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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 computationThu, 29 Nov 2007 03:30:52 -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/Nov/29/t1196331640ibmetmdd5nfgkyy.htm/, Retrieved Fri, 03 May 2024 07:39:55 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7380, Retrieved Fri, 03 May 2024 07:39:55 +0000
QR Codes:

Original text written by user:Inducing Stationary in Time Series vraag 2
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact173

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 Reductio...] [2007-11-29 10:30:52] [0eafefa7b02d47065fceb6c46f54fbf9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532

Tables (Output of Computation)





Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 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=7380&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]3 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=7380&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7380&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 time3 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)1267.87421383648Range128Trim Var.889.68085106383
V(Y[t],d=1,D=0)313.842525399129Range94Trim Var.113.170212765957
V(Y[t],d=2,D=0)439.099170437406Range107Trim Var.184.877294685990
V(Y[t],d=3,D=0)1075.87294117647Range153Trim Var.447.390909090909
V(Y[t],d=0,D=1)714.207317073171Range95Trim Var.460.580158730159
V(Y[t],d=1,D=1)36.9621951219512Range27Trim Var.17.5928030303030
V(Y[t],d=2,D=1)72.2301282051282Range36Trim Var.42.9223484848485
V(Y[t],d=3,D=1)217.892037786775Range64Trim Var.138.121212121212
V(Y[t],d=0,D=2)219.489655172414Range55Trim Var.148.504615384615
V(Y[t],d=1,D=2)75.115763546798Range37Trim Var.42.7433333333333
V(Y[t],d=2,D=2)152.765873015873Range51Trim Var.86.1286231884058
V(Y[t],d=3,D=2)441.384615384615Range85Trim Var.242.383399209486

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1267.87421383648 & Range & 128 & Trim Var. & 889.68085106383 \tabularnewline
V(Y[t],d=1,D=0) & 313.842525399129 & Range & 94 & Trim Var. & 113.170212765957 \tabularnewline
V(Y[t],d=2,D=0) & 439.099170437406 & Range & 107 & Trim Var. & 184.877294685990 \tabularnewline
V(Y[t],d=3,D=0) & 1075.87294117647 & Range & 153 & Trim Var. & 447.390909090909 \tabularnewline
V(Y[t],d=0,D=1) & 714.207317073171 & Range & 95 & Trim Var. & 460.580158730159 \tabularnewline
V(Y[t],d=1,D=1) & 36.9621951219512 & Range & 27 & Trim Var. & 17.5928030303030 \tabularnewline
V(Y[t],d=2,D=1) & 72.2301282051282 & Range & 36 & Trim Var. & 42.9223484848485 \tabularnewline
V(Y[t],d=3,D=1) & 217.892037786775 & Range & 64 & Trim Var. & 138.121212121212 \tabularnewline
V(Y[t],d=0,D=2) & 219.489655172414 & Range & 55 & Trim Var. & 148.504615384615 \tabularnewline
V(Y[t],d=1,D=2) & 75.115763546798 & Range & 37 & Trim Var. & 42.7433333333333 \tabularnewline
V(Y[t],d=2,D=2) & 152.765873015873 & Range & 51 & Trim Var. & 86.1286231884058 \tabularnewline
V(Y[t],d=3,D=2) & 441.384615384615 & Range & 85 & Trim Var. & 242.383399209486 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7380&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1267.87421383648[/C][C]Range[/C][C]128[/C][C]Trim Var.[/C][C]889.68085106383[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]313.842525399129[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]113.170212765957[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]439.099170437406[/C][C]Range[/C][C]107[/C][C]Trim Var.[/C][C]184.877294685990[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1075.87294117647[/C][C]Range[/C][C]153[/C][C]Trim Var.[/C][C]447.390909090909[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]714.207317073171[/C][C]Range[/C][C]95[/C][C]Trim Var.[/C][C]460.580158730159[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]36.9621951219512[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]17.5928030303030[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]72.2301282051282[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]42.9223484848485[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]217.892037786775[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]138.121212121212[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]219.489655172414[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]148.504615384615[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]75.115763546798[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]42.7433333333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]152.765873015873[/C][C]Range[/C][C]51[/C][C]Trim Var.[/C][C]86.1286231884058[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]441.384615384615[/C][C]Range[/C][C]85[/C][C]Trim Var.[/C][C]242.383399209486[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7380&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7380&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)1267.87421383648Range128Trim Var.889.68085106383
V(Y[t],d=1,D=0)313.842525399129Range94Trim Var.113.170212765957
V(Y[t],d=2,D=0)439.099170437406Range107Trim Var.184.877294685990
V(Y[t],d=3,D=0)1075.87294117647Range153Trim Var.447.390909090909
V(Y[t],d=0,D=1)714.207317073171Range95Trim Var.460.580158730159
V(Y[t],d=1,D=1)36.9621951219512Range27Trim Var.17.5928030303030
V(Y[t],d=2,D=1)72.2301282051282Range36Trim Var.42.9223484848485
V(Y[t],d=3,D=1)217.892037786775Range64Trim Var.138.121212121212
V(Y[t],d=0,D=2)219.489655172414Range55Trim Var.148.504615384615
V(Y[t],d=1,D=2)75.115763546798Range37Trim Var.42.7433333333333
V(Y[t],d=2,D=2)152.765873015873Range51Trim Var.86.1286231884058
V(Y[t],d=3,D=2)441.384615384615Range85Trim Var.242.383399209486


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
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')