FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationSat, 13 Dec 2008 13:12:45 -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/13/t122919920493qc6spf2xahdbq.htm/, Retrieved Sun, 19 May 2024 06:08:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=33209, Retrieved Sun, 19 May 2024 06:08:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact174

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] [Import uit Amerika] [2008-10-13 18:55:55] [b943bd7078334192ff8343563ee31113]
- RMPD  [Histogram] [Paper Analyse (1)] [2008-12-13 13:37:46] [b943bd7078334192ff8343563ee31113]
- RMP     [Tukey lambda PPCC Plot] [Paper Analyse (2)] [2008-12-13 14:19:33] [b943bd7078334192ff8343563ee31113]
- RM        [Central Tendency] [Paper Analyse (3)] [2008-12-13 14:48:04] [b943bd7078334192ff8343563ee31113]
- RMP         [Mean Plot] [Paper Analyse (4)] [2008-12-13 16:59:19] [b943bd7078334192ff8343563ee31113]
- RMPD          [Pearson Correlation] [Paper Analyse (5)] [2008-12-13 17:21:52] [b943bd7078334192ff8343563ee31113]
-    D            [Pearson Correlation] [Paper Analyse (6)] [2008-12-13 17:43:27] [b943bd7078334192ff8343563ee31113]
- RM D              [Partial Correlation] [Paper Analyse (7)] [2008-12-13 19:17:34] [b943bd7078334192ff8343563ee31113]
- RMPD                [Standard Deviation-Mean Plot] [Paper Analyse (8)] [2008-12-13 20:10:46] [b943bd7078334192ff8343563ee31113]
- RM                      [Variance Reduction Matrix] [Paper Analyse (9)] [2008-12-13 20:12:45] [620b6ad5c4696049e39cb73ce029682c] [Current]
- RMP                       [(Partial) Autocorrelation Function] [Paper Analyse (10)] [2008-12-14 09:58:13] [b943bd7078334192ff8343563ee31113]
-   P                         [(Partial) Autocorrelation Function] [Paper Analyse (11)] [2008-12-14 09:59:43] [b943bd7078334192ff8343563ee31113]
-   P                           [(Partial) Autocorrelation Function] [Paper Analyse (12)] [2008-12-14 10:02:10] [b943bd7078334192ff8343563ee31113]
- RMP                             [ARIMA Backward Selection] [Paper Analyse (13)] [2008-12-14 10:33:42] [b943bd7078334192ff8343563ee31113]
- RMP                           [Spectral Analysis] [Paper Analyse (14)] [2008-12-17 14:20:55] [b943bd7078334192ff8343563ee31113]
- RM                            [Spectral Analysis] [Paper Analyse (15)] [2008-12-17 14:41:03] [b943bd7078334192ff8343563ee31113]
- RMP                           [ARIMA Backward Selection] [ARIMA Backward Mo...] [2008-12-17 15:08:32] [b943bd7078334192ff8343563ee31113]
-   P                         [(Partial) Autocorrelation Function] [Paper Analyse (16)] [2008-12-21 11:54:36] [b943bd7078334192ff8343563ee31113]
-   P                           [(Partial) Autocorrelation Function] [Paper Analyse (17)] [2008-12-21 11:57:49] [b943bd7078334192ff8343563ee31113]
- RMP                             [Spectral Analysis] [Paper Analyse (18)] [2008-12-21 12:02:44] [b943bd7078334192ff8343563ee31113]
-   P                               [Spectral Analysis] [Paper Analyse (19)] [2008-12-21 12:06:49] [b943bd7078334192ff8343563ee31113]
- RMP                                 [ARIMA Backward Selection] [Paper Analyse (20)] [2008-12-21 12:13:35] [b943bd7078334192ff8343563ee31113]
- RMP                                   [ARIMA Forecasting] [Paper Analyse (21)] [2008-12-21 13:12:31] [b943bd7078334192ff8343563ee31113]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1593
1477.9
1733.7
1569.7
1843.7
1950.3
1657.5
1772.1
1568.3
1809.8
1646.7
1808.5
1763.9
1625.5
1538.8
1342.4
1645.1
1619.9
1338.1
1505.5
1529.1
1511.9
1656.7
1694.4
1662.3
1588.7
1483.3
1585.6
1658.9
1584.4
1470.6
1618.7
1407.6
1473.9
1515.3
1485.4
1496.1
1493.5
1298.4
1375.3
1507.9
1455.3
1363.3
1392.8
1348.8
1880.3
1669.2
1543.6
1701.2
1516.5
1466.8
1484.1
1577.2
1684.5
1414.7
1674.5
1598.7
1739.1
1674.6
1671.8
1802
1526.8
1580.9
1634.8
1610.3
1712
1678.8
1708.1
1680.6
2056
1624
2021.4
1861.1
1750.8
1767.5
1710.3
2151.5
2047.9
1915.4
1984.7
1896.5
2170.8
2139.9
2330.5
2121.8
2226.8
1857.9
2155.9
2341.7
2290.2
2006.5
2111.9
1731.3
1762.2
1863.2
1943.5
1975.2

