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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 16:11:31 +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/t1292774962kfuvh8ddx3yrsrb.htm/, Retrieved Sun, 05 May 2024 04:23:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112549, Retrieved Sun, 05 May 2024 04:23:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact186

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] [WS 9 Variance Red...] [2010-12-03 17:46:28] [8081b8996d5947580de3eb171e82db4f]
-    D    [Variance Reduction Matrix] [Workshop 9, VRM] [2010-12-05 18:42:47] [3635fb7041b1998c5a1332cf9de22bce]
- R  D      [Variance Reduction Matrix] [Paper VRM] [2010-12-19 14:36:42] [3635fb7041b1998c5a1332cf9de22bce]
-    D          [Variance Reduction Matrix] [Paper VRM werklozen] [2010-12-19 16:11:31] [99c051a77087383325372ff23bc64341] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
631923
654294
671833
586840
600969
625568
558110
630577
628654
603184
656255
600730
670326
678423
641502
625311
628177
589767
582471
636248
599885
621694
637406
595994
696308
674201
648861
649605
672392
598396
613177
638104
615632
634465
638686
604243
706669
677185
644328
664825
605707
600136
612166
599659
634210
618234
613576
627200
668973
651479
619661
644260
579936
601752
595376
588902
634341
594305
606200
610926
633685
639696
659451
593248
606677
599434
569578
629873
613438
604172
658328
612633
707372
739770
777535
685030
730234
714154
630872
719492
677023
679272
718317
645672

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 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 & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112549&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]2 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=112549&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112549&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 time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)1730981949.46687Range219425Trim Var.974186101.001851
V(Y[t],d=1,D=0)1850213478.59594Range194931Trim Var.1049952950.78501
V(Y[t],d=2,D=0)5432417192.89009Range303812Trim Var.3558684456.76056
V(Y[t],d=3,D=0)17908734445.7568Range570970Trim Var.11667843835.2249
V(Y[t],d=0,D=1)1656960128.93818Range190242Trim Var.961705432.765625
V(Y[t],d=1,D=1)1415035870.87968Range168555Trim Var.897712461.504352
V(Y[t],d=2,D=1)4493897830.63023Range310930Trim Var.2762678001.26917
V(Y[t],d=3,D=1)15212243674.734Range586297Trim Var.9414143752.48306
V(Y[t],d=0,D=2)2240833802.38729Range253694Trim Var.1381341636.32704
V(Y[t],d=1,D=2)2183220785.14494Range205837Trim Var.1461264652.33745
V(Y[t],d=2,D=2)7103996836.25923Range351275Trim Var.4998358335.11727
V(Y[t],d=3,D=2)24293602419.9192Range657977Trim Var.16599937121.4729

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1730981949.46687 & Range & 219425 & Trim Var. & 974186101.001851 \tabularnewline
V(Y[t],d=1,D=0) & 1850213478.59594 & Range & 194931 & Trim Var. & 1049952950.78501 \tabularnewline
V(Y[t],d=2,D=0) & 5432417192.89009 & Range & 303812 & Trim Var. & 3558684456.76056 \tabularnewline
V(Y[t],d=3,D=0) & 17908734445.7568 & Range & 570970 & Trim Var. & 11667843835.2249 \tabularnewline
V(Y[t],d=0,D=1) & 1656960128.93818 & Range & 190242 & Trim Var. & 961705432.765625 \tabularnewline
V(Y[t],d=1,D=1) & 1415035870.87968 & Range & 168555 & Trim Var. & 897712461.504352 \tabularnewline
V(Y[t],d=2,D=1) & 4493897830.63023 & Range & 310930 & Trim Var. & 2762678001.26917 \tabularnewline
V(Y[t],d=3,D=1) & 15212243674.734 & Range & 586297 & Trim Var. & 9414143752.48306 \tabularnewline
V(Y[t],d=0,D=2) & 2240833802.38729 & Range & 253694 & Trim Var. & 1381341636.32704 \tabularnewline
V(Y[t],d=1,D=2) & 2183220785.14494 & Range & 205837 & Trim Var. & 1461264652.33745 \tabularnewline
V(Y[t],d=2,D=2) & 7103996836.25923 & Range & 351275 & Trim Var. & 4998358335.11727 \tabularnewline
V(Y[t],d=3,D=2) & 24293602419.9192 & Range & 657977 & Trim Var. & 16599937121.4729 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112549&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1730981949.46687[/C][C]Range[/C][C]219425[/C][C]Trim Var.[/C][C]974186101.001851[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1850213478.59594[/C][C]Range[/C][C]194931[/C][C]Trim Var.[/C][C]1049952950.78501[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5432417192.89009[/C][C]Range[/C][C]303812[/C][C]Trim Var.[/C][C]3558684456.76056[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]17908734445.7568[/C][C]Range[/C][C]570970[/C][C]Trim Var.[/C][C]11667843835.2249[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1656960128.93818[/C][C]Range[/C][C]190242[/C][C]Trim Var.[/C][C]961705432.765625[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1415035870.87968[/C][C]Range[/C][C]168555[/C][C]Trim Var.[/C][C]897712461.504352[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4493897830.63023[/C][C]Range[/C][C]310930[/C][C]Trim Var.[/C][C]2762678001.26917[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]15212243674.734[/C][C]Range[/C][C]586297[/C][C]Trim Var.[/C][C]9414143752.48306[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2240833802.38729[/C][C]Range[/C][C]253694[/C][C]Trim Var.[/C][C]1381341636.32704[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2183220785.14494[/C][C]Range[/C][C]205837[/C][C]Trim Var.[/C][C]1461264652.33745[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]7103996836.25923[/C][C]Range[/C][C]351275[/C][C]Trim Var.[/C][C]4998358335.11727[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]24293602419.9192[/C][C]Range[/C][C]657977[/C][C]Trim Var.[/C][C]16599937121.4729[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112549&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112549&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)1730981949.46687Range219425Trim Var.974186101.001851
V(Y[t],d=1,D=0)1850213478.59594Range194931Trim Var.1049952950.78501
V(Y[t],d=2,D=0)5432417192.89009Range303812Trim Var.3558684456.76056
V(Y[t],d=3,D=0)17908734445.7568Range570970Trim Var.11667843835.2249
V(Y[t],d=0,D=1)1656960128.93818Range190242Trim Var.961705432.765625
V(Y[t],d=1,D=1)1415035870.87968Range168555Trim Var.897712461.504352
V(Y[t],d=2,D=1)4493897830.63023Range310930Trim Var.2762678001.26917
V(Y[t],d=3,D=1)15212243674.734Range586297Trim Var.9414143752.48306
V(Y[t],d=0,D=2)2240833802.38729Range253694Trim Var.1381341636.32704
V(Y[t],d=1,D=2)2183220785.14494Range205837Trim Var.1461264652.33745
V(Y[t],d=2,D=2)7103996836.25923Range351275Trim Var.4998358335.11727
V(Y[t],d=3,D=2)24293602419.9192Range657977Trim Var.16599937121.4729


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()