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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 computationTue, 09 Dec 2008 06:01:09 -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/09/t1228827742ewdwdfotp4q2esw.htm/, Retrieved Tue, 28 May 2024 13:34:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31355, Retrieved Tue, 28 May 2024 13:34:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact195

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Spectral Analysis] [airline data] [2008-12-02 12:35:12] [0e5eff269cdcaf8789c45b6ee36b0c3d]
F RMPD    [Cross Correlation Function] [airline data] [2008-12-02 13:18:05] [0e5eff269cdcaf8789c45b6ee36b0c3d]
- RMPD      [(Partial) Autocorrelation Function] [paper] [2008-12-02 14:51:55] [0e5eff269cdcaf8789c45b6ee36b0c3d]
- RMP           [Variance Reduction Matrix] [VRM] [2008-12-09 13:01:09] [09074fbe368d26382bb94e5bb318a104] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
35810356.5
35492936.3
38937434.1
40059102.8
37708710.2
41570965.7
36333563
34181220.1
42593543.9
43119727.6
38497690.9
45473273.4
38399780.4
38882302.6
44051120.6
41677559.9
40699203.5
44150027.6
38225518.7
35447405.7
43075518.3
42302792
39743541.7
44670641.2
37123384
37668266.4
46117528.8
42273156.4
39404153.2
45799994.5
38602505.2
39454830.1
47427901.4
46497980.9
45057149.4
50615569.2
43033396.2
46013056.5
54222266.3
46417306.4
51046271.8
51201279.6
43475288.7
44968981.1
53939345.4
54549319.7
54072107.3
58434230.1
51158751
50039368
57872617.4
51642978.8
54534465.9
56094697.8
48189983.1
47492381
52987449.1
55719803.5
53922860.5
54931231.9

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=31355&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=31355&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31355&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)43415604914778.9Range24253010Trim Var.33883939221861.4
V(Y[t],d=1,D=0)24468681605944.6Range16875079Trim Var.19507407344683.8
V(Y[t],d=2,D=0)68958588972295.4Range28448095Trim Var.56393905360125.7
V(Y[t],d=3,D=0)209762442578163Range54094789.7Trim Var.162554113254323
V(Y[t],d=0,D=1)10456806642042.6Range15145116.8Trim Var.6732411586093.09
V(Y[t],d=1,D=1)5497354188402.51Range13738802.1Trim Var.2528322084590.64
V(Y[t],d=2,D=1)15553316457645.7Range25197358.2Trim Var.6825134415795.71
V(Y[t],d=3,D=1)52293607159150Range44648492.2Trim Var.20829778999075.3
V(Y[t],d=0,D=2)29775215493618.2Range24258828Trim Var.18454686507217.6
V(Y[t],d=1,D=2)15446498478389.7Range18624062.3000000Trim Var.6976645156177.22
V(Y[t],d=2,D=2)46524848302865.6Range35455970.6000000Trim Var.18819311982506.5
V(Y[t],d=3,D=2)161421525820434Range62105717.5Trim Var.65615028367754.2

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 43415604914778.9 & Range & 24253010 & Trim Var. & 33883939221861.4 \tabularnewline
V(Y[t],d=1,D=0) & 24468681605944.6 & Range & 16875079 & Trim Var. & 19507407344683.8 \tabularnewline
V(Y[t],d=2,D=0) & 68958588972295.4 & Range & 28448095 & Trim Var. & 56393905360125.7 \tabularnewline
V(Y[t],d=3,D=0) & 209762442578163 & Range & 54094789.7 & Trim Var. & 162554113254323 \tabularnewline
V(Y[t],d=0,D=1) & 10456806642042.6 & Range & 15145116.8 & Trim Var. & 6732411586093.09 \tabularnewline
V(Y[t],d=1,D=1) & 5497354188402.51 & Range & 13738802.1 & Trim Var. & 2528322084590.64 \tabularnewline
V(Y[t],d=2,D=1) & 15553316457645.7 & Range & 25197358.2 & Trim Var. & 6825134415795.71 \tabularnewline
V(Y[t],d=3,D=1) & 52293607159150 & Range & 44648492.2 & Trim Var. & 20829778999075.3 \tabularnewline
V(Y[t],d=0,D=2) & 29775215493618.2 & Range & 24258828 & Trim Var. & 18454686507217.6 \tabularnewline
V(Y[t],d=1,D=2) & 15446498478389.7 & Range & 18624062.3000000 & Trim Var. & 6976645156177.22 \tabularnewline
V(Y[t],d=2,D=2) & 46524848302865.6 & Range & 35455970.6000000 & Trim Var. & 18819311982506.5 \tabularnewline
V(Y[t],d=3,D=2) & 161421525820434 & Range & 62105717.5 & Trim Var. & 65615028367754.2 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31355&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]43415604914778.9[/C][C]Range[/C][C]24253010[/C][C]Trim Var.[/C][C]33883939221861.4[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]24468681605944.6[/C][C]Range[/C][C]16875079[/C][C]Trim Var.[/C][C]19507407344683.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]68958588972295.4[/C][C]Range[/C][C]28448095[/C][C]Trim Var.[/C][C]56393905360125.7[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]209762442578163[/C][C]Range[/C][C]54094789.7[/C][C]Trim Var.[/C][C]162554113254323[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10456806642042.6[/C][C]Range[/C][C]15145116.8[/C][C]Trim Var.[/C][C]6732411586093.09[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5497354188402.51[/C][C]Range[/C][C]13738802.1[/C][C]Trim Var.[/C][C]2528322084590.64[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15553316457645.7[/C][C]Range[/C][C]25197358.2[/C][C]Trim Var.[/C][C]6825134415795.71[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]52293607159150[/C][C]Range[/C][C]44648492.2[/C][C]Trim Var.[/C][C]20829778999075.3[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]29775215493618.2[/C][C]Range[/C][C]24258828[/C][C]Trim Var.[/C][C]18454686507217.6[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]15446498478389.7[/C][C]Range[/C][C]18624062.3000000[/C][C]Trim Var.[/C][C]6976645156177.22[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]46524848302865.6[/C][C]Range[/C][C]35455970.6000000[/C][C]Trim Var.[/C][C]18819311982506.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]161421525820434[/C][C]Range[/C][C]62105717.5[/C][C]Trim Var.[/C][C]65615028367754.2[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31355&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31355&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)43415604914778.9Range24253010Trim Var.33883939221861.4
V(Y[t],d=1,D=0)24468681605944.6Range16875079Trim Var.19507407344683.8
V(Y[t],d=2,D=0)68958588972295.4Range28448095Trim Var.56393905360125.7
V(Y[t],d=3,D=0)209762442578163Range54094789.7Trim Var.162554113254323
V(Y[t],d=0,D=1)10456806642042.6Range15145116.8Trim Var.6732411586093.09
V(Y[t],d=1,D=1)5497354188402.51Range13738802.1Trim Var.2528322084590.64
V(Y[t],d=2,D=1)15553316457645.7Range25197358.2Trim Var.6825134415795.71
V(Y[t],d=3,D=1)52293607159150Range44648492.2Trim Var.20829778999075.3
V(Y[t],d=0,D=2)29775215493618.2Range24258828Trim Var.18454686507217.6
V(Y[t],d=1,D=2)15446498478389.7Range18624062.3000000Trim Var.6976645156177.22
V(Y[t],d=2,D=2)46524848302865.6Range35455970.6000000Trim Var.18819311982506.5
V(Y[t],d=3,D=2)161421525820434Range62105717.5Trim Var.65615028367754.2


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')