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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 computationMon, 20 Dec 2010 11:46:46 +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/20/t1292845710evk6r96y2wzdwyq.htm/, Retrieved Fri, 03 May 2024 23:36:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112855, Retrieved Fri, 03 May 2024 23:36:57 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact160

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] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [Exponential Smoothing] [Unemployment] [2010-11-30 13:37:23] [b98453cac15ba1066b407e146608df68]
- RMPD      [Variance Reduction Matrix] [BEL20-VRM] [2010-12-20 11:46:46] [4c7d8c32b2e34fcaa7f14928b91d45ae] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3 030
2 803
2 768
2 883
2 863
2 897
3 013
3 143
3 033
3 046
3 111
3 013
2 987
2 996
2 833
2 849
2 795
2 845
2 915
2 893
2 604
2 642
2 660
2 639
2 720
2 746
2 736
2 812
2 799
2 555
2 305
2 215
2 066
1 940
2 042
1 995
1 947
1 766
1 635
1 833
1 910
1 960
1 970
2 061
2 093
2 121
2 175
2 197
2 350
2 440
2 409
2 473
2 408
2 455
2 448
2 498
2 646
2 757
2 849
2 921
2 982
3 081
3 106
3 119
3 061
3 097
3 162
3 257
3 277
3 295
3 364
3 494
3 667
3 813
3 918
3 896
3 801
3 570
3 702
3 862
3 970
4 139
4 200
4 291
4 444
4 503
4 357
4 591
4 697
4 621
4 563
4 203
4 296
4 435
4 105
4 117
3 844
3 721
3 674
3 858
3 801
3 504
3 033
3 047
2 962
2 198
2 014
1 863
1 905
1 811
1 670
1 864
2 052
2 030
2 071
2 293
2 443
2 513
2 467
2 503
2 540
2 483
2 626
2 656
2 447
2 467
2 462
2 505
2 579
2 649
2 637

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'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112855&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112855&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112855&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)576398.738578978Range3062Trim Var.404582.13498379
V(Y[t],d=1,D=0)20680.6583780561Range998Trim Var.9479.14572713643
V(Y[t],d=2,D=0)29921.6927083333Range1259Trim Var.12833.1150442478
V(Y[t],d=3,D=0)80884.562746063Range1886Trim Var.34896.8900015526
V(Y[t],d=0,D=1)665413.738498789Range3305Trim Var.448226.759830718
V(Y[t],d=1,D=1)42725.4232217876Range1737Trim Var.17933.6776280323
V(Y[t],d=2,D=1)62580.5624815797Range1774Trim Var.25510.9005494506
V(Y[t],d=3,D=1)173045.116941529Range3132Trim Var.64577.2949029126
V(Y[t],d=0,D=2)1298784.94515958Range5493Trim Var.691078.953415454
V(Y[t],d=1,D=2)130756.858670261Range2610Trim Var.54944.5984900480
V(Y[t],d=2,D=2)200015.471611722Range3155Trim Var.80934.2244039271
V(Y[t],d=3,D=2)555036.964525766Range5189Trim Var.188340.954132824

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 576398.738578978 & Range & 3062 & Trim Var. & 404582.13498379 \tabularnewline
V(Y[t],d=1,D=0) & 20680.6583780561 & Range & 998 & Trim Var. & 9479.14572713643 \tabularnewline
V(Y[t],d=2,D=0) & 29921.6927083333 & Range & 1259 & Trim Var. & 12833.1150442478 \tabularnewline
V(Y[t],d=3,D=0) & 80884.562746063 & Range & 1886 & Trim Var. & 34896.8900015526 \tabularnewline
V(Y[t],d=0,D=1) & 665413.738498789 & Range & 3305 & Trim Var. & 448226.759830718 \tabularnewline
V(Y[t],d=1,D=1) & 42725.4232217876 & Range & 1737 & Trim Var. & 17933.6776280323 \tabularnewline
V(Y[t],d=2,D=1) & 62580.5624815797 & Range & 1774 & Trim Var. & 25510.9005494506 \tabularnewline
V(Y[t],d=3,D=1) & 173045.116941529 & Range & 3132 & Trim Var. & 64577.2949029126 \tabularnewline
V(Y[t],d=0,D=2) & 1298784.94515958 & Range & 5493 & Trim Var. & 691078.953415454 \tabularnewline
V(Y[t],d=1,D=2) & 130756.858670261 & Range & 2610 & Trim Var. & 54944.5984900480 \tabularnewline
V(Y[t],d=2,D=2) & 200015.471611722 & Range & 3155 & Trim Var. & 80934.2244039271 \tabularnewline
V(Y[t],d=3,D=2) & 555036.964525766 & Range & 5189 & Trim Var. & 188340.954132824 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112855&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]576398.738578978[/C][C]Range[/C][C]3062[/C][C]Trim Var.[/C][C]404582.13498379[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]20680.6583780561[/C][C]Range[/C][C]998[/C][C]Trim Var.[/C][C]9479.14572713643[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]29921.6927083333[/C][C]Range[/C][C]1259[/C][C]Trim Var.[/C][C]12833.1150442478[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]80884.562746063[/C][C]Range[/C][C]1886[/C][C]Trim Var.[/C][C]34896.8900015526[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]665413.738498789[/C][C]Range[/C][C]3305[/C][C]Trim Var.[/C][C]448226.759830718[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]42725.4232217876[/C][C]Range[/C][C]1737[/C][C]Trim Var.[/C][C]17933.6776280323[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]62580.5624815797[/C][C]Range[/C][C]1774[/C][C]Trim Var.[/C][C]25510.9005494506[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]173045.116941529[/C][C]Range[/C][C]3132[/C][C]Trim Var.[/C][C]64577.2949029126[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1298784.94515958[/C][C]Range[/C][C]5493[/C][C]Trim Var.[/C][C]691078.953415454[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]130756.858670261[/C][C]Range[/C][C]2610[/C][C]Trim Var.[/C][C]54944.5984900480[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]200015.471611722[/C][C]Range[/C][C]3155[/C][C]Trim Var.[/C][C]80934.2244039271[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]555036.964525766[/C][C]Range[/C][C]5189[/C][C]Trim Var.[/C][C]188340.954132824[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112855&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112855&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)576398.738578978Range3062Trim Var.404582.13498379
V(Y[t],d=1,D=0)20680.6583780561Range998Trim Var.9479.14572713643
V(Y[t],d=2,D=0)29921.6927083333Range1259Trim Var.12833.1150442478
V(Y[t],d=3,D=0)80884.562746063Range1886Trim Var.34896.8900015526
V(Y[t],d=0,D=1)665413.738498789Range3305Trim Var.448226.759830718
V(Y[t],d=1,D=1)42725.4232217876Range1737Trim Var.17933.6776280323
V(Y[t],d=2,D=1)62580.5624815797Range1774Trim Var.25510.9005494506
V(Y[t],d=3,D=1)173045.116941529Range3132Trim Var.64577.2949029126
V(Y[t],d=0,D=2)1298784.94515958Range5493Trim Var.691078.953415454
V(Y[t],d=1,D=2)130756.858670261Range2610Trim Var.54944.5984900480
V(Y[t],d=2,D=2)200015.471611722Range3155Trim Var.80934.2244039271
V(Y[t],d=3,D=2)555036.964525766Range5189Trim Var.188340.954132824


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()