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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 12:15:34 +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/t129276086377fybl9cs7hkjct.htm/, Retrieved Sun, 05 May 2024 03:16:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112319, Retrieved Sun, 05 May 2024 03:16:59 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111

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] [Paper Box Jenkins...] [2010-12-19 12:15:34] [514029464b0621595fe21c9fa38c7009] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
36700
35600
80900
174000
169422
153452
173570
193036
174652
105367
95963
82896
121747
120196
103983
81103
70944
57248
47830
60095
60931
82955
99559
77911
70753
69287
88426
91756
96933
174484
232595
266197
290435
304296
322310
415555
490042
545109
545720
505944
477930
466106
424476
383018
364696
391116
435721
511435
553997
555252
544897
540562
505282
507626
474427
469740
491480
538974
576612

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=112319&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=112319&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112319&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)36866358168.8884Range541012Trim Var.33163168846.4419
V(Y[t],d=1,D=0)1205977128.46098Range162530Trim Var.757036016.622549
V(Y[t],d=2,D=0)1119171777.31266Range172909Trim Var.661922053.011765
V(Y[t],d=3,D=0)2382193931.74026Range256260Trim Var.1383373841.68367
V(Y[t],d=0,D=1)1205977128.46098Range162530Trim Var.757036016.622549
V(Y[t],d=1,D=1)1119171777.31266Range172909Trim Var.661922053.011765
V(Y[t],d=2,D=1)2382193931.74026Range256260Trim Var.1383373841.68367
V(Y[t],d=3,D=1)6959840545.93603Range406090Trim Var.4249372399.48725
V(Y[t],d=0,D=2)1119171777.31266Range172909Trim Var.661922053.011765
V(Y[t],d=1,D=2)2382193931.74026Range256260Trim Var.1383373841.68367
V(Y[t],d=2,D=2)6959840545.93603Range406090Trim Var.4249372399.48725
V(Y[t],d=3,D=2)22867712279.377Range676801Trim Var.14287445739.1591

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 36866358168.8884 & Range & 541012 & Trim Var. & 33163168846.4419 \tabularnewline
V(Y[t],d=1,D=0) & 1205977128.46098 & Range & 162530 & Trim Var. & 757036016.622549 \tabularnewline
V(Y[t],d=2,D=0) & 1119171777.31266 & Range & 172909 & Trim Var. & 661922053.011765 \tabularnewline
V(Y[t],d=3,D=0) & 2382193931.74026 & Range & 256260 & Trim Var. & 1383373841.68367 \tabularnewline
V(Y[t],d=0,D=1) & 1205977128.46098 & Range & 162530 & Trim Var. & 757036016.622549 \tabularnewline
V(Y[t],d=1,D=1) & 1119171777.31266 & Range & 172909 & Trim Var. & 661922053.011765 \tabularnewline
V(Y[t],d=2,D=1) & 2382193931.74026 & Range & 256260 & Trim Var. & 1383373841.68367 \tabularnewline
V(Y[t],d=3,D=1) & 6959840545.93603 & Range & 406090 & Trim Var. & 4249372399.48725 \tabularnewline
V(Y[t],d=0,D=2) & 1119171777.31266 & Range & 172909 & Trim Var. & 661922053.011765 \tabularnewline
V(Y[t],d=1,D=2) & 2382193931.74026 & Range & 256260 & Trim Var. & 1383373841.68367 \tabularnewline
V(Y[t],d=2,D=2) & 6959840545.93603 & Range & 406090 & Trim Var. & 4249372399.48725 \tabularnewline
V(Y[t],d=3,D=2) & 22867712279.377 & Range & 676801 & Trim Var. & 14287445739.1591 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112319&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]36866358168.8884[/C][C]Range[/C][C]541012[/C][C]Trim Var.[/C][C]33163168846.4419[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1205977128.46098[/C][C]Range[/C][C]162530[/C][C]Trim Var.[/C][C]757036016.622549[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1119171777.31266[/C][C]Range[/C][C]172909[/C][C]Trim Var.[/C][C]661922053.011765[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2382193931.74026[/C][C]Range[/C][C]256260[/C][C]Trim Var.[/C][C]1383373841.68367[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1205977128.46098[/C][C]Range[/C][C]162530[/C][C]Trim Var.[/C][C]757036016.622549[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1119171777.31266[/C][C]Range[/C][C]172909[/C][C]Trim Var.[/C][C]661922053.011765[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2382193931.74026[/C][C]Range[/C][C]256260[/C][C]Trim Var.[/C][C]1383373841.68367[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6959840545.93603[/C][C]Range[/C][C]406090[/C][C]Trim Var.[/C][C]4249372399.48725[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1119171777.31266[/C][C]Range[/C][C]172909[/C][C]Trim Var.[/C][C]661922053.011765[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2382193931.74026[/C][C]Range[/C][C]256260[/C][C]Trim Var.[/C][C]1383373841.68367[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6959840545.93603[/C][C]Range[/C][C]406090[/C][C]Trim Var.[/C][C]4249372399.48725[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]22867712279.377[/C][C]Range[/C][C]676801[/C][C]Trim Var.[/C][C]14287445739.1591[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112319&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112319&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)36866358168.8884Range541012Trim Var.33163168846.4419
V(Y[t],d=1,D=0)1205977128.46098Range162530Trim Var.757036016.622549
V(Y[t],d=2,D=0)1119171777.31266Range172909Trim Var.661922053.011765
V(Y[t],d=3,D=0)2382193931.74026Range256260Trim Var.1383373841.68367
V(Y[t],d=0,D=1)1205977128.46098Range162530Trim Var.757036016.622549
V(Y[t],d=1,D=1)1119171777.31266Range172909Trim Var.661922053.011765
V(Y[t],d=2,D=1)2382193931.74026Range256260Trim Var.1383373841.68367
V(Y[t],d=3,D=1)6959840545.93603Range406090Trim Var.4249372399.48725
V(Y[t],d=0,D=2)1119171777.31266Range172909Trim Var.661922053.011765
V(Y[t],d=1,D=2)2382193931.74026Range256260Trim Var.1383373841.68367
V(Y[t],d=2,D=2)6959840545.93603Range406090Trim Var.4249372399.48725
V(Y[t],d=3,D=2)22867712279.377Range676801Trim Var.14287445739.1591


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()