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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 computationWed, 03 Dec 2008 09:40:35 -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/2008/Dec/03/t1228322516fhq0ibpd2c9vzug.htm/, Retrieved Sun, 19 May 2024 05:34:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28781, Retrieved Sun, 19 May 2024 05:34:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact217

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [Werkloosheid 25 t...] [2008-11-28 13:12:46] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Unemployment betw...] [2008-12-02 18:02:05] [6743688719638b0cb1c0a6e0bf433315]
- RMP       [Variance Reduction Matrix] [Total unemploymen...] [2008-12-03 16:40:35] [9b05d7ef5dbcfba4217d280d9092f628] [Current]
- RMP         [(Partial) Autocorrelation Function] [ACF unemployment ...] [2008-12-05 11:53:55] [6743688719638b0cb1c0a6e0bf433315]
-   P           [(Partial) Autocorrelation Function] [ACF unemployment ...] [2008-12-05 11:58:57] [6743688719638b0cb1c0a6e0bf433315]
- RM          [Standard Deviation-Mean Plot] [lambda] [2008-12-11 17:27:28] [6743688719638b0cb1c0a6e0bf433315]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
374556
375021
375787
372720
364431
370490
376974
377632
378205
370861
369167
371551
382842
381903
384502
392058
384359
388884
386586
387495
385705
378670
377367
376911
389827
387820
387267
380575
372402
376740
377795
376126
370804
367980
367866
366121
379421
378519
372423
355072
344693
342892
344178
337606
327103
323953
316532
306307
327225
329573
313761
307836
300074
304198
306122
300414
292133
290616
280244
285179
305486

Tables (Output of Computation)





Summary of computational 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 computational 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=28781&T=0

[TABLE]
[ROW][C]Summary of computational 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=28781&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28781&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 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)1097903315.40601Range111814Trim Var.808693677.43614
V(Y[t],d=1,D=0)54701845.5649718Range38269Trim Var.28309343.4245283
V(Y[t],d=2,D=0)90171559.836353Range49713Trim Var.55517310.563135
V(Y[t],d=3,D=0)231130020.729885Range83660Trim Var.124236594.013198
V(Y[t],d=0,D=1)523918183.326531Range79742Trim Var.390791559.682171
V(Y[t],d=1,D=1)29981106.2548759Range29408Trim Var.12642066.4001161
V(Y[t],d=2,D=1)59366600.4616096Range36913Trim Var.28787191.7280488
V(Y[t],d=3,D=1)175177978.440580Range67990Trim Var.80084849.9461538
V(Y[t],d=0,D=2)383407155.836336Range87710Trim Var.210726294.507576
V(Y[t],d=1,D=2)71071203.8571429Range48511Trim Var.24722621.0322581
V(Y[t],d=2,D=2)130417033.327731Range58127Trim Var.58913614.7806452
V(Y[t],d=3,D=2)360471778.392157Range94846Trim Var.152868735.567816

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1097903315.40601 & Range & 111814 & Trim Var. & 808693677.43614 \tabularnewline
V(Y[t],d=1,D=0) & 54701845.5649718 & Range & 38269 & Trim Var. & 28309343.4245283 \tabularnewline
V(Y[t],d=2,D=0) & 90171559.836353 & Range & 49713 & Trim Var. & 55517310.563135 \tabularnewline
V(Y[t],d=3,D=0) & 231130020.729885 & Range & 83660 & Trim Var. & 124236594.013198 \tabularnewline
V(Y[t],d=0,D=1) & 523918183.326531 & Range & 79742 & Trim Var. & 390791559.682171 \tabularnewline
V(Y[t],d=1,D=1) & 29981106.2548759 & Range & 29408 & Trim Var. & 12642066.4001161 \tabularnewline
V(Y[t],d=2,D=1) & 59366600.4616096 & Range & 36913 & Trim Var. & 28787191.7280488 \tabularnewline
V(Y[t],d=3,D=1) & 175177978.440580 & Range & 67990 & Trim Var. & 80084849.9461538 \tabularnewline
V(Y[t],d=0,D=2) & 383407155.836336 & Range & 87710 & Trim Var. & 210726294.507576 \tabularnewline
V(Y[t],d=1,D=2) & 71071203.8571429 & Range & 48511 & Trim Var. & 24722621.0322581 \tabularnewline
V(Y[t],d=2,D=2) & 130417033.327731 & Range & 58127 & Trim Var. & 58913614.7806452 \tabularnewline
V(Y[t],d=3,D=2) & 360471778.392157 & Range & 94846 & Trim Var. & 152868735.567816 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28781&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1097903315.40601[/C][C]Range[/C][C]111814[/C][C]Trim Var.[/C][C]808693677.43614[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]54701845.5649718[/C][C]Range[/C][C]38269[/C][C]Trim Var.[/C][C]28309343.4245283[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]90171559.836353[/C][C]Range[/C][C]49713[/C][C]Trim Var.[/C][C]55517310.563135[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]231130020.729885[/C][C]Range[/C][C]83660[/C][C]Trim Var.[/C][C]124236594.013198[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]523918183.326531[/C][C]Range[/C][C]79742[/C][C]Trim Var.[/C][C]390791559.682171[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]29981106.2548759[/C][C]Range[/C][C]29408[/C][C]Trim Var.[/C][C]12642066.4001161[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]59366600.4616096[/C][C]Range[/C][C]36913[/C][C]Trim Var.[/C][C]28787191.7280488[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]175177978.440580[/C][C]Range[/C][C]67990[/C][C]Trim Var.[/C][C]80084849.9461538[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]383407155.836336[/C][C]Range[/C][C]87710[/C][C]Trim Var.[/C][C]210726294.507576[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]71071203.8571429[/C][C]Range[/C][C]48511[/C][C]Trim Var.[/C][C]24722621.0322581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]130417033.327731[/C][C]Range[/C][C]58127[/C][C]Trim Var.[/C][C]58913614.7806452[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]360471778.392157[/C][C]Range[/C][C]94846[/C][C]Trim Var.[/C][C]152868735.567816[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28781&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28781&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)1097903315.40601Range111814Trim Var.808693677.43614
V(Y[t],d=1,D=0)54701845.5649718Range38269Trim Var.28309343.4245283
V(Y[t],d=2,D=0)90171559.836353Range49713Trim Var.55517310.563135
V(Y[t],d=3,D=0)231130020.729885Range83660Trim Var.124236594.013198
V(Y[t],d=0,D=1)523918183.326531Range79742Trim Var.390791559.682171
V(Y[t],d=1,D=1)29981106.2548759Range29408Trim Var.12642066.4001161
V(Y[t],d=2,D=1)59366600.4616096Range36913Trim Var.28787191.7280488
V(Y[t],d=3,D=1)175177978.440580Range67990Trim Var.80084849.9461538
V(Y[t],d=0,D=2)383407155.836336Range87710Trim Var.210726294.507576
V(Y[t],d=1,D=2)71071203.8571429Range48511Trim Var.24722621.0322581
V(Y[t],d=2,D=2)130417033.327731Range58127Trim Var.58913614.7806452
V(Y[t],d=3,D=2)360471778.392157Range94846Trim Var.152868735.567816


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 <- 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')