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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 28 Dec 2010 08:39:48 +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/28/t129352546044ku53birnn9q8b.htm/, Retrieved Sat, 04 May 2024 23:26:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=116222, Retrieved Sat, 04 May 2024 23:26:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact141

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [Identifying integ...] [2009-11-23 18:42:00] [d46757a0a8c9b00540ab7e7e0c34bfc4]
- RMP   [Variance Reduction Matrix] [Identifying integ...] [2009-11-23 19:07:25] [d46757a0a8c9b00540ab7e7e0c34bfc4]
- R  D      [Variance Reduction Matrix] [Variance Reductio...] [2010-12-28 08:39:48] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-697,3
-143,8
-137,4
-26,9
559,2
630,2
1070,9
-820,8
993,3
741,7
603,6
-145,8
-35,1
395,1
523,1
462,3
183,4
791,5
344,8
-217
406,7
228,6
-580,1
-1550,4
-1447,5
-40,1
-1033,5
-925,6
-347,8
-447,7
-102,6
-2062,2
-929,7
-720,7
-1541,8
-1432,3
-1216,2
-212,8
-378,2
76,9
-101,3
220,4
495,6
-1035,2
61,8
-734,8
-6,9
-1061,1
-854,6
-186,5
244
-992,6
-335,2
316,8
477,6
-572,1

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'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116222&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116222&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116222&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)508921.633295455Range3133.1Trim Var.345581.177240816
V(Y[t],d=1,D=0)599743.055171717Range3773.7Trim Var.334230.532372449
V(Y[t],d=2,D=0)1711313.96893082Range6106.6Trim Var.929797.046365248
V(Y[t],d=3,D=0)5636792.93451379Range11809.7Trim Var.2997698.29287697
V(Y[t],d=0,D=1)697422.513588795Range3380.1Trim Var.485976.718613087
V(Y[t],d=1,D=1)577895.722159468Range3240.7Trim Var.352927.509444444
V(Y[t],d=2,D=1)1856255.61502904Range5267.3Trim Var.1123509.20015873
V(Y[t],d=3,D=1)6632044.67356098Range10082.2Trim Var.4309520.16176471
V(Y[t],d=0,D=2)2235835.68240927Range5321.2Trim Var.1630951.97497354
V(Y[t],d=1,D=2)1762590.64892473Range4677.1Trim Var.1271918.86695157
V(Y[t],d=2,D=2)5584474.79696552Range8833.8Trim Var.3811186.46584615
V(Y[t],d=3,D=2)19477635.2840148Range16165Trim Var.13869763.7892333

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 508921.633295455 & Range & 3133.1 & Trim Var. & 345581.177240816 \tabularnewline
V(Y[t],d=1,D=0) & 599743.055171717 & Range & 3773.7 & Trim Var. & 334230.532372449 \tabularnewline
V(Y[t],d=2,D=0) & 1711313.96893082 & Range & 6106.6 & Trim Var. & 929797.046365248 \tabularnewline
V(Y[t],d=3,D=0) & 5636792.93451379 & Range & 11809.7 & Trim Var. & 2997698.29287697 \tabularnewline
V(Y[t],d=0,D=1) & 697422.513588795 & Range & 3380.1 & Trim Var. & 485976.718613087 \tabularnewline
V(Y[t],d=1,D=1) & 577895.722159468 & Range & 3240.7 & Trim Var. & 352927.509444444 \tabularnewline
V(Y[t],d=2,D=1) & 1856255.61502904 & Range & 5267.3 & Trim Var. & 1123509.20015873 \tabularnewline
V(Y[t],d=3,D=1) & 6632044.67356098 & Range & 10082.2 & Trim Var. & 4309520.16176471 \tabularnewline
V(Y[t],d=0,D=2) & 2235835.68240927 & Range & 5321.2 & Trim Var. & 1630951.97497354 \tabularnewline
V(Y[t],d=1,D=2) & 1762590.64892473 & Range & 4677.1 & Trim Var. & 1271918.86695157 \tabularnewline
V(Y[t],d=2,D=2) & 5584474.79696552 & Range & 8833.8 & Trim Var. & 3811186.46584615 \tabularnewline
V(Y[t],d=3,D=2) & 19477635.2840148 & Range & 16165 & Trim Var. & 13869763.7892333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=116222&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]508921.633295455[/C][C]Range[/C][C]3133.1[/C][C]Trim Var.[/C][C]345581.177240816[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]599743.055171717[/C][C]Range[/C][C]3773.7[/C][C]Trim Var.[/C][C]334230.532372449[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1711313.96893082[/C][C]Range[/C][C]6106.6[/C][C]Trim Var.[/C][C]929797.046365248[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5636792.93451379[/C][C]Range[/C][C]11809.7[/C][C]Trim Var.[/C][C]2997698.29287697[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]697422.513588795[/C][C]Range[/C][C]3380.1[/C][C]Trim Var.[/C][C]485976.718613087[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]577895.722159468[/C][C]Range[/C][C]3240.7[/C][C]Trim Var.[/C][C]352927.509444444[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1856255.61502904[/C][C]Range[/C][C]5267.3[/C][C]Trim Var.[/C][C]1123509.20015873[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6632044.67356098[/C][C]Range[/C][C]10082.2[/C][C]Trim Var.[/C][C]4309520.16176471[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2235835.68240927[/C][C]Range[/C][C]5321.2[/C][C]Trim Var.[/C][C]1630951.97497354[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1762590.64892473[/C][C]Range[/C][C]4677.1[/C][C]Trim Var.[/C][C]1271918.86695157[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5584474.79696552[/C][C]Range[/C][C]8833.8[/C][C]Trim Var.[/C][C]3811186.46584615[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]19477635.2840148[/C][C]Range[/C][C]16165[/C][C]Trim Var.[/C][C]13869763.7892333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=116222&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=116222&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)508921.633295455Range3133.1Trim Var.345581.177240816
V(Y[t],d=1,D=0)599743.055171717Range3773.7Trim Var.334230.532372449
V(Y[t],d=2,D=0)1711313.96893082Range6106.6Trim Var.929797.046365248
V(Y[t],d=3,D=0)5636792.93451379Range11809.7Trim Var.2997698.29287697
V(Y[t],d=0,D=1)697422.513588795Range3380.1Trim Var.485976.718613087
V(Y[t],d=1,D=1)577895.722159468Range3240.7Trim Var.352927.509444444
V(Y[t],d=2,D=1)1856255.61502904Range5267.3Trim Var.1123509.20015873
V(Y[t],d=3,D=1)6632044.67356098Range10082.2Trim Var.4309520.16176471
V(Y[t],d=0,D=2)2235835.68240927Range5321.2Trim Var.1630951.97497354
V(Y[t],d=1,D=2)1762590.64892473Range4677.1Trim Var.1271918.86695157
V(Y[t],d=2,D=2)5584474.79696552Range8833.8Trim Var.3811186.46584615
V(Y[t],d=3,D=2)19477635.2840148Range16165Trim Var.13869763.7892333


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(x,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')