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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, 29 Dec 2010 19:51:46 +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/29/t12936521849rxv5mn9en15ckz.htm/, Retrieved Fri, 03 May 2024 10:47:33 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117074, Retrieved Fri, 03 May 2024 10:47:33 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact113

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Variance Reduction Matrix] [Variance Reductio...] [2008-12-03 17:08:37] [74be16979710d4c4e7c6647856088456]
- RM D  [Variance Reduction Matrix] [variance reductio...] [2010-12-26 11:39:11] [c4f608d390ad7371b1365a9b84541edb]
-    D      [Variance Reduction Matrix] [Variance Reductio...] [2010-12-29 19:51:46] [d7e71f84f972bd09532f49e6d8781449] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
16198.90
16554.20
19554.20
15903.80
18003.80
18329.60
16260.70
14851.90
18174.10
18406.60
18466.50
16016.50
17428.50
17167.20
19630.00
17183.60
18344.70
19301.40
18147.50
16192.90
18374.40
20515.20
18957.20
16471.50
18746.80
19009.50
19211.20
20547.70
19325.80
20605.50
20056.90
16141.40
20359.80
19711.60
15638.60
14384.50
13721.40
14134.30
15021.70
14212.60
13635.00
15446.90
14762.10
12521.00
16236.80
16065.00
16032.10
15794.30
15160.00
15692.10
18908.90
17424.50
17014.20
19790.40
17681.20
16006.90
19601.70

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'Herman Ole Andreas Wold' @ www.yougetit.org

\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 & 'Herman Ole Andreas Wold' @ www.yougetit.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117074&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]'Herman Ole Andreas Wold' @ www.yougetit.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117074&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117074&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'Herman Ole Andreas Wold' @ www.yougetit.org






Variance Reduction Matrix
V(Y[t],d=0,D=0)4155802.79291353Range8084.5Trim Var.3039757.24934118
V(Y[t],d=1,D=0)3966426.17906494Range8291.4Trim Var.2619242.50375918
V(Y[t],d=2,D=0)10358631.4459259Range14784.3Trim Var.6930189.97020408
V(Y[t],d=3,D=0)30481152.8120755Range25401.3Trim Var.19246925.1042376
V(Y[t],d=0,D=1)8845727.16454546Range10678.6Trim Var.6372694.69078273
V(Y[t],d=1,D=1)2476831.31840909Range6978.5Trim Var.1292141.91076102
V(Y[t],d=2,D=1)6861188.06671096Range12209.9Trim Var.3967647.64175676
V(Y[t],d=3,D=1)23178901.4822764Range21081.8Trim Var.12888501.9904444
V(Y[t],d=0,D=2)32397833.2232008Range19246.2Trim Var.25372685.4121921
V(Y[t],d=1,D=2)6667847.80709677Range12483.6Trim Var.3437981.60587302
V(Y[t],d=2,D=2)18111601.8280645Range17831.1Trim Var.11100859.2866097
V(Y[t],d=3,D=2)61594254.7832299Range30298.7Trim Var.40847944.9274462

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4155802.79291353 & Range & 8084.5 & Trim Var. & 3039757.24934118 \tabularnewline
V(Y[t],d=1,D=0) & 3966426.17906494 & Range & 8291.4 & Trim Var. & 2619242.50375918 \tabularnewline
V(Y[t],d=2,D=0) & 10358631.4459259 & Range & 14784.3 & Trim Var. & 6930189.97020408 \tabularnewline
V(Y[t],d=3,D=0) & 30481152.8120755 & Range & 25401.3 & Trim Var. & 19246925.1042376 \tabularnewline
V(Y[t],d=0,D=1) & 8845727.16454546 & Range & 10678.6 & Trim Var. & 6372694.69078273 \tabularnewline
V(Y[t],d=1,D=1) & 2476831.31840909 & Range & 6978.5 & Trim Var. & 1292141.91076102 \tabularnewline
V(Y[t],d=2,D=1) & 6861188.06671096 & Range & 12209.9 & Trim Var. & 3967647.64175676 \tabularnewline
V(Y[t],d=3,D=1) & 23178901.4822764 & Range & 21081.8 & Trim Var. & 12888501.9904444 \tabularnewline
V(Y[t],d=0,D=2) & 32397833.2232008 & Range & 19246.2 & Trim Var. & 25372685.4121921 \tabularnewline
V(Y[t],d=1,D=2) & 6667847.80709677 & Range & 12483.6 & Trim Var. & 3437981.60587302 \tabularnewline
V(Y[t],d=2,D=2) & 18111601.8280645 & Range & 17831.1 & Trim Var. & 11100859.2866097 \tabularnewline
V(Y[t],d=3,D=2) & 61594254.7832299 & Range & 30298.7 & Trim Var. & 40847944.9274462 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117074&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4155802.79291353[/C][C]Range[/C][C]8084.5[/C][C]Trim Var.[/C][C]3039757.24934118[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3966426.17906494[/C][C]Range[/C][C]8291.4[/C][C]Trim Var.[/C][C]2619242.50375918[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10358631.4459259[/C][C]Range[/C][C]14784.3[/C][C]Trim Var.[/C][C]6930189.97020408[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]30481152.8120755[/C][C]Range[/C][C]25401.3[/C][C]Trim Var.[/C][C]19246925.1042376[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8845727.16454546[/C][C]Range[/C][C]10678.6[/C][C]Trim Var.[/C][C]6372694.69078273[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2476831.31840909[/C][C]Range[/C][C]6978.5[/C][C]Trim Var.[/C][C]1292141.91076102[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]6861188.06671096[/C][C]Range[/C][C]12209.9[/C][C]Trim Var.[/C][C]3967647.64175676[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]23178901.4822764[/C][C]Range[/C][C]21081.8[/C][C]Trim Var.[/C][C]12888501.9904444[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]32397833.2232008[/C][C]Range[/C][C]19246.2[/C][C]Trim Var.[/C][C]25372685.4121921[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6667847.80709677[/C][C]Range[/C][C]12483.6[/C][C]Trim Var.[/C][C]3437981.60587302[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]18111601.8280645[/C][C]Range[/C][C]17831.1[/C][C]Trim Var.[/C][C]11100859.2866097[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]61594254.7832299[/C][C]Range[/C][C]30298.7[/C][C]Trim Var.[/C][C]40847944.9274462[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117074&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117074&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)4155802.79291353Range8084.5Trim Var.3039757.24934118
V(Y[t],d=1,D=0)3966426.17906494Range8291.4Trim Var.2619242.50375918
V(Y[t],d=2,D=0)10358631.4459259Range14784.3Trim Var.6930189.97020408
V(Y[t],d=3,D=0)30481152.8120755Range25401.3Trim Var.19246925.1042376
V(Y[t],d=0,D=1)8845727.16454546Range10678.6Trim Var.6372694.69078273
V(Y[t],d=1,D=1)2476831.31840909Range6978.5Trim Var.1292141.91076102
V(Y[t],d=2,D=1)6861188.06671096Range12209.9Trim Var.3967647.64175676
V(Y[t],d=3,D=1)23178901.4822764Range21081.8Trim Var.12888501.9904444
V(Y[t],d=0,D=2)32397833.2232008Range19246.2Trim Var.25372685.4121921
V(Y[t],d=1,D=2)6667847.80709677Range12483.6Trim Var.3437981.60587302
V(Y[t],d=2,D=2)18111601.8280645Range17831.1Trim Var.11100859.2866097
V(Y[t],d=3,D=2)61594254.7832299Range30298.7Trim Var.40847944.9274462


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()