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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSun, 21 Dec 2008 10:49:45 -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/21/t1229882449s2ytodejjoiirk1.htm/, Retrieved Sun, 19 May 2024 08:52:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35719, Retrieved Sun, 19 May 2024 08:52:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact159

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Variance Reduction Matrix] [Paper ] [2008-12-21 17:49:45] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum
2009-01-07 19:29:12 [Aurélie Van Impe] [reply] 
je verklaring klopt. Misschien kon je nog vermelden waarvoor d en D staan, en waarom je deze moet aanpassen naar 1. Je had kunnen zeggen dat d staat voor de niet seizoenale trend, ook wel de lange termijntrend. D staat voor de seizoenale trend die aanwezig zou kunnen zijn in de tijdreeks. Om een goed model te bekomen (om voorspellingen mee te kunnen maken) zouden best alle verklaarbare elementen, alle trends, verwijderd zijn, zodat we enkel de toevalsfactor overhouden. Daarom moeten we dus 1 keer differentiëren, zowel seizoenaal als niet seizoenaal.

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565742
557274
560576
548854
531673
525919
511038
498662
555362
564591
541657
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379
533590
517945
506174
501866

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35719&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]1 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=35719&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35719&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 time1 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)1705227666.77923Range159527Trim Var.1161948950.88099
V(Y[t],d=1,D=0)339886703.829379Range88991Trim Var.174883843.502795
V(Y[t],d=2,D=0)512519623.671537Range116547Trim Var.269704727.640784
V(Y[t],d=3,D=0)1245835159.85481Range183118Trim Var.622618969.720965
V(Y[t],d=0,D=1)1079869266.98129Range125082Trim Var.783058938.58361
V(Y[t],d=1,D=1)67198614.7974291Range37640Trim Var.35717693.2781649
V(Y[t],d=2,D=1)138156729.810361Range61245Trim Var.64874955.745122
V(Y[t],d=3,D=1)441072051.957971Range107877Trim Var.219472807.476923
V(Y[t],d=0,D=2)1251400319.68919Range132741Trim Var.884432398.371212
V(Y[t],d=1,D=2)160874094.549206Range51545Trim Var.95063174.3054436
V(Y[t],d=2,D=2)380491666.302521Range94798Trim Var.197073101.651613
V(Y[t],d=3,D=2)1211630212.00357Range137188Trim Var.744514592.022989

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1705227666.77923 & Range & 159527 & Trim Var. & 1161948950.88099 \tabularnewline
V(Y[t],d=1,D=0) & 339886703.829379 & Range & 88991 & Trim Var. & 174883843.502795 \tabularnewline
V(Y[t],d=2,D=0) & 512519623.671537 & Range & 116547 & Trim Var. & 269704727.640784 \tabularnewline
V(Y[t],d=3,D=0) & 1245835159.85481 & Range & 183118 & Trim Var. & 622618969.720965 \tabularnewline
V(Y[t],d=0,D=1) & 1079869266.98129 & Range & 125082 & Trim Var. & 783058938.58361 \tabularnewline
V(Y[t],d=1,D=1) & 67198614.7974291 & Range & 37640 & Trim Var. & 35717693.2781649 \tabularnewline
V(Y[t],d=2,D=1) & 138156729.810361 & Range & 61245 & Trim Var. & 64874955.745122 \tabularnewline
V(Y[t],d=3,D=1) & 441072051.957971 & Range & 107877 & Trim Var. & 219472807.476923 \tabularnewline
V(Y[t],d=0,D=2) & 1251400319.68919 & Range & 132741 & Trim Var. & 884432398.371212 \tabularnewline
V(Y[t],d=1,D=2) & 160874094.549206 & Range & 51545 & Trim Var. & 95063174.3054436 \tabularnewline
V(Y[t],d=2,D=2) & 380491666.302521 & Range & 94798 & Trim Var. & 197073101.651613 \tabularnewline
V(Y[t],d=3,D=2) & 1211630212.00357 & Range & 137188 & Trim Var. & 744514592.022989 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35719&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1705227666.77923[/C][C]Range[/C][C]159527[/C][C]Trim Var.[/C][C]1161948950.88099[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]339886703.829379[/C][C]Range[/C][C]88991[/C][C]Trim Var.[/C][C]174883843.502795[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]512519623.671537[/C][C]Range[/C][C]116547[/C][C]Trim Var.[/C][C]269704727.640784[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1245835159.85481[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]622618969.720965[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1079869266.98129[/C][C]Range[/C][C]125082[/C][C]Trim Var.[/C][C]783058938.58361[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]67198614.7974291[/C][C]Range[/C][C]37640[/C][C]Trim Var.[/C][C]35717693.2781649[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]138156729.810361[/C][C]Range[/C][C]61245[/C][C]Trim Var.[/C][C]64874955.745122[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]441072051.957971[/C][C]Range[/C][C]107877[/C][C]Trim Var.[/C][C]219472807.476923[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1251400319.68919[/C][C]Range[/C][C]132741[/C][C]Trim Var.[/C][C]884432398.371212[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]160874094.549206[/C][C]Range[/C][C]51545[/C][C]Trim Var.[/C][C]95063174.3054436[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]380491666.302521[/C][C]Range[/C][C]94798[/C][C]Trim Var.[/C][C]197073101.651613[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1211630212.00357[/C][C]Range[/C][C]137188[/C][C]Trim Var.[/C][C]744514592.022989[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35719&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35719&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)1705227666.77923Range159527Trim Var.1161948950.88099
V(Y[t],d=1,D=0)339886703.829379Range88991Trim Var.174883843.502795
V(Y[t],d=2,D=0)512519623.671537Range116547Trim Var.269704727.640784
V(Y[t],d=3,D=0)1245835159.85481Range183118Trim Var.622618969.720965
V(Y[t],d=0,D=1)1079869266.98129Range125082Trim Var.783058938.58361
V(Y[t],d=1,D=1)67198614.7974291Range37640Trim Var.35717693.2781649
V(Y[t],d=2,D=1)138156729.810361Range61245Trim Var.64874955.745122
V(Y[t],d=3,D=1)441072051.957971Range107877Trim Var.219472807.476923
V(Y[t],d=0,D=2)1251400319.68919Range132741Trim Var.884432398.371212
V(Y[t],d=1,D=2)160874094.549206Range51545Trim Var.95063174.3054436
V(Y[t],d=2,D=2)380491666.302521Range94798Trim Var.197073101.651613
V(Y[t],d=3,D=2)1211630212.00357Range137188Trim Var.744514592.022989


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')