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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, 18 Dec 2010 16:12:19 +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/18/t1292688762c6z60cbjj6smkl1.htm/, Retrieved Tue, 30 Apr 2024 04:42:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112076, Retrieved Tue, 30 Apr 2024 04:42:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact129

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
-   PD    [Variance Reduction Matrix] [Paper - Stationar...] [2010-12-18 16:12:19] [ffc0b3af89e3f152a248771909785efd] [Current]
-           [Variance Reduction Matrix] [Paper 'stationari...] [2010-12-28 18:27:51] [40c8b935cbad1b0be3c22a481f9723f7]
-           [Variance Reduction Matrix] [paper (9)] [2010-12-29 19:14:47] [34b8ec63a78ce61b49b6bd4fc5a61e1c]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9.3
14.2
17.3
23
16.3
18.4
14.2
9.1
5.9
7.2
6.8
8
14.3
14.6
17.5
17.2
17.2
14.1
10.4
6.8
4.1
6.5
6.1
6.3
9.3
16.4
16.1
18
17.6
14
10.5
6.9
2.8
0.7
3.6
6.7
12.5
14.4
16.5
18.7
19.4
15.8
11.3
9.7
2.9
0.1
2.5
6.7
10.3
11.2
17.4
20.5
17
14.2
10.6
6.1

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'RServer@AstonUniversity' @ vre.aston.ac.uk

\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 & 'RServer@AstonUniversity' @ vre.aston.ac.uk \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112076&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]'RServer@AstonUniversity' @ vre.aston.ac.uk[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112076&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112076&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'RServer@AstonUniversity' @ vre.aston.ac.uk






Variance Reduction Matrix
V(Y[t],d=0,D=0)31.4406233766234Range22.9Trim Var.22.9730612244898
V(Y[t],d=1,D=0)12.7080336700337Range13.9Trim Var.9.17458333333333
V(Y[t],d=2,D=0)14.7027113906359Range21.2Trim Var.8.42808067375886
V(Y[t],d=3,D=0)41.5564368650218Range36.3Trim Var.20.6373265494912
V(Y[t],d=0,D=1)5.33376321353065Range10.8Trim Var.2.6701280227596
V(Y[t],d=1,D=1)8.42095238095238Range12.8Trim Var.4.29956456456456
V(Y[t],d=2,D=1)24.1458826945412Range24.6Trim Var.10.2934920634921
V(Y[t],d=3,D=1)81.5095Range43.1Trim Var.36.8448739495798
V(Y[t],d=0,D=2)14.6643548387097Range18.2Trim Var.7.49989417989418
V(Y[t],d=1,D=2)23.3953978494624Range23.4Trim Var.11.9351566951567
V(Y[t],d=2,D=2)64.1984022988505Range35.7Trim Var.34.1636461538461
V(Y[t],d=3,D=2)216.002438423645Range62.2Trim Var.112.849233333333

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 31.4406233766234 & Range & 22.9 & Trim Var. & 22.9730612244898 \tabularnewline
V(Y[t],d=1,D=0) & 12.7080336700337 & Range & 13.9 & Trim Var. & 9.17458333333333 \tabularnewline
V(Y[t],d=2,D=0) & 14.7027113906359 & Range & 21.2 & Trim Var. & 8.42808067375886 \tabularnewline
V(Y[t],d=3,D=0) & 41.5564368650218 & Range & 36.3 & Trim Var. & 20.6373265494912 \tabularnewline
V(Y[t],d=0,D=1) & 5.33376321353065 & Range & 10.8 & Trim Var. & 2.6701280227596 \tabularnewline
V(Y[t],d=1,D=1) & 8.42095238095238 & Range & 12.8 & Trim Var. & 4.29956456456456 \tabularnewline
V(Y[t],d=2,D=1) & 24.1458826945412 & Range & 24.6 & Trim Var. & 10.2934920634921 \tabularnewline
V(Y[t],d=3,D=1) & 81.5095 & Range & 43.1 & Trim Var. & 36.8448739495798 \tabularnewline
V(Y[t],d=0,D=2) & 14.6643548387097 & Range & 18.2 & Trim Var. & 7.49989417989418 \tabularnewline
V(Y[t],d=1,D=2) & 23.3953978494624 & Range & 23.4 & Trim Var. & 11.9351566951567 \tabularnewline
V(Y[t],d=2,D=2) & 64.1984022988505 & Range & 35.7 & Trim Var. & 34.1636461538461 \tabularnewline
V(Y[t],d=3,D=2) & 216.002438423645 & Range & 62.2 & Trim Var. & 112.849233333333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112076&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]31.4406233766234[/C][C]Range[/C][C]22.9[/C][C]Trim Var.[/C][C]22.9730612244898[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12.7080336700337[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]9.17458333333333[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]14.7027113906359[/C][C]Range[/C][C]21.2[/C][C]Trim Var.[/C][C]8.42808067375886[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]41.5564368650218[/C][C]Range[/C][C]36.3[/C][C]Trim Var.[/C][C]20.6373265494912[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5.33376321353065[/C][C]Range[/C][C]10.8[/C][C]Trim Var.[/C][C]2.6701280227596[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8.42095238095238[/C][C]Range[/C][C]12.8[/C][C]Trim Var.[/C][C]4.29956456456456[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]24.1458826945412[/C][C]Range[/C][C]24.6[/C][C]Trim Var.[/C][C]10.2934920634921[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]81.5095[/C][C]Range[/C][C]43.1[/C][C]Trim Var.[/C][C]36.8448739495798[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]14.6643548387097[/C][C]Range[/C][C]18.2[/C][C]Trim Var.[/C][C]7.49989417989418[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]23.3953978494624[/C][C]Range[/C][C]23.4[/C][C]Trim Var.[/C][C]11.9351566951567[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]64.1984022988505[/C][C]Range[/C][C]35.7[/C][C]Trim Var.[/C][C]34.1636461538461[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]216.002438423645[/C][C]Range[/C][C]62.2[/C][C]Trim Var.[/C][C]112.849233333333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112076&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112076&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)31.4406233766234Range22.9Trim Var.22.9730612244898
V(Y[t],d=1,D=0)12.7080336700337Range13.9Trim Var.9.17458333333333
V(Y[t],d=2,D=0)14.7027113906359Range21.2Trim Var.8.42808067375886
V(Y[t],d=3,D=0)41.5564368650218Range36.3Trim Var.20.6373265494912
V(Y[t],d=0,D=1)5.33376321353065Range10.8Trim Var.2.6701280227596
V(Y[t],d=1,D=1)8.42095238095238Range12.8Trim Var.4.29956456456456
V(Y[t],d=2,D=1)24.1458826945412Range24.6Trim Var.10.2934920634921
V(Y[t],d=3,D=1)81.5095Range43.1Trim Var.36.8448739495798
V(Y[t],d=0,D=2)14.6643548387097Range18.2Trim Var.7.49989417989418
V(Y[t],d=1,D=2)23.3953978494624Range23.4Trim Var.11.9351566951567
V(Y[t],d=2,D=2)64.1984022988505Range35.7Trim Var.34.1636461538461
V(Y[t],d=3,D=2)216.002438423645Range62.2Trim Var.112.849233333333


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')