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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, 14 Dec 2010 10:23:17 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/14/t1292322256hc6fefod60egk63.htm/, Retrieved Thu, 02 May 2024 14:15:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109359, Retrieved Thu, 02 May 2024 14:15:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact138

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [Faillissementen V...] [2010-12-14 08:51:21] [13c73ac943380855a1c72833078e44d2]
-   P   [(Partial) Autocorrelation Function] [Faillissementen V...] [2010-12-14 09:09:28] [13c73ac943380855a1c72833078e44d2]
- RMP     [Spectral Analysis] [Faillissementen V...] [2010-12-14 09:27:52] [13c73ac943380855a1c72833078e44d2]
- RMPD      [(Partial) Autocorrelation Function] [Faillissementen W...] [2010-12-14 10:11:32] [049b50ae610f671f7417ed8e2d1295c1]
- RM          [Spectral Analysis] [Faillissementen W...] [2010-12-14 10:17:19] [049b50ae610f671f7417ed8e2d1295c1]
- RM              [Variance Reduction Matrix] [Faillissementen W...] [2010-12-14 10:23:17] [9003764b6a75599accb6eea9154ba195] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
182
213
227
209
219
221
114
97
205
215
224
189
182
201
198
173
238
258
122
101
259
243
188
173
224
215
196
159
187
208
131
93
210
228
176
195
188
188
190
188
176
225
93
79
235
247
195
197
211
156
209
180
185
303
129
85
249
231
212
240
234
217
287
221
208
241
156
96
320
242
227
200

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109359&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]3 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=109359&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109359&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 time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)2495.39417057903Range241Trim Var.1441.76091269841
V(Y[t],d=1,D=0)4531.96338028169Range398Trim Var.1821.54377880184
V(Y[t],d=2,D=0)11319.216563147Range586Trim Var.5800.0941300899
V(Y[t],d=3,D=0)31855.3034953112Range1008Trim Var.15091.4633879781
V(Y[t],d=0,D=1)1029.43615819209Range140Trim Var.662.11320754717
V(Y[t],d=1,D=1)1477.11864406780Range174Trim Var.1047.14804063861
V(Y[t],d=2,D=1)3933.38808227465Range294Trim Var.2702.43250377074
V(Y[t],d=3,D=1)12701.7650375940Range520Trim Var.8723.51843137255
V(Y[t],d=0,D=2)2539.44503546099Range233Trim Var.1478.27003484321
V(Y[t],d=1,D=2)3697.18593894542Range285Trim Var.2165.31219512195
V(Y[t],d=2,D=2)9205.80338164251Range428Trim Var.5819.88717948718
V(Y[t],d=3,D=2)28790.4818181818Range806Trim Var.16614.9203778677

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2495.39417057903 & Range & 241 & Trim Var. & 1441.76091269841 \tabularnewline
V(Y[t],d=1,D=0) & 4531.96338028169 & Range & 398 & Trim Var. & 1821.54377880184 \tabularnewline
V(Y[t],d=2,D=0) & 11319.216563147 & Range & 586 & Trim Var. & 5800.0941300899 \tabularnewline
V(Y[t],d=3,D=0) & 31855.3034953112 & Range & 1008 & Trim Var. & 15091.4633879781 \tabularnewline
V(Y[t],d=0,D=1) & 1029.43615819209 & Range & 140 & Trim Var. & 662.11320754717 \tabularnewline
V(Y[t],d=1,D=1) & 1477.11864406780 & Range & 174 & Trim Var. & 1047.14804063861 \tabularnewline
V(Y[t],d=2,D=1) & 3933.38808227465 & Range & 294 & Trim Var. & 2702.43250377074 \tabularnewline
V(Y[t],d=3,D=1) & 12701.7650375940 & Range & 520 & Trim Var. & 8723.51843137255 \tabularnewline
V(Y[t],d=0,D=2) & 2539.44503546099 & Range & 233 & Trim Var. & 1478.27003484321 \tabularnewline
V(Y[t],d=1,D=2) & 3697.18593894542 & Range & 285 & Trim Var. & 2165.31219512195 \tabularnewline
V(Y[t],d=2,D=2) & 9205.80338164251 & Range & 428 & Trim Var. & 5819.88717948718 \tabularnewline
V(Y[t],d=3,D=2) & 28790.4818181818 & Range & 806 & Trim Var. & 16614.9203778677 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109359&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2495.39417057903[/C][C]Range[/C][C]241[/C][C]Trim Var.[/C][C]1441.76091269841[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4531.96338028169[/C][C]Range[/C][C]398[/C][C]Trim Var.[/C][C]1821.54377880184[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]11319.216563147[/C][C]Range[/C][C]586[/C][C]Trim Var.[/C][C]5800.0941300899[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]31855.3034953112[/C][C]Range[/C][C]1008[/C][C]Trim Var.[/C][C]15091.4633879781[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1029.43615819209[/C][C]Range[/C][C]140[/C][C]Trim Var.[/C][C]662.11320754717[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1477.11864406780[/C][C]Range[/C][C]174[/C][C]Trim Var.[/C][C]1047.14804063861[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3933.38808227465[/C][C]Range[/C][C]294[/C][C]Trim Var.[/C][C]2702.43250377074[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]12701.7650375940[/C][C]Range[/C][C]520[/C][C]Trim Var.[/C][C]8723.51843137255[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2539.44503546099[/C][C]Range[/C][C]233[/C][C]Trim Var.[/C][C]1478.27003484321[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3697.18593894542[/C][C]Range[/C][C]285[/C][C]Trim Var.[/C][C]2165.31219512195[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9205.80338164251[/C][C]Range[/C][C]428[/C][C]Trim Var.[/C][C]5819.88717948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]28790.4818181818[/C][C]Range[/C][C]806[/C][C]Trim Var.[/C][C]16614.9203778677[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109359&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109359&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)2495.39417057903Range241Trim Var.1441.76091269841
V(Y[t],d=1,D=0)4531.96338028169Range398Trim Var.1821.54377880184
V(Y[t],d=2,D=0)11319.216563147Range586Trim Var.5800.0941300899
V(Y[t],d=3,D=0)31855.3034953112Range1008Trim Var.15091.4633879781
V(Y[t],d=0,D=1)1029.43615819209Range140Trim Var.662.11320754717
V(Y[t],d=1,D=1)1477.11864406780Range174Trim Var.1047.14804063861
V(Y[t],d=2,D=1)3933.38808227465Range294Trim Var.2702.43250377074
V(Y[t],d=3,D=1)12701.7650375940Range520Trim Var.8723.51843137255
V(Y[t],d=0,D=2)2539.44503546099Range233Trim Var.1478.27003484321
V(Y[t],d=1,D=2)3697.18593894542Range285Trim Var.2165.31219512195
V(Y[t],d=2,D=2)9205.80338164251Range428Trim Var.5819.88717948718
V(Y[t],d=3,D=2)28790.4818181818Range806Trim Var.16614.9203778677


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')