Var.1.02100985221675


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
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)
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(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')