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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 computationFri, 24 Dec 2010 16:24:44 +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/24/t1293207781lt4cb3kgk2l1xx2.htm/, Retrieved Tue, 30 Apr 2024 06:11:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115183, Retrieved Tue, 30 Apr 2024 06:11:47 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact116

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] [] [2010-12-24 16:24:44] [95610e892c4b5c84ff80f4c898567a9d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
75.53
75.75
76.57
77.59
77.15
79.08
80.29
79.94
80.19
79.70
79.14
78.23
77.16
76.77
76.19
74.83
74.33
72.71
71.32
71.88
71.78
71.77
72.17
70.84
70.64
70.85
71.43
78.52
81.12
84.16
84.36
84.13
83.59
82.13
83.03
83.91
83.01
82.36
82.01
81.83
80.89
82.86
83.28
82.63
81.52
82.20
81.97
81.60
82.36
82.55
81.27
79.89
74.44
73.47
73.16
73.16
72.94
72.89
73.26
73.93
72.58
72.00
72.79
71.86
69.74
69.73
69.05
69.63
70.48
72.49
72.66
74.77

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'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 & 2 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115183&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115183&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115183&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)22.7019095461659Range15.31Trim Var.18.8082596974206
V(Y[t],d=1,D=0)2.17696949698189Range12.54Trim Var.0.682780184331798
V(Y[t],d=2,D=0)2.74232565217391Range11.0000000000000Trim Var.1.04672353252248
V(Y[t],d=3,D=0)7.67975554134696Range19.5500000000000Trim Var.3.35345491803279
V(Y[t],d=0,D=1)49.8394168361582Range23.62Trim Var.39.6153871767994
V(Y[t],d=1,D=1)4.99977106954997Range15.7200000000000Trim Var.1.92166705370102
V(Y[t],d=2,D=1)5.61371654567453Range13.6300000000000Trim Var.3.12821191553546
V(Y[t],d=3,D=1)15.0938733082707Range22.7099999999999Trim Var.8.31632337254905
V(Y[t],d=0,D=2)142.831209530142Range37.39Trim Var.116.139073461092
V(Y[t],d=1,D=2)16.8478382978723Range26.55Trim Var.5.0729448780488
V(Y[t],d=2,D=2)19.9740808212560Range22.7099999999999Trim Var.10.6442845512821
V(Y[t],d=3,D=2)56.2438409090909Range38.6499999999999Trim Var.29.5350323886640

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 22.7019095461659 & Range & 15.31 & Trim Var. & 18.8082596974206 \tabularnewline
V(Y[t],d=1,D=0) & 2.17696949698189 & Range & 12.54 & Trim Var. & 0.682780184331798 \tabularnewline
V(Y[t],d=2,D=0) & 2.74232565217391 & Range & 11.0000000000000 & Trim Var. & 1.04672353252248 \tabularnewline
V(Y[t],d=3,D=0) & 7.67975554134696 & Range & 19.5500000000000 & Trim Var. & 3.35345491803279 \tabularnewline
V(Y[t],d=0,D=1) & 49.8394168361582 & Range & 23.62 & Trim Var. & 39.6153871767994 \tabularnewline
V(Y[t],d=1,D=1) & 4.99977106954997 & Range & 15.7200000000000 & Trim Var. & 1.92166705370102 \tabularnewline
V(Y[t],d=2,D=1) & 5.61371654567453 & Range & 13.6300000000000 & Trim Var. & 3.12821191553546 \tabularnewline
V(Y[t],d=3,D=1) & 15.0938733082707 & Range & 22.7099999999999 & Trim Var. & 8.31632337254905 \tabularnewline
V(Y[t],d=0,D=2) & 142.831209530142 & Range & 37.39 & Trim Var. & 116.139073461092 \tabularnewline
V(Y[t],d=1,D=2) & 16.8478382978723 & Range & 26.55 & Trim Var. & 5.0729448780488 \tabularnewline
V(Y[t],d=2,D=2) & 19.9740808212560 & Range & 22.7099999999999 & Trim Var. & 10.6442845512821 \tabularnewline
V(Y[t],d=3,D=2) & 56.2438409090909 & Range & 38.6499999999999 & Trim Var. & 29.5350323886640 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115183&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]22.7019095461659[/C][C]Range[/C][C]15.31[/C][C]Trim Var.[/C][C]18.8082596974206[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2.17696949698189[/C][C]Range[/C][C]12.54[/C][C]Trim Var.[/C][C]0.682780184331798[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2.74232565217391[/C][C]Range[/C][C]11.0000000000000[/C][C]Trim Var.[/C][C]1.04672353252248[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7.67975554134696[/C][C]Range[/C][C]19.5500000000000[/C][C]Trim Var.[/C][C]3.35345491803279[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]49.8394168361582[/C][C]Range[/C][C]23.62[/C][C]Trim Var.[/C][C]39.6153871767994[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]4.99977106954997[/C][C]Range[/C][C]15.7200000000000[/C][C]Trim Var.[/C][C]1.92166705370102[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5.61371654567453[/C][C]Range[/C][C]13.6300000000000[/C][C]Trim Var.[/C][C]3.12821191553546[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]15.0938733082707[/C][C]Range[/C][C]22.7099999999999[/C][C]Trim Var.[/C][C]8.31632337254905[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]142.831209530142[/C][C]Range[/C][C]37.39[/C][C]Trim Var.[/C][C]116.139073461092[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]16.8478382978723[/C][C]Range[/C][C]26.55[/C][C]Trim Var.[/C][C]5.0729448780488[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]19.9740808212560[/C][C]Range[/C][C]22.7099999999999[/C][C]Trim Var.[/C][C]10.6442845512821[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]56.2438409090909[/C][C]Range[/C][C]38.6499999999999[/C][C]Trim Var.[/C][C]29.5350323886640[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115183&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115183&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)22.7019095461659Range15.31Trim Var.18.8082596974206
V(Y[t],d=1,D=0)2.17696949698189Range12.54Trim Var.0.682780184331798
V(Y[t],d=2,D=0)2.74232565217391Range11.0000000000000Trim Var.1.04672353252248
V(Y[t],d=3,D=0)7.67975554134696Range19.5500000000000Trim Var.3.35345491803279
V(Y[t],d=0,D=1)49.8394168361582Range23.62Trim Var.39.6153871767994
V(Y[t],d=1,D=1)4.99977106954997Range15.7200000000000Trim Var.1.92166705370102
V(Y[t],d=2,D=1)5.61371654567453Range13.6300000000000Trim Var.3.12821191553546
V(Y[t],d=3,D=1)15.0938733082707Range22.7099999999999Trim Var.8.31632337254905
V(Y[t],d=0,D=2)142.831209530142Range37.39Trim Var.116.139073461092
V(Y[t],d=1,D=2)16.8478382978723Range26.55Trim Var.5.0729448780488
V(Y[t],d=2,D=2)19.9740808212560Range22.7099999999999Trim Var.10.6442845512821
V(Y[t],d=3,D=2)56.2438409090909Range38.6499999999999Trim Var.29.5350323886640


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()