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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 computationThu, 16 Dec 2010 20:00:53 +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/16/t1292529568hjbsuwbo453boyb.htm/, Retrieved Fri, 03 May 2024 06:10:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=111244, Retrieved Fri, 03 May 2024 06:10:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161

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] [Bouwvergunningen] [2009-11-02 16:57:06] [11ac052cc87d77b9933b02bea117068e]
-   P   [Univariate Data Series] [Bouwvergunningen ...] [2009-11-11 14:29:30] [11ac052cc87d77b9933b02bea117068e]
- RMPD      [Variance Reduction Matrix] [Workshop 6] [2010-12-16 20:00:53] [f149abcac50db27facd6576b094a0cd9] [Current]
-   PD        [Variance Reduction Matrix] [] [2010-12-17 20:02:10] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [Standard Deviation-Mean Plot] [] [2010-12-17 20:15:09] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [(Partial) Autocorrelation Function] [] [2010-12-17 20:26:36] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [(Partial) Autocorrelation Function] [] [2010-12-17 20:39:23] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [(Partial) Autocorrelation Function] [] [2010-12-17 20:42:49] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [Spectral Analysis] [] [2010-12-17 20:48:15] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [ARIMA Backward Selection] [] [2010-12-17 21:10:50] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [ARIMA Forecasting] [] [2010-12-17 21:36:48] [26f9350dcf28f408b6e37deed68b781e]
- RMPD        [ARIMA Forecasting] [] [2010-12-17 21:41:18] [26f9350dcf28f408b6e37deed68b781e]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2259703
2444005
2576401
2309146
2493971
2188754
2128515
2248771
2125552
2204434
1765972
1835861
2087121
2170744
2577245
2500625
2370817
2033775
2162554
1943964
1917423
2260681
1828487
1673658
1746814
2197119
2050797
2272390
2079219
2242532
2392286
2056150
2108444
2060266
1747495
2059217
1921030
1895979
2369584
2506099
2156596
2522368
2460648
2173272
2304310
2239807
1961006
2675929
2683265
2407253
3045566
2365409
2379364
3150342
2341189
2254773
2337912
2712988
2185444
2420840
2380842
2523958
2983983
2865389
3490844
3198770
2484559
2890255
3007413
2713443
2656410
3232194
3615139
2905958
3383619
2865686
3185367
3110915
2665099
2763832
2887458
3076986
2626692
2782998
2628939
2454307
2844926
2548952
2429593
3052758
2610175
2618184
2363387
3699616
2563593
2215478
2639036
2859271
2554225
2809697
2481829
2812053
2519658
2305688
2640975
2535552
2285721
2811647

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=111244&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=111244&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111244&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)170356497741.773Range2025958Trim Var.99428836613.1473
V(Y[t],d=1,D=0)139181555851.024Range2472252Trim Var.74223538750.8399
V(Y[t],d=2,D=0)397962551494.878Range4063278Trim Var.218800258099.85
V(Y[t],d=3,D=0)1270422645527.29Range7323438Trim Var.676564869545.86
V(Y[t],d=0,D=1)139181555851.024Range2472252Trim Var.74223538750.8399
V(Y[t],d=1,D=1)397962551494.878Range4063278Trim Var.218800258099.85
V(Y[t],d=2,D=1)1270422645527.29Range7323438Trim Var.676564869545.86
V(Y[t],d=3,D=1)4280319055005.1Range13240548Trim Var.2358738299537.03
V(Y[t],d=0,D=2)397962551494.878Range4063278Trim Var.218800258099.85
V(Y[t],d=1,D=2)1270422645527.29Range7323438Trim Var.676564869545.86
V(Y[t],d=2,D=2)4280319055005.1Range13240548Trim Var.2358738299537.03
V(Y[t],d=3,D=2)14939717784409.0Range23840381Trim Var.8020904064404.74

