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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 computationSat, 20 Dec 2008 06:24:23 -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/20/t1229779500h7tfvklju3qjylo.htm/, Retrieved Sun, 19 May 2024 08:46:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35352, Retrieved Sun, 19 May 2024 08:46:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact215

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] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-08 10:48:08] [58bf45a666dc5198906262e8815a9722]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2008-12-08 11:24:27] [58bf45a666dc5198906262e8815a9722]
- RMP       [ARIMA Backward Selection] [Backward Selectio...] [2008-12-08 18:32:45] [58bf45a666dc5198906262e8815a9722]
-   P         [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-15 11:53:10] [58bf45a666dc5198906262e8815a9722]
- RMPD            [Variance Reduction Matrix] [VRM hoeveelheid u...] [2008-12-20 13:24:23] [6797a1f4a60918966297e9d9220cabc2] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
100,03
100,49
108,76
105,28
104,55
108,91
105,83
82,12
113,71
117,53
104,75
104,3
102,82
106,86
123,1
112,02
103,66
121,78
107,81
93,54
119,41
117,99
116,82
112,62
105,76
107,86
122,06
114,29
109,95
119,99
103,77
96,02
120,83
110,14
119,77
113,61
106,83
108
126,39
105,09
118,95
120,6
106,07
96,59
118,74
121,88
120,89
105,66
113,76
111,92
127,19
109,19
118,05
123,23
114,68
104,57
115,73
129,87
120,31
104,23
123,92
124,1
125,61
133,91
124,47
129,64
128,58
103,55
129,57

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35352&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35352&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35352&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)101.523815899403Range51.79Trim Var.62.1969098907104
V(Y[t],d=1,D=0)162.288392186128Range56.62Trim Var.100.993218615819
V(Y[t],d=2,D=0)444.688688647671Range94.99Trim Var.272.890889304500
V(Y[t],d=3,D=0)1309.14783459207Range159Trim Var.789.13938185118
V(Y[t],d=0,D=1)38.8322494987469Range33.92Trim Var.21.6298574901961
V(Y[t],d=1,D=1)85.0449326948052Range44.6Trim Var.54.8660581632653
V(Y[t],d=2,D=1)269.509795824916Range84.66Trim Var.161.519964115646
V(Y[t],d=3,D=1)887.978964116003Range147.55Trim Var.522.343530806737
V(Y[t],d=0,D=2)69.474777979798Range36Trim Var.36.3572746288799
V(Y[t],d=1,D=2)135.260646300211Range49.05Trim Var.70.6585067567567
V(Y[t],d=2,D=2)401.930680730897Range84.66Trim Var.221.523602102102
V(Y[t],d=3,D=2)1294.43195638792Range145.09Trim Var.744.234556428571

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 101.523815899403 & Range & 51.79 & Trim Var. & 62.1969098907104 \tabularnewline
V(Y[t],d=1,D=0) & 162.288392186128 & Range & 56.62 & Trim Var. & 100.993218615819 \tabularnewline
V(Y[t],d=2,D=0) & 444.688688647671 & Range & 94.99 & Trim Var. & 272.890889304500 \tabularnewline
V(Y[t],d=3,D=0) & 1309.14783459207 & Range & 159 & Trim Var. & 789.13938185118 \tabularnewline
V(Y[t],d=0,D=1) & 38.8322494987469 & Range & 33.92 & Trim Var. & 21.6298574901961 \tabularnewline
V(Y[t],d=1,D=1) & 85.0449326948052 & Range & 44.6 & Trim Var. & 54.8660581632653 \tabularnewline
V(Y[t],d=2,D=1) & 269.509795824916 & Range & 84.66 & Trim Var. & 161.519964115646 \tabularnewline
V(Y[t],d=3,D=1) & 887.978964116003 & Range & 147.55 & Trim Var. & 522.343530806737 \tabularnewline
V(Y[t],d=0,D=2) & 69.474777979798 & Range & 36 & Trim Var. & 36.3572746288799 \tabularnewline
V(Y[t],d=1,D=2) & 135.260646300211 & Range & 49.05 & Trim Var. & 70.6585067567567 \tabularnewline
V(Y[t],d=2,D=2) & 401.930680730897 & Range & 84.66 & Trim Var. & 221.523602102102 \tabularnewline
V(Y[t],d=3,D=2) & 1294.43195638792 & Range & 145.09 & Trim Var. & 744.234556428571 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35352&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]101.523815899403[/C][C]Range[/C][C]51.79[/C][C]Trim Var.[/C][C]62.1969098907104[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]162.288392186128[/C][C]Range[/C][C]56.62[/C][C]Trim Var.[/C][C]100.993218615819[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]444.688688647671[/C][C]Range[/C][C]94.99[/C][C]Trim Var.[/C][C]272.890889304500[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1309.14783459207[/C][C]Range[/C][C]159[/C][C]Trim Var.[/C][C]789.13938185118[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]38.8322494987469[/C][C]Range[/C][C]33.92[/C][C]Trim Var.[/C][C]21.6298574901961[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]85.0449326948052[/C][C]Range[/C][C]44.6[/C][C]Trim Var.[/C][C]54.8660581632653[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]269.509795824916[/C][C]Range[/C][C]84.66[/C][C]Trim Var.[/C][C]161.519964115646[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]887.978964116003[/C][C]Range[/C][C]147.55[/C][C]Trim Var.[/C][C]522.343530806737[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]69.474777979798[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]36.3572746288799[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]135.260646300211[/C][C]Range[/C][C]49.05[/C][C]Trim Var.[/C][C]70.6585067567567[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]401.930680730897[/C][C]Range[/C][C]84.66[/C][C]Trim Var.[/C][C]221.523602102102[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1294.43195638792[/C][C]Range[/C][C]145.09[/C][C]Trim Var.[/C][C]744.234556428571[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35352&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35352&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)101.523815899403Range51.79Trim Var.62.1969098907104
V(Y[t],d=1,D=0)162.288392186128Range56.62Trim Var.100.993218615819
V(Y[t],d=2,D=0)444.688688647671Range94.99Trim Var.272.890889304500
V(Y[t],d=3,D=0)1309.14783459207Range159Trim Var.789.13938185118
V(Y[t],d=0,D=1)38.8322494987469Range33.92Trim Var.21.6298574901961
V(Y[t],d=1,D=1)85.0449326948052Range44.6Trim Var.54.8660581632653
V(Y[t],d=2,D=1)269.509795824916Range84.66Trim Var.161.519964115646
V(Y[t],d=3,D=1)887.978964116003Range147.55Trim Var.522.343530806737
V(Y[t],d=0,D=2)69.474777979798Range36Trim Var.36.3572746288799
V(Y[t],d=1,D=2)135.260646300211Range49.05Trim Var.70.6585067567567
V(Y[t],d=2,D=2)401.930680730897Range84.66Trim Var.221.523602102102
V(Y[t],d=3,D=2)1294.43195638792Range145.09Trim Var.744.234556428571


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')