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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, 26 Dec 2010 13:14:27 +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/26/t1293369203arwubkpjqwzhep3.htm/, Retrieved Mon, 06 May 2024 20:34:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115588, Retrieved Mon, 06 May 2024 20:34:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact134

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] [tijdreeks bevolki...] [2010-12-26 10:20:42] [efd13e24149aec704f3383e33c1e842a]
- RMPD    [Variance Reduction Matrix] [tijdreeks werkloo...] [2010-12-26 13:14:27] [531024149246456e4f6d79ace2e85c12] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
332
369
384
373
378
426
423
397
422
409
430
412
396
470
491
504
484
474
508
492
452
457
457
471
451
476
493
514
522
490
484
506
501
462
465
454
464
427
482
460
473
465
422
415
413
420
363
376
380
384
346
410
389
407
393
346
348
353
364
305
307
312
312
286
344
324
336
327
302
299
311
315
264
278
278
287
279
300
324
354
354
360
363
385
412
370
389
395
417
404
377
456
478
468
437
432
441
449
386
396
394

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'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115588&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]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115588&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115588&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'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)4349.48871287129Range258Trim Var.3115.61593462717
V(Y[t],d=1,D=0)722.157171717172Range142Trim Var.380.001123595506
V(Y[t],d=2,D=0)1749.07792207792Range191Trim Var.1099.88891726251
V(Y[t],d=3,D=0)5471.49463496739Range331Trim Var.3423.04440961338
V(Y[t],d=0,D=1)4598.02783452503Range284Trim Var.3323.02758844531
V(Y[t],d=1,D=1)1602.76998432602Range179Trim Var.1015.02430902431
V(Y[t],d=2,D=1)4771.77011494253Range319Trim Var.3013.34313055366
V(Y[t],d=3,D=1)16273.7987688098Range612Trim Var.10250.8959649123
V(Y[t],d=0,D=2)6527.82740943267Range364Trim Var.4485.91602728048
V(Y[t],d=1,D=2)4954.88Range311Trim Var.3330.43612818262
V(Y[t],d=2,D=2)16165.0857657658Range596Trim Var.9862.4717948718
V(Y[t],d=3,D=2)57981.7447241762Range1074Trim Var.37961.0965034965

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4349.48871287129 & Range & 258 & Trim Var. & 3115.61593462717 \tabularnewline
V(Y[t],d=1,D=0) & 722.157171717172 & Range & 142 & Trim Var. & 380.001123595506 \tabularnewline
V(Y[t],d=2,D=0) & 1749.07792207792 & Range & 191 & Trim Var. & 1099.88891726251 \tabularnewline
V(Y[t],d=3,D=0) & 5471.49463496739 & Range & 331 & Trim Var. & 3423.04440961338 \tabularnewline
V(Y[t],d=0,D=1) & 4598.02783452503 & Range & 284 & Trim Var. & 3323.02758844531 \tabularnewline
V(Y[t],d=1,D=1) & 1602.76998432602 & Range & 179 & Trim Var. & 1015.02430902431 \tabularnewline
V(Y[t],d=2,D=1) & 4771.77011494253 & Range & 319 & Trim Var. & 3013.34313055366 \tabularnewline
V(Y[t],d=3,D=1) & 16273.7987688098 & Range & 612 & Trim Var. & 10250.8959649123 \tabularnewline
V(Y[t],d=0,D=2) & 6527.82740943267 & Range & 364 & Trim Var. & 4485.91602728048 \tabularnewline
V(Y[t],d=1,D=2) & 4954.88 & Range & 311 & Trim Var. & 3330.43612818262 \tabularnewline
V(Y[t],d=2,D=2) & 16165.0857657658 & Range & 596 & Trim Var. & 9862.4717948718 \tabularnewline
V(Y[t],d=3,D=2) & 57981.7447241762 & Range & 1074 & Trim Var. & 37961.0965034965 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115588&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4349.48871287129[/C][C]Range[/C][C]258[/C][C]Trim Var.[/C][C]3115.61593462717[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]722.157171717172[/C][C]Range[/C][C]142[/C][C]Trim Var.[/C][C]380.001123595506[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1749.07792207792[/C][C]Range[/C][C]191[/C][C]Trim Var.[/C][C]1099.88891726251[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5471.49463496739[/C][C]Range[/C][C]331[/C][C]Trim Var.[/C][C]3423.04440961338[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4598.02783452503[/C][C]Range[/C][C]284[/C][C]Trim Var.[/C][C]3323.02758844531[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1602.76998432602[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]1015.02430902431[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4771.77011494253[/C][C]Range[/C][C]319[/C][C]Trim Var.[/C][C]3013.34313055366[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]16273.7987688098[/C][C]Range[/C][C]612[/C][C]Trim Var.[/C][C]10250.8959649123[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6527.82740943267[/C][C]Range[/C][C]364[/C][C]Trim Var.[/C][C]4485.91602728048[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4954.88[/C][C]Range[/C][C]311[/C][C]Trim Var.[/C][C]3330.43612818262[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]16165.0857657658[/C][C]Range[/C][C]596[/C][C]Trim Var.[/C][C]9862.4717948718[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]57981.7447241762[/C][C]Range[/C][C]1074[/C][C]Trim Var.[/C][C]37961.0965034965[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115588&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115588&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)4349.48871287129Range258Trim Var.3115.61593462717
V(Y[t],d=1,D=0)722.157171717172Range142Trim Var.380.001123595506
V(Y[t],d=2,D=0)1749.07792207792Range191Trim Var.1099.88891726251
V(Y[t],d=3,D=0)5471.49463496739Range331Trim Var.3423.04440961338
V(Y[t],d=0,D=1)4598.02783452503Range284Trim Var.3323.02758844531
V(Y[t],d=1,D=1)1602.76998432602Range179Trim Var.1015.02430902431
V(Y[t],d=2,D=1)4771.77011494253Range319Trim Var.3013.34313055366
V(Y[t],d=3,D=1)16273.7987688098Range612Trim Var.10250.8959649123
V(Y[t],d=0,D=2)6527.82740943267Range364Trim Var.4485.91602728048
V(Y[t],d=1,D=2)4954.88Range311Trim Var.3330.43612818262
V(Y[t],d=2,D=2)16165.0857657658Range596Trim Var.9862.4717948718
V(Y[t],d=3,D=2)57981.7447241762Range1074Trim Var.37961.0965034965


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()