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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, 19 Dec 2010 10:03:24 +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/19/t1292752961xcwaugtxc4vf6fj.htm/, Retrieved Sat, 04 May 2024 20:52:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112243, Retrieved Sat, 04 May 2024 20:52:02 +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)
-     [Classical Decomposition] [HPC Retail Sales] [2008-03-02 16:19:32] [74be16979710d4c4e7c6647856088456]
- RMPD    [Variance Reduction Matrix] [VRM huwelijken] [2010-12-19 10:03:24] [3f56c8f677e988de577e4e00a8180a48] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3111
3995
5245
5588
10681
10516
7496
9935
10249
6271
3616
3724
2886
3318
4166
6401
9209
9820
7470
8207
9564
5309
3385
3706
2733
3045
3449
5542
10072
9418
7516
7840
10081
4956
3641
3970
2931
3170
3889
4850
8037
12370
6712
7297
10613
5184
3506
3810
2692
3073
3713
4555
7807
10869
9682
7704
9826
5456
3677
3431
2765
3483
3445
6081
8767
9407
6551
12480
9530
5960
3252
3717
2642
2989
3607
5366
8898
9435
7328
8594
11349
5797
3621
3851

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=112243&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=112243&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112243&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)8056861.41135972Range9838Trim Var.6323438.60736764
V(Y[t],d=1,D=0)5987686.61475169Range11587Trim Var.3337450.7324962
V(Y[t],d=2,D=0)12077884.1228546Range18776Trim Var.5804756.6993349
V(Y[t],d=3,D=0)33782364.2277778Range33898Trim Var.15580253.6760563
V(Y[t],d=0,D=1)1377112.3372457Range8662Trim Var.342558.928323413
V(Y[t],d=1,D=1)3731854.16820926Range12979Trim Var.846052.29032258
V(Y[t],d=2,D=1)12066063.1927536Range23347Trim Var.3361053.86356425
V(Y[t],d=3,D=1)41589935.8712702Range41406Trim Var.12168172.9551913
V(Y[t],d=0,D=2)4121347.03813559Range13031Trim Var.1134777.06359189
V(Y[t],d=1,D=2)12078061.5441262Range23347Trim Var.3303674.38098694
V(Y[t],d=2,D=2)40075448.4900182Range38335Trim Var.12471062.1972097
V(Y[t],d=3,D=2)140486988.369048Range75241Trim Var.49327216.24

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 8056861.41135972 & Range & 9838 & Trim Var. & 6323438.60736764 \tabularnewline
V(Y[t],d=1,D=0) & 5987686.61475169 & Range & 11587 & Trim Var. & 3337450.7324962 \tabularnewline
V(Y[t],d=2,D=0) & 12077884.1228546 & Range & 18776 & Trim Var. & 5804756.6993349 \tabularnewline
V(Y[t],d=3,D=0) & 33782364.2277778 & Range & 33898 & Trim Var. & 15580253.6760563 \tabularnewline
V(Y[t],d=0,D=1) & 1377112.3372457 & Range & 8662 & Trim Var. & 342558.928323413 \tabularnewline
V(Y[t],d=1,D=1) & 3731854.16820926 & Range & 12979 & Trim Var. & 846052.29032258 \tabularnewline
V(Y[t],d=2,D=1) & 12066063.1927536 & Range & 23347 & Trim Var. & 3361053.86356425 \tabularnewline
V(Y[t],d=3,D=1) & 41589935.8712702 & Range & 41406 & Trim Var. & 12168172.9551913 \tabularnewline
V(Y[t],d=0,D=2) & 4121347.03813559 & Range & 13031 & Trim Var. & 1134777.06359189 \tabularnewline
V(Y[t],d=1,D=2) & 12078061.5441262 & Range & 23347 & Trim Var. & 3303674.38098694 \tabularnewline
V(Y[t],d=2,D=2) & 40075448.4900182 & Range & 38335 & Trim Var. & 12471062.1972097 \tabularnewline
V(Y[t],d=3,D=2) & 140486988.369048 & Range & 75241 & Trim Var. & 49327216.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112243&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]8056861.41135972[/C][C]Range[/C][C]9838[/C][C]Trim Var.[/C][C]6323438.60736764[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]5987686.61475169[/C][C]Range[/C][C]11587[/C][C]Trim Var.[/C][C]3337450.7324962[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]12077884.1228546[/C][C]Range[/C][C]18776[/C][C]Trim Var.[/C][C]5804756.6993349[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]33782364.2277778[/C][C]Range[/C][C]33898[/C][C]Trim Var.[/C][C]15580253.6760563[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1377112.3372457[/C][C]Range[/C][C]8662[/C][C]Trim Var.[/C][C]342558.928323413[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3731854.16820926[/C][C]Range[/C][C]12979[/C][C]Trim Var.[/C][C]846052.29032258[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]12066063.1927536[/C][C]Range[/C][C]23347[/C][C]Trim Var.[/C][C]3361053.86356425[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]41589935.8712702[/C][C]Range[/C][C]41406[/C][C]Trim Var.[/C][C]12168172.9551913[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]4121347.03813559[/C][C]Range[/C][C]13031[/C][C]Trim Var.[/C][C]1134777.06359189[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]12078061.5441262[/C][C]Range[/C][C]23347[/C][C]Trim Var.[/C][C]3303674.38098694[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]40075448.4900182[/C][C]Range[/C][C]38335[/C][C]Trim Var.[/C][C]12471062.1972097[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]140486988.369048[/C][C]Range[/C][C]75241[/C][C]Trim Var.[/C][C]49327216.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112243&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112243&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)8056861.41135972Range9838Trim Var.6323438.60736764
V(Y[t],d=1,D=0)5987686.61475169Range11587Trim Var.3337450.7324962
V(Y[t],d=2,D=0)12077884.1228546Range18776Trim Var.5804756.6993349
V(Y[t],d=3,D=0)33782364.2277778Range33898Trim Var.15580253.6760563
V(Y[t],d=0,D=1)1377112.3372457Range8662Trim Var.342558.928323413
V(Y[t],d=1,D=1)3731854.16820926Range12979Trim Var.846052.29032258
V(Y[t],d=2,D=1)12066063.1927536Range23347Trim Var.3361053.86356425
V(Y[t],d=3,D=1)41589935.8712702Range41406Trim Var.12168172.9551913
V(Y[t],d=0,D=2)4121347.03813559Range13031Trim Var.1134777.06359189
V(Y[t],d=1,D=2)12078061.5441262Range23347Trim Var.3303674.38098694
V(Y[t],d=2,D=2)40075448.4900182Range38335Trim Var.12471062.1972097
V(Y[t],d=3,D=2)140486988.369048Range75241Trim Var.49327216.24


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(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()