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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 computationSun, 07 Dec 2008 04:31:57 -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/07/t1228649548f8i46wzem0btm2c.htm/, Retrieved Sun, 19 May 2024 09:22:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29874, Retrieved Sun, 19 May 2024 09:22:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact186

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] [VRM - inflatie en...] [2008-12-07 11:31:57] [1828943283e41f5e3270e2e73d6433b4] [Current]
-    D    [Variance Reduction Matrix] [VRM - belgische i...] [2008-12-07 11:34:45] [b6c777429d07a05453509ef079833861]
- RM D    [Standard Deviation-Mean Plot] [Belgische inflati...] [2008-12-07 11:36:42] [b6c777429d07a05453509ef079833861]
- RM D    [Standard Deviation-Mean Plot] [inflatie energied...] [2008-12-07 11:38:41] [b6c777429d07a05453509ef079833861]
- RMPD    [Spectral Analysis] [spectrum analyse ...] [2008-12-07 12:20:33] [b6c777429d07a05453509ef079833861]
- RMPD    [ARIMA Backward Selection] [ARMA - belgische ...] [2008-12-07 12:41:01] [b6c777429d07a05453509ef079833861]
-   P       [ARIMA Backward Selection] [paper - Belgische...] [2008-12-13 13:46:22] [b6c777429d07a05453509ef079833861]
- RMPD    [ARIMA Backward Selection] [ARMA - inflatie e...] [2008-12-07 14:04:09] [b6c777429d07a05453509ef079833861]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
19.2
26.6
26.6
31.4
31.2
26.4
20.7
20.7
15
13.3
8.7
10.2
4.3
-0.1
-4.6
-3.9
-3.5
-3.4
-2.5
-1.1
0.3
-0.9
3.6
2.7
-0.2
-1
5.8
6.4
9.6
13.2
10.6
10.9
12.9
15.9
12.2
9.1
9
17.4
14.7
17
13.7
9.5
14.8
13.6
12.6
8.9
10.2
12.7
16
10.4
9.9
9.5
8.6
10
3.5
-4.2
-4.4
-1.5
-0.1
0.8

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29874&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29874&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29874&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)82.3145169491525Range36Trim Var.51.952793904209
V(Y[t],d=1,D=0)12.6338223261251Range16.1Trim Var.8.12208272859216
V(Y[t],d=2,D=0)22.5126588021779Range20.6Trim Var.15.6572699849170
V(Y[t],d=3,D=0)65.0663345864662Range35.7Trim Var.44.121137254902
V(Y[t],d=0,D=1)203.813293439716Range53.7Trim Var.135.182398373984
V(Y[t],d=1,D=1)34.9393154486586Range25.3Trim Var.20.8707195121951
V(Y[t],d=2,D=1)68.5172946859903Range34.9Trim Var.37.8053782051282
V(Y[t],d=3,D=1)205.408181818182Range58.7Trim Var.125.832199730094
V(Y[t],d=0,D=2)497.951642857143Range73.2Trim Var.389.762893145161
V(Y[t],d=1,D=2)110.773058823529Range39Trim Var.77.4078064516129
V(Y[t],d=2,D=2)240.807201426025Range68Trim Var.150.137574712644
V(Y[t],d=3,D=2)753.726534090909Range109.7Trim Var.508.629729064039

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 82.3145169491525 & Range & 36 & Trim Var. & 51.952793904209 \tabularnewline
V(Y[t],d=1,D=0) & 12.6338223261251 & Range & 16.1 & Trim Var. & 8.12208272859216 \tabularnewline
V(Y[t],d=2,D=0) & 22.5126588021779 & Range & 20.6 & Trim Var. & 15.6572699849170 \tabularnewline
V(Y[t],d=3,D=0) & 65.0663345864662 & Range & 35.7 & Trim Var. & 44.121137254902 \tabularnewline
V(Y[t],d=0,D=1) & 203.813293439716 & Range & 53.7 & Trim Var. & 135.182398373984 \tabularnewline
V(Y[t],d=1,D=1) & 34.9393154486586 & Range & 25.3 & Trim Var. & 20.8707195121951 \tabularnewline
V(Y[t],d=2,D=1) & 68.5172946859903 & Range & 34.9 & Trim Var. & 37.8053782051282 \tabularnewline
V(Y[t],d=3,D=1) & 205.408181818182 & Range & 58.7 & Trim Var. & 125.832199730094 \tabularnewline
V(Y[t],d=0,D=2) & 497.951642857143 & Range & 73.2 & Trim Var. & 389.762893145161 \tabularnewline
V(Y[t],d=1,D=2) & 110.773058823529 & Range & 39 & Trim Var. & 77.4078064516129 \tabularnewline
V(Y[t],d=2,D=2) & 240.807201426025 & Range & 68 & Trim Var. & 150.137574712644 \tabularnewline
V(Y[t],d=3,D=2) & 753.726534090909 & Range & 109.7 & Trim Var. & 508.629729064039 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29874&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]82.3145169491525[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]51.952793904209[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12.6338223261251[/C][C]Range[/C][C]16.1[/C][C]Trim Var.[/C][C]8.12208272859216[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]22.5126588021779[/C][C]Range[/C][C]20.6[/C][C]Trim Var.[/C][C]15.6572699849170[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]65.0663345864662[/C][C]Range[/C][C]35.7[/C][C]Trim Var.[/C][C]44.121137254902[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]203.813293439716[/C][C]Range[/C][C]53.7[/C][C]Trim Var.[/C][C]135.182398373984[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]34.9393154486586[/C][C]Range[/C][C]25.3[/C][C]Trim Var.[/C][C]20.8707195121951[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]68.5172946859903[/C][C]Range[/C][C]34.9[/C][C]Trim Var.[/C][C]37.8053782051282[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]205.408181818182[/C][C]Range[/C][C]58.7[/C][C]Trim Var.[/C][C]125.832199730094[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]497.951642857143[/C][C]Range[/C][C]73.2[/C][C]Trim Var.[/C][C]389.762893145161[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]110.773058823529[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]77.4078064516129[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]240.807201426025[/C][C]Range[/C][C]68[/C][C]Trim Var.[/C][C]150.137574712644[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]753.726534090909[/C][C]Range[/C][C]109.7[/C][C]Trim Var.[/C][C]508.629729064039[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29874&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29874&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)82.3145169491525Range36Trim Var.51.952793904209
V(Y[t],d=1,D=0)12.6338223261251Range16.1Trim Var.8.12208272859216
V(Y[t],d=2,D=0)22.5126588021779Range20.6Trim Var.15.6572699849170
V(Y[t],d=3,D=0)65.0663345864662Range35.7Trim Var.44.121137254902
V(Y[t],d=0,D=1)203.813293439716Range53.7Trim Var.135.182398373984
V(Y[t],d=1,D=1)34.9393154486586Range25.3Trim Var.20.8707195121951
V(Y[t],d=2,D=1)68.5172946859903Range34.9Trim Var.37.8053782051282
V(Y[t],d=3,D=1)205.408181818182Range58.7Trim Var.125.832199730094
V(Y[t],d=0,D=2)497.951642857143Range73.2Trim Var.389.762893145161
V(Y[t],d=1,D=2)110.773058823529Range39Trim Var.77.4078064516129
V(Y[t],d=2,D=2)240.807201426025Range68Trim Var.150.137574712644
V(Y[t],d=3,D=2)753.726534090909Range109.7Trim Var.508.629729064039


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')