FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 03:32:54 -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/t11963317989tsvi7z0zb8i26l.htm/, Retrieved Fri, 03 May 2024 07:34:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=7385, Retrieved Fri, 03 May 2024 07:34:32 +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 Impact181

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 10:32:54] [0eafefa7b02d47065fceb6c46f54fbf9] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-11,8
-11,4
-17,7
-17,3
-18,6
-17,9
-21,4
-19,4
-15,5
-7,7
-0,7
-1,6
1,4
0,7
9,5
1,4
4,1
6,6
18,4
16,9
9,2
-4,3
-5,9
-7,7
-5,4
-2,3
-4,8
2,3
-5,2
-10
-17,1
-14,4
-3,9
3,7
6,5
0,9
-4,1
-7
-12,2
-2,5
4,4
13,7
12,3
13,4
2,2
1,7
-7,2
-4,8
-2,9
-2,4
-2,5
-5,3
-7,1
-8

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=7385&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=7385&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7385&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)91.2453843466108Range39.8Trim Var.60.5346409574468
V(Y[t],d=1,D=0)32.1716835994194Range25.3Trim Var.20.4804255319149
V(Y[t],d=2,D=0)52.7972058823529Range31.8Trim Var.33.8908019323671
V(Y[t],d=3,D=0)155.791749019608Range54.1Trim Var.97.9676464646464
V(Y[t],d=0,D=1)299.568896631823Range75.3Trim Var.167.133111111111
V(Y[t],d=1,D=1)115.489060975610Range42.8Trim Var.68.6816302521008
V(Y[t],d=2,D=1)163.234352564103Range51.9Trim Var.112.217611111111
V(Y[t],d=3,D=1)435.802024291498Range93.5Trim Var.272.255848739496
V(Y[t],d=0,D=2)1050.76837931034Range140.2Trim Var.504.201046153846
V(Y[t],d=1,D=2)437.760467980296Range82.3Trim Var.283.75
V(Y[t],d=2,D=2)557.798835978836Range88Trim Var.353.274782608696
V(Y[t],d=3,D=2)1388.12438746439Range169.4Trim Var.704.358102766798

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 91.2453843466108 & Range & 39.8 & Trim Var. & 60.5346409574468 \tabularnewline
V(Y[t],d=1,D=0) & 32.1716835994194 & Range & 25.3 & Trim Var. & 20.4804255319149 \tabularnewline
V(Y[t],d=2,D=0) & 52.7972058823529 & Range & 31.8 & Trim Var. & 33.8908019323671 \tabularnewline
V(Y[t],d=3,D=0) & 155.791749019608 & Range & 54.1 & Trim Var. & 97.9676464646464 \tabularnewline
V(Y[t],d=0,D=1) & 299.568896631823 & Range & 75.3 & Trim Var. & 167.133111111111 \tabularnewline
V(Y[t],d=1,D=1) & 115.489060975610 & Range & 42.8 & Trim Var. & 68.6816302521008 \tabularnewline
V(Y[t],d=2,D=1) & 163.234352564103 & Range & 51.9 & Trim Var. & 112.217611111111 \tabularnewline
V(Y[t],d=3,D=1) & 435.802024291498 & Range & 93.5 & Trim Var. & 272.255848739496 \tabularnewline
V(Y[t],d=0,D=2) & 1050.76837931034 & Range & 140.2 & Trim Var. & 504.201046153846 \tabularnewline
V(Y[t],d=1,D=2) & 437.760467980296 & Range & 82.3 & Trim Var. & 283.75 \tabularnewline
V(Y[t],d=2,D=2) & 557.798835978836 & Range & 88 & Trim Var. & 353.274782608696 \tabularnewline
V(Y[t],d=3,D=2) & 1388.12438746439 & Range & 169.4 & Trim Var. & 704.358102766798 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=7385&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]91.2453843466108[/C][C]Range[/C][C]39.8[/C][C]Trim Var.[/C][C]60.5346409574468[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]32.1716835994194[/C][C]Range[/C][C]25.3[/C][C]Trim Var.[/C][C]20.4804255319149[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]52.7972058823529[/C][C]Range[/C][C]31.8[/C][C]Trim Var.[/C][C]33.8908019323671[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]155.791749019608[/C][C]Range[/C][C]54.1[/C][C]Trim Var.[/C][C]97.9676464646464[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]299.568896631823[/C][C]Range[/C][C]75.3[/C][C]Trim Var.[/C][C]167.133111111111[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]115.489060975610[/C][C]Range[/C][C]42.8[/C][C]Trim Var.[/C][C]68.6816302521008[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]163.234352564103[/C][C]Range[/C][C]51.9[/C][C]Trim Var.[/C][C]112.217611111111[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]435.802024291498[/C][C]Range[/C][C]93.5[/C][C]Trim Var.[/C][C]272.255848739496[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1050.76837931034[/C][C]Range[/C][C]140.2[/C][C]Trim Var.[/C][C]504.201046153846[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]437.760467980296[/C][C]Range[/C][C]82.3[/C][C]Trim Var.[/C][C]283.75[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]557.798835978836[/C][C]Range[/C][C]88[/C][C]Trim Var.[/C][C]353.274782608696[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1388.12438746439[/C][C]Range[/C][C]169.4[/C][C]Trim Var.[/C][C]704.358102766798[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=7385&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=7385&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)91.2453843466108Range39.8Trim Var.60.5346409574468
V(Y[t],d=1,D=0)32.1716835994194Range25.3Trim Var.20.4804255319149
V(Y[t],d=2,D=0)52.7972058823529Range31.8Trim Var.33.8908019323671
V(Y[t],d=3,D=0)155.791749019608Range54.1Trim Var.97.9676464646464
V(Y[t],d=0,D=1)299.568896631823Range75.3Trim Var.167.133111111111
V(Y[t],d=1,D=1)115.489060975610Range42.8Trim Var.68.6816302521008
V(Y[t],d=2,D=1)163.234352564103Range51.9Trim Var.112.217611111111
V(Y[t],d=3,D=1)435.802024291498Range93.5Trim Var.272.255848739496
V(Y[t],d=0,D=2)1050.76837931034Range140.2Trim Var.504.201046153846
V(Y[t],d=1,D=2)437.760467980296Range82.3Trim Var.283.75
V(Y[t],d=2,D=2)557.798835978836Range88Trim Var.353.274782608696
V(Y[t],d=3,D=2)1388.12438746439Range169.4Trim Var.704.358102766798


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')