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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 12:02:57 +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/t1292846505hzzn74c423e061h.htm/, Retrieved Fri, 03 May 2024 20:51:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=112860, Retrieved Fri, 03 May 2024 20:51:15 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact155

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] [Werkloosheid-VRM] [2010-12-20 12:02:57] [4c7d8c32b2e34fcaa7f14928b91d45ae] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
493
481
462
457
442
439
488
521
501
485
464
460
467
460
448
443
436
431
484
510
513
503
471
471
476
475
470
461
455
456
517
525
523
519
509
512
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518
506
502
516
528
533
536
537
524
536
587
597
581
564
558
575
580
575
563
552
537
545
601
604
586
564
549

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=112860&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=112860&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112860&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)2478.74750440399Range198Trim Var.1789.1371942234
V(Y[t],d=1,D=0)373.161836612999Range94Trim Var.164.811289092296
V(Y[t],d=2,D=0)537.91351744186Range121Trim Var.259.494584286804
V(Y[t],d=3,D=0)1239.42101377953Range179Trim Var.505.643173198483
V(Y[t],d=0,D=1)1202.43455348241Range141Trim Var.859.244930347381
V(Y[t],d=1,D=1)63.526075619296Range41Trim Var.35.1033243486074
V(Y[t],d=2,D=1)108.054524020041Range61Trim Var.54.2027632561613
V(Y[t],d=3,D=1)323.649475262369Range109Trim Var.167.819268110530
V(Y[t],d=0,D=2)1722.98130841121Range175Trim Var.1105.81510051426
V(Y[t],d=1,D=2)155.692003593890Range66Trim Var.76.5656600320293
V(Y[t],d=2,D=2)272.917216117216Range93Trim Var.151.169705469846
V(Y[t],d=3,D=2)799.02576549664Range136Trim Var.436.785475394171

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2478.74750440399 & Range & 198 & Trim Var. & 1789.1371942234 \tabularnewline
V(Y[t],d=1,D=0) & 373.161836612999 & Range & 94 & Trim Var. & 164.811289092296 \tabularnewline
V(Y[t],d=2,D=0) & 537.91351744186 & Range & 121 & Trim Var. & 259.494584286804 \tabularnewline
V(Y[t],d=3,D=0) & 1239.42101377953 & Range & 179 & Trim Var. & 505.643173198483 \tabularnewline
V(Y[t],d=0,D=1) & 1202.43455348241 & Range & 141 & Trim Var. & 859.244930347381 \tabularnewline
V(Y[t],d=1,D=1) & 63.526075619296 & Range & 41 & Trim Var. & 35.1033243486074 \tabularnewline
V(Y[t],d=2,D=1) & 108.054524020041 & Range & 61 & Trim Var. & 54.2027632561613 \tabularnewline
V(Y[t],d=3,D=1) & 323.649475262369 & Range & 109 & Trim Var. & 167.819268110530 \tabularnewline
V(Y[t],d=0,D=2) & 1722.98130841121 & Range & 175 & Trim Var. & 1105.81510051426 \tabularnewline
V(Y[t],d=1,D=2) & 155.692003593890 & Range & 66 & Trim Var. & 76.5656600320293 \tabularnewline
V(Y[t],d=2,D=2) & 272.917216117216 & Range & 93 & Trim Var. & 151.169705469846 \tabularnewline
V(Y[t],d=3,D=2) & 799.02576549664 & Range & 136 & Trim Var. & 436.785475394171 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=112860&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2478.74750440399[/C][C]Range[/C][C]198[/C][C]Trim Var.[/C][C]1789.1371942234[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]373.161836612999[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]164.811289092296[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]537.91351744186[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]259.494584286804[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1239.42101377953[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]505.643173198483[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1202.43455348241[/C][C]Range[/C][C]141[/C][C]Trim Var.[/C][C]859.244930347381[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]63.526075619296[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]35.1033243486074[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]108.054524020041[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]54.2027632561613[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]323.649475262369[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]167.819268110530[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1722.98130841121[/C][C]Range[/C][C]175[/C][C]Trim Var.[/C][C]1105.81510051426[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]155.692003593890[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]76.5656600320293[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]272.917216117216[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]151.169705469846[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]799.02576549664[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]436.785475394171[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=112860&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=112860&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)2478.74750440399Range198Trim Var.1789.1371942234
V(Y[t],d=1,D=0)373.161836612999Range94Trim Var.164.811289092296
V(Y[t],d=2,D=0)537.91351744186Range121Trim Var.259.494584286804
V(Y[t],d=3,D=0)1239.42101377953Range179Trim Var.505.643173198483
V(Y[t],d=0,D=1)1202.43455348241Range141Trim Var.859.244930347381
V(Y[t],d=1,D=1)63.526075619296Range41Trim Var.35.1033243486074
V(Y[t],d=2,D=1)108.054524020041Range61Trim Var.54.2027632561613
V(Y[t],d=3,D=1)323.649475262369Range109Trim Var.167.819268110530
V(Y[t],d=0,D=2)1722.98130841121Range175Trim Var.1105.81510051426
V(Y[t],d=1,D=2)155.692003593890Range66Trim Var.76.5656600320293
V(Y[t],d=2,D=2)272.917216117216Range93Trim Var.151.169705469846
V(Y[t],d=3,D=2)799.02576549664Range136Trim Var.436.785475394171


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()