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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 14:51:28 +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/t1293374954tj2hy0ttiebhucj.htm/, Retrieved Tue, 07 May 2024 01:10:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=115631, Retrieved Tue, 07 May 2024 01:10:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact132

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]
-   PD  [Univariate Data Series] [tijdreeks werkloo...] [2010-12-26 13:12:25] [efd13e24149aec704f3383e33c1e842a]
- RMPD      [Variance Reduction Matrix] [tijdreeks werkloo...] [2010-12-26 14:51:28] [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
470
491
504
484
474
508
492
452
457
457
471
451
493
514
522
490
484
506
501
462
465
454
464
427
460
473
465
422
415
413
420
363
376
380
384
346
389
407
393
346
348
353
364
305
307
312
312
286
324
336
327
302
299
311
315
264
278
278
287
279
324
354
354
360
363
385
412
370
389
395
417
404
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'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=115631&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=115631&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115631&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)4393.63909860444Range258Trim Var.3262.87894434882
V(Y[t],d=1,D=0)644.420289855072Range121Trim Var.383.765794886865
V(Y[t],d=2,D=0)1436.68645484950Range152Trim Var.1004.78952122855
V(Y[t],d=3,D=0)4294.38778998779Range257Trim Var.3095.42777777778
V(Y[t],d=0,D=1)4843.90620295092Range237Trim Var.3801.91529733959
V(Y[t],d=1,D=1)146.180864197531Range68Trim Var.84.656740442656
V(Y[t],d=2,D=1)202.394936708861Range66Trim Var.126.702464788732
V(Y[t],d=3,D=1)654.344368711457Range125Trim Var.368.553708439898
V(Y[t],d=0,D=2)6146.17391304348Range273Trim Var.4648.44420941301
V(Y[t],d=1,D=2)318.012787723785Range99Trim Var.173.450273224044
V(Y[t],d=2,D=2)429.951712028095Range103Trim Var.274.559039548023
V(Y[t],d=3,D=2)1341.60018091361Range166Trim Var.854.777979431337

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4393.63909860444 & Range & 258 & Trim Var. & 3262.87894434882 \tabularnewline
V(Y[t],d=1,D=0) & 644.420289855072 & Range & 121 & Trim Var. & 383.765794886865 \tabularnewline
V(Y[t],d=2,D=0) & 1436.68645484950 & Range & 152 & Trim Var. & 1004.78952122855 \tabularnewline
V(Y[t],d=3,D=0) & 4294.38778998779 & Range & 257 & Trim Var. & 3095.42777777778 \tabularnewline
V(Y[t],d=0,D=1) & 4843.90620295092 & Range & 237 & Trim Var. & 3801.91529733959 \tabularnewline
V(Y[t],d=1,D=1) & 146.180864197531 & Range & 68 & Trim Var. & 84.656740442656 \tabularnewline
V(Y[t],d=2,D=1) & 202.394936708861 & Range & 66 & Trim Var. & 126.702464788732 \tabularnewline
V(Y[t],d=3,D=1) & 654.344368711457 & Range & 125 & Trim Var. & 368.553708439898 \tabularnewline
V(Y[t],d=0,D=2) & 6146.17391304348 & Range & 273 & Trim Var. & 4648.44420941301 \tabularnewline
V(Y[t],d=1,D=2) & 318.012787723785 & Range & 99 & Trim Var. & 173.450273224044 \tabularnewline
V(Y[t],d=2,D=2) & 429.951712028095 & Range & 103 & Trim Var. & 274.559039548023 \tabularnewline
V(Y[t],d=3,D=2) & 1341.60018091361 & Range & 166 & Trim Var. & 854.777979431337 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=115631&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4393.63909860444[/C][C]Range[/C][C]258[/C][C]Trim Var.[/C][C]3262.87894434882[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]644.420289855072[/C][C]Range[/C][C]121[/C][C]Trim Var.[/C][C]383.765794886865[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1436.68645484950[/C][C]Range[/C][C]152[/C][C]Trim Var.[/C][C]1004.78952122855[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4294.38778998779[/C][C]Range[/C][C]257[/C][C]Trim Var.[/C][C]3095.42777777778[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4843.90620295092[/C][C]Range[/C][C]237[/C][C]Trim Var.[/C][C]3801.91529733959[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]146.180864197531[/C][C]Range[/C][C]68[/C][C]Trim Var.[/C][C]84.656740442656[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]202.394936708861[/C][C]Range[/C][C]66[/C][C]Trim Var.[/C][C]126.702464788732[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]654.344368711457[/C][C]Range[/C][C]125[/C][C]Trim Var.[/C][C]368.553708439898[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]6146.17391304348[/C][C]Range[/C][C]273[/C][C]Trim Var.[/C][C]4648.44420941301[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]318.012787723785[/C][C]Range[/C][C]99[/C][C]Trim Var.[/C][C]173.450273224044[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]429.951712028095[/C][C]Range[/C][C]103[/C][C]Trim Var.[/C][C]274.559039548023[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1341.60018091361[/C][C]Range[/C][C]166[/C][C]Trim Var.[/C][C]854.777979431337[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=115631&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=115631&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)4393.63909860444Range258Trim Var.3262.87894434882
V(Y[t],d=1,D=0)644.420289855072Range121Trim Var.383.765794886865
V(Y[t],d=2,D=0)1436.68645484950Range152Trim Var.1004.78952122855
V(Y[t],d=3,D=0)4294.38778998779Range257Trim Var.3095.42777777778
V(Y[t],d=0,D=1)4843.90620295092Range237Trim Var.3801.91529733959
V(Y[t],d=1,D=1)146.180864197531Range68Trim Var.84.656740442656
V(Y[t],d=2,D=1)202.394936708861Range66Trim Var.126.702464788732
V(Y[t],d=3,D=1)654.344368711457Range125Trim Var.368.553708439898
V(Y[t],d=0,D=2)6146.17391304348Range273Trim Var.4648.44420941301
V(Y[t],d=1,D=2)318.012787723785Range99Trim Var.173.450273224044
V(Y[t],d=2,D=2)429.951712028095Range103Trim Var.274.559039548023
V(Y[t],d=3,D=2)1341.60018091361Range166Trim Var.854.777979431337


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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()