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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 computationWed, 22 Dec 2010 17:28:46 +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/22/t1293038915tgjqbpjas0uqz17.htm/, Retrieved Mon, 06 May 2024 09:01:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=114431, Retrieved Mon, 06 May 2024 09:01:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119

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] [Statistiek Paper 11] [2010-12-22 17:28:46] [97dee3ad7274585c4a7ecb4c981cc7fb] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5732
6938
6660
6695
6484
7716
5927
4768
7081
6947
7723
7319
6285
6655
7331
6468
7653
7330
5907
5257
7029
8885
9477
6822
8595
8738
11380
9831
10560
10336
8872
7598
9713
10858
10430
7516
8344
8623
9238
10350
9415
9550
8301
6405
10251
10082
8683
7829
6712
7354
8402
8211
8377
9133
8301
5932
9080
9459
9647
8646
7503
10000
10441
6435
8102
9983
8662
6575
9088
9336
9089

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114431&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114431&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114431&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)2290990.91227364Range6612Trim Var.1626239.55197133
V(Y[t],d=1,D=0)2241599.25900621Range7852Trim Var.1302844.69487044
V(Y[t],d=2,D=0)5441648.08482523Range10189Trim Var.3141424.26120219
V(Y[t],d=3,D=0)15606260.5502634Range19877Trim Var.9100659.82457627
V(Y[t],d=0,D=1)2160882.55873758Range6191Trim Var.1514411.62554427
V(Y[t],d=1,D=1)1585782.02813067Range6622Trim Var.930811.74509804
V(Y[t],d=2,D=1)4579131.03446115Range9641Trim Var.2707708.86352941
V(Y[t],d=3,D=1)15102318.0246753Range17537Trim Var.9471864.42489796
V(Y[t],d=0,D=2)5722922.48288622Range10106Trim Var.3852961.31097561
V(Y[t],d=1,D=2)3182595.45169082Range7340Trim Var.1854442.15384615
V(Y[t],d=2,D=2)9272929.20909091Range13764Trim Var.5084373.99730094
V(Y[t],d=3,D=2)31573571.7568710Range25048Trim Var.17510808.2560455

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2290990.91227364 & Range & 6612 & Trim Var. & 1626239.55197133 \tabularnewline
V(Y[t],d=1,D=0) & 2241599.25900621 & Range & 7852 & Trim Var. & 1302844.69487044 \tabularnewline
V(Y[t],d=2,D=0) & 5441648.08482523 & Range & 10189 & Trim Var. & 3141424.26120219 \tabularnewline
V(Y[t],d=3,D=0) & 15606260.5502634 & Range & 19877 & Trim Var. & 9100659.82457627 \tabularnewline
V(Y[t],d=0,D=1) & 2160882.55873758 & Range & 6191 & Trim Var. & 1514411.62554427 \tabularnewline
V(Y[t],d=1,D=1) & 1585782.02813067 & Range & 6622 & Trim Var. & 930811.74509804 \tabularnewline
V(Y[t],d=2,D=1) & 4579131.03446115 & Range & 9641 & Trim Var. & 2707708.86352941 \tabularnewline
V(Y[t],d=3,D=1) & 15102318.0246753 & Range & 17537 & Trim Var. & 9471864.42489796 \tabularnewline
V(Y[t],d=0,D=2) & 5722922.48288622 & Range & 10106 & Trim Var. & 3852961.31097561 \tabularnewline
V(Y[t],d=1,D=2) & 3182595.45169082 & Range & 7340 & Trim Var. & 1854442.15384615 \tabularnewline
V(Y[t],d=2,D=2) & 9272929.20909091 & Range & 13764 & Trim Var. & 5084373.99730094 \tabularnewline
V(Y[t],d=3,D=2) & 31573571.7568710 & Range & 25048 & Trim Var. & 17510808.2560455 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=114431&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2290990.91227364[/C][C]Range[/C][C]6612[/C][C]Trim Var.[/C][C]1626239.55197133[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2241599.25900621[/C][C]Range[/C][C]7852[/C][C]Trim Var.[/C][C]1302844.69487044[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]5441648.08482523[/C][C]Range[/C][C]10189[/C][C]Trim Var.[/C][C]3141424.26120219[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]15606260.5502634[/C][C]Range[/C][C]19877[/C][C]Trim Var.[/C][C]9100659.82457627[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]2160882.55873758[/C][C]Range[/C][C]6191[/C][C]Trim Var.[/C][C]1514411.62554427[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1585782.02813067[/C][C]Range[/C][C]6622[/C][C]Trim Var.[/C][C]930811.74509804[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4579131.03446115[/C][C]Range[/C][C]9641[/C][C]Trim Var.[/C][C]2707708.86352941[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]15102318.0246753[/C][C]Range[/C][C]17537[/C][C]Trim Var.[/C][C]9471864.42489796[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]5722922.48288622[/C][C]Range[/C][C]10106[/C][C]Trim Var.[/C][C]3852961.31097561[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3182595.45169082[/C][C]Range[/C][C]7340[/C][C]Trim Var.[/C][C]1854442.15384615[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]9272929.20909091[/C][C]Range[/C][C]13764[/C][C]Trim Var.[/C][C]5084373.99730094[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]31573571.7568710[/C][C]Range[/C][C]25048[/C][C]Trim Var.[/C][C]17510808.2560455[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=114431&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=114431&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)2290990.91227364Range6612Trim Var.1626239.55197133
V(Y[t],d=1,D=0)2241599.25900621Range7852Trim Var.1302844.69487044
V(Y[t],d=2,D=0)5441648.08482523Range10189Trim Var.3141424.26120219
V(Y[t],d=3,D=0)15606260.5502634Range19877Trim Var.9100659.82457627
V(Y[t],d=0,D=1)2160882.55873758Range6191Trim Var.1514411.62554427
V(Y[t],d=1,D=1)1585782.02813067Range6622Trim Var.930811.74509804
V(Y[t],d=2,D=1)4579131.03446115Range9641Trim Var.2707708.86352941
V(Y[t],d=3,D=1)15102318.0246753Range17537Trim Var.9471864.42489796
V(Y[t],d=0,D=2)5722922.48288622Range10106Trim Var.3852961.31097561
V(Y[t],d=1,D=2)3182595.45169082Range7340Trim Var.1854442.15384615
V(Y[t],d=2,D=2)9272929.20909091Range13764Trim Var.5084373.99730094
V(Y[t],d=3,D=2)31573571.7568710Range25048Trim Var.17510808.2560455


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()