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=33209&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=33209&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33209&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)58160.7571069588Range1043.3Trim Var.38040.8784870356
V(Y[t],d=1,D=0)32492.1733289474Range963.5Trim Var.18667.8315458276
V(Y[t],d=2,D=0)97066.9429294513Range1636.8Trim Var.60515.4602745098
V(Y[t],d=3,D=0)330269.332039579Range3023.9Trim Var.209549.580360011
V(Y[t],d=0,D=1)44991.942022409Range949.8Trim Var.27708.1306954955
V(Y[t],d=1,D=1)37512.7821156053Range856.8Trim Var.21773.5082413921
V(Y[t],d=2,D=1)112705.330811049Range1485.4Trim Var.69097.2317884323
V(Y[t],d=3,D=1)378686.557700994Range2828.6Trim Var.224617.989475743
V(Y[t],d=0,D=2)88532.5991628615Range1359.1Trim Var.56079.9218846154
V(Y[t],d=1,D=2)97913.8780907668Range1624.9Trim Var.55960.4841964286
V(Y[t],d=2,D=2)289954.028559356Range2631Trim Var.168528.196287762
V(Y[t],d=3,D=2)964732.273507246Range4705Trim Var.559040.151573242

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 58160.7571069588 & Range & 1043.3 & Trim Var. & 38040.8784870356 \tabularnewline
V(Y[t],d=1,D=0) & 32492.1733289474 & Range & 963.5 & Trim Var. & 18667.8315458276 \tabularnewline
V(Y[t],d=2,D=0) & 97066.9429294513 & Range & 1636.8 & Trim Var. & 60515.4602745098 \tabularnewline
V(Y[t],d=3,D=0) & 330269.332039579 & Range & 3023.9 & Trim Var. & 209549.580360011 \tabularnewline
V(Y[t],d=0,D=1) & 44991.942022409 & Range & 949.8 & Trim Var. & 27708.1306954955 \tabularnewline
V(Y[t],d=1,D=1) & 37512.7821156053 & Range & 856.8 & Trim Var. & 21773.5082413921 \tabularnewline
V(Y[t],d=2,D=1) & 112705.330811049 & Range & 1485.4 & Trim Var. & 69097.2317884323 \tabularnewline
V(Y[t],d=3,D=1) & 378686.557700994 & Range & 2828.6 & Trim Var. & 224617.989475743 \tabularnewline
V(Y[t],d=0,D=2) & 88532.5991628615 & Range & 1359.1 & Trim Var. & 56079.9218846154 \tabularnewline
V(Y[t],d=1,D=2) & 97913.8780907668 & Range & 1624.9 & Trim Var. & 55960.4841964286 \tabularnewline
V(Y[t],d=2,D=2) & 289954.028559356 & Range & 2631 & Trim Var. & 168528.196287762 \tabularnewline
V(Y[t],d=3,D=2) & 964732.273507246 & Range & 4705 & Trim Var. & 559040.151573242 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=33209&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]58160.7571069588[/C][C]Range[/C][C]1043.3[/C][C]Trim Var.[/C][C]38040.8784870356[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]32492.1733289474[/C][C]Range[/C][C]963.5[/C][C]Trim Var.[/C][C]18667.8315458276[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]97066.9429294513[/C][C]Range[/C][C]1636.8[/C][C]Trim Var.[/C][C]60515.4602745098[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]330269.332039579[/C][C]Range[/C][C]3023.9[/C][C]Trim Var.[/C][C]209549.580360011[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]44991.942022409[/C][C]Range[/C][C]949.8[/C][C]Trim Var.[/C][C]27708.1306954955[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]37512.7821156053[/C][C]Range[/C][C]856.8[/C][C]Trim Var.[/C][C]21773.5082413921[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]112705.330811049[/C][C]Range[/C][C]1485.4[/C][C]Trim Var.[/C][C]69097.2317884323[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]378686.557700994[/C][C]Range[/C][C]2828.6[/C][C]Trim Var.[/C][C]224617.989475743[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]88532.5991628615[/C][C]Range[/C][C]1359.1[/C][C]Trim Var.[/C][C]56079.9218846154[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]97913.8780907668[/C][C]Range[/C][C]1624.9[/C][C]Trim Var.[/C][C]55960.4841964286[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]289954.028559356[/C][C]Range[/C][C]2631[/C][C]Trim Var.[/C][C]168528.196287762[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]964732.273507246[/C][C]Range[/C][C]4705[/C][C]Trim Var.[/C][C]559040.151573242[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=33209&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=33209&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)58160.7571069588Range1043.3Trim Var.38040.8784870356
V(Y[t],d=1,D=0)32492.1733289474Range963.5Trim Var.18667.8315458276
V(Y[t],d=2,D=0)97066.9429294513Range1636.8Trim Var.60515.4602745098
V(Y[t],d=3,D=0)330269.332039579Range3023.9Trim Var.209549.580360011
V(Y[t],d=0,D=1)44991.942022409Range949.8Trim Var.27708.1306954955
V(Y[t],d=1,D=1)37512.7821156053Range856.8Trim Var.21773.5082413921
V(Y[t],d=2,D=1)112705.330811049Range1485.4Trim Var.69097.2317884323
V(Y[t],d=3,D=1)378686.557700994Range2828.6Trim Var.224617.989475743
V(Y[t],d=0,D=2)88532.5991628615Range1359.1Trim Var.56079.9218846154
V(Y[t],d=1,D=2)97913.8780907668Range1624.9Trim Var.55960.4841964286
V(Y[t],d=2,D=2)289954.028559356Range2631Trim Var.168528.196287762
V(Y[t],d=3,D=2)964732.273507246Range4705Trim Var.559040.151573242


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')