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 170356497741.773 & Range & 2025958 & Trim Var. & 99428836613.1473 \tabularnewline
V(Y[t],d=1,D=0) & 139181555851.024 & Range & 2472252 & Trim Var. & 74223538750.8399 \tabularnewline
V(Y[t],d=2,D=0) & 397962551494.878 & Range & 4063278 & Trim Var. & 218800258099.85 \tabularnewline
V(Y[t],d=3,D=0) & 1270422645527.29 & Range & 7323438 & Trim Var. & 676564869545.86 \tabularnewline
V(Y[t],d=0,D=1) & 139181555851.024 & Range & 2472252 & Trim Var. & 74223538750.8399 \tabularnewline
V(Y[t],d=1,D=1) & 397962551494.878 & Range & 4063278 & Trim Var. & 218800258099.85 \tabularnewline
V(Y[t],d=2,D=1) & 1270422645527.29 & Range & 7323438 & Trim Var. & 676564869545.86 \tabularnewline
V(Y[t],d=3,D=1) & 4280319055005.1 & Range & 13240548 & Trim Var. & 2358738299537.03 \tabularnewline
V(Y[t],d=0,D=2) & 397962551494.878 & Range & 4063278 & Trim Var. & 218800258099.85 \tabularnewline
V(Y[t],d=1,D=2) & 1270422645527.29 & Range & 7323438 & Trim Var. & 676564869545.86 \tabularnewline
V(Y[t],d=2,D=2) & 4280319055005.1 & Range & 13240548 & Trim Var. & 2358738299537.03 \tabularnewline
V(Y[t],d=3,D=2) & 14939717784409.0 & Range & 23840381 & Trim Var. & 8020904064404.74 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=111244&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]170356497741.773[/C][C]Range[/C][C]2025958[/C][C]Trim Var.[/C][C]99428836613.1473[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]139181555851.024[/C][C]Range[/C][C]2472252[/C][C]Trim Var.[/C][C]74223538750.8399[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]397962551494.878[/C][C]Range[/C][C]4063278[/C][C]Trim Var.[/C][C]218800258099.85[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1270422645527.29[/C][C]Range[/C][C]7323438[/C][C]Trim Var.[/C][C]676564869545.86[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]139181555851.024[/C][C]Range[/C][C]2472252[/C][C]Trim Var.[/C][C]74223538750.8399[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]397962551494.878[/C][C]Range[/C][C]4063278[/C][C]Trim Var.[/C][C]218800258099.85[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1270422645527.29[/C][C]Range[/C][C]7323438[/C][C]Trim Var.[/C][C]676564869545.86[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4280319055005.1[/C][C]Range[/C][C]13240548[/C][C]Trim Var.[/C][C]2358738299537.03[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]397962551494.878[/C][C]Range[/C][C]4063278[/C][C]Trim Var.[/C][C]218800258099.85[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1270422645527.29[/C][C]Range[/C][C]7323438[/C][C]Trim Var.[/C][C]676564869545.86[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4280319055005.1[/C][C]Range[/C][C]13240548[/C][C]Trim Var.[/C][C]2358738299537.03[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14939717784409.0[/C][C]Range[/C][C]23840381[/C][C]Trim Var.[/C][C]8020904064404.74[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=111244&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=111244&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)170356497741.773Range2025958Trim Var.99428836613.1473
V(Y[t],d=1,D=0)139181555851.024Range2472252Trim Var.74223538750.8399
V(Y[t],d=2,D=0)397962551494.878Range4063278Trim Var.218800258099.85
V(Y[t],d=3,D=0)1270422645527.29Range7323438Trim Var.676564869545.86
V(Y[t],d=0,D=1)139181555851.024Range2472252Trim Var.74223538750.8399
V(Y[t],d=1,D=1)397962551494.878Range4063278Trim Var.218800258099.85
V(Y[t],d=2,D=1)1270422645527.29Range7323438Trim Var.676564869545.86
V(Y[t],d=3,D=1)4280319055005.1Range13240548Trim Var.2358738299537.03
V(Y[t],d=0,D=2)397962551494.878Range4063278Trim Var.218800258099.85
V(Y[t],d=1,D=2)1270422645527.29Range7323438Trim Var.676564869545.86
V(Y[t],d=2,D=2)4280319055005.1Range13240548Trim Var.2358738299537.03
V(Y[t],d=3,D=2)14939717784409.0Range23840381Trim Var.8020904064404.74


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ;
Parameters (R input):
par1 = 1 ;
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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()