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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, 21 Dec 2008 07:07:07 -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/21/t1229868540lhl1wkjlh0zgx5p.htm/, Retrieved Sun, 19 May 2024 09:39:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35584, Retrieved Sun, 19 May 2024 09:39:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [SMP inschrijvinge...] [2008-12-21 10:55:25] [8d78428855b119373cac369316c08983]
-    D  [Standard Deviation-Mean Plot] [Standard deviatio...] [2008-12-21 13:36:43] [8d78428855b119373cac369316c08983]
- RM        [Variance Reduction Matrix] [variance reductio...] [2008-12-21 14:07:07] [d6e9f26c3644bfc30f06303d9993b878] [Current]
- RMP         [(Partial) Autocorrelation Function] [(P)ACF inschrijvi...] [2008-12-21 14:18:33] [8d78428855b119373cac369316c08983]
-   P           [(Partial) Autocorrelation Function] [(P)ACF inschrijvi...] [2008-12-21 14:39:27] [8d78428855b119373cac369316c08983]
- RM            [Spectral Analysis] [spectrum (d=0, D=0)] [2008-12-21 14:50:56] [8d78428855b119373cac369316c08983]
-                 [Spectral Analysis] [spectrum (d=0, D=1)] [2008-12-21 15:01:29] [8d78428855b119373cac369316c08983]
- RM              [ARIMA Backward Selection] [Arima backward se...] [2008-12-21 15:23:44] [8d78428855b119373cac369316c08983]
- RM                [ARIMA Forecasting] [ARIMA forecasting] [2008-12-21 16:05:45] [8d78428855b119373cac369316c08983]
- RMPD              [Central Tendency] [central tendency ...] [2008-12-22 13:25:19] [8d78428855b119373cac369316c08983]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11514
31514
27071
29462
26105
22397
23843
21705
18089
20764
25316
17704
15548
28029
29383
36438
32034
22679
24319
18004
17537
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698
31956
29506
34506
27165
26736
23691
18157
17328
18205
20995
17382
9367
31124
26551
30651
25859
25100
25778
20418
18688
20424
24776
19814
12738

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=35584&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=35584&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35584&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)35556898.3907104Range27071Trim Var.20857032.6698113
V(Y[t],d=1,D=0)47030299.7355932Range31112Trim Var.22496454.4378057
V(Y[t],d=2,D=0)116521607.251315Range56102Trim Var.52201151.3236575
V(Y[t],d=3,D=0)367940527.947066Range91616Trim Var.188153279.406863
V(Y[t],d=0,D=1)9133980.6122449Range14318Trim Var.5382106.87264673
V(Y[t],d=1,D=1)10974055.7300532Range13481Trim Var.6785213.94192799
V(Y[t],d=2,D=1)28191857.0416281Range24648Trim Var.16601538.0951220
V(Y[t],d=3,D=1)87006934.952657Range42263Trim Var.53880134.4198718
V(Y[t],d=0,D=2)30241397.7852853Range27070Trim Var.16568808.4166667
V(Y[t],d=1,D=2)30344622.4277778Range22710Trim Var.18371025.8024194
V(Y[t],d=2,D=2)69104884.087395Range39259Trim Var.37062428.2236559
V(Y[t],d=3,D=2)195208712.620321Range56797Trim Var.119175540.437931

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 35556898.3907104 & Range & 27071 & Trim Var. & 20857032.6698113 \tabularnewline
V(Y[t],d=1,D=0) & 47030299.7355932 & Range & 31112 & Trim Var. & 22496454.4378057 \tabularnewline
V(Y[t],d=2,D=0) & 116521607.251315 & Range & 56102 & Trim Var. & 52201151.3236575 \tabularnewline
V(Y[t],d=3,D=0) & 367940527.947066 & Range & 91616 & Trim Var. & 188153279.406863 \tabularnewline
V(Y[t],d=0,D=1) & 9133980.6122449 & Range & 14318 & Trim Var. & 5382106.87264673 \tabularnewline
V(Y[t],d=1,D=1) & 10974055.7300532 & Range & 13481 & Trim Var. & 6785213.94192799 \tabularnewline
V(Y[t],d=2,D=1) & 28191857.0416281 & Range & 24648 & Trim Var. & 16601538.0951220 \tabularnewline
V(Y[t],d=3,D=1) & 87006934.952657 & Range & 42263 & Trim Var. & 53880134.4198718 \tabularnewline
V(Y[t],d=0,D=2) & 30241397.7852853 & Range & 27070 & Trim Var. & 16568808.4166667 \tabularnewline
V(Y[t],d=1,D=2) & 30344622.4277778 & Range & 22710 & Trim Var. & 18371025.8024194 \tabularnewline
V(Y[t],d=2,D=2) & 69104884.087395 & Range & 39259 & Trim Var. & 37062428.2236559 \tabularnewline
V(Y[t],d=3,D=2) & 195208712.620321 & Range & 56797 & Trim Var. & 119175540.437931 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35584&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]35556898.3907104[/C][C]Range[/C][C]27071[/C][C]Trim Var.[/C][C]20857032.6698113[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]47030299.7355932[/C][C]Range[/C][C]31112[/C][C]Trim Var.[/C][C]22496454.4378057[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]116521607.251315[/C][C]Range[/C][C]56102[/C][C]Trim Var.[/C][C]52201151.3236575[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]367940527.947066[/C][C]Range[/C][C]91616[/C][C]Trim Var.[/C][C]188153279.406863[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]9133980.6122449[/C][C]Range[/C][C]14318[/C][C]Trim Var.[/C][C]5382106.87264673[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]10974055.7300532[/C][C]Range[/C][C]13481[/C][C]Trim Var.[/C][C]6785213.94192799[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]28191857.0416281[/C][C]Range[/C][C]24648[/C][C]Trim Var.[/C][C]16601538.0951220[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]87006934.952657[/C][C]Range[/C][C]42263[/C][C]Trim Var.[/C][C]53880134.4198718[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]30241397.7852853[/C][C]Range[/C][C]27070[/C][C]Trim Var.[/C][C]16568808.4166667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]30344622.4277778[/C][C]Range[/C][C]22710[/C][C]Trim Var.[/C][C]18371025.8024194[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]69104884.087395[/C][C]Range[/C][C]39259[/C][C]Trim Var.[/C][C]37062428.2236559[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]195208712.620321[/C][C]Range[/C][C]56797[/C][C]Trim Var.[/C][C]119175540.437931[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35584&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35584&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)35556898.3907104Range27071Trim Var.20857032.6698113
V(Y[t],d=1,D=0)47030299.7355932Range31112Trim Var.22496454.4378057
V(Y[t],d=2,D=0)116521607.251315Range56102Trim Var.52201151.3236575
V(Y[t],d=3,D=0)367940527.947066Range91616Trim Var.188153279.406863
V(Y[t],d=0,D=1)9133980.6122449Range14318Trim Var.5382106.87264673
V(Y[t],d=1,D=1)10974055.7300532Range13481Trim Var.6785213.94192799
V(Y[t],d=2,D=1)28191857.0416281Range24648Trim Var.16601538.0951220
V(Y[t],d=3,D=1)87006934.952657Range42263Trim Var.53880134.4198718
V(Y[t],d=0,D=2)30241397.7852853Range27070Trim Var.16568808.4166667
V(Y[t],d=1,D=2)30344622.4277778Range22710Trim Var.18371025.8024194
V(Y[t],d=2,D=2)69104884.087395Range39259Trim Var.37062428.2236559
V(Y[t],d=3,D=2)195208712.620321Range56797Trim Var.119175540.437931


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')