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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, 21 Nov 2012 05:06:49 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Nov/21/t1353492452mra6tpn6a2w85th.htm/, Retrieved Sat, 27 Apr 2024 22:58:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=191392, Retrieved Sat, 27 Apr 2024 22:58:43 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact164

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] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
- R PD    [Variance Reduction Matrix] [Variantie-reducti...] [2012-11-21 10:06:49] [18a55f974a2e8651a7d8da0218fcbdb6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14
14
15
13
8
7
3
3
4
4
0
-4
-14
-18
-8
-1
1
2
0
1
0
-1
-3
-3
-3
-4
-8
-9
-13
-18
-11
-9
-10
-13
-11
-5
-15
-6
-6
-3
-1
-3
-4
-6
0
-4
-2
-2
-6
-7
-6
-6
-3
-2
-5
-11
-11
-11
-10
-14
-8
-9
-5
-1
-2
-5
-4
-6
-2
-2
-2
-2
2
1
-8
-1
1
-1
2
2
1
-1
-2
-2
-1
-8
-4
-6
-3
-3
-7
-9
-11
-13
-11
-9
-17
-22
-25
-20
-24
-24
-22
-19
-18
-17
-11
-11
-12
-10
-15
-15
-15
-13
-8
-13
-9
-7
-4
-4
-2
0
-2
-3
1
-2
-1
1
-3
-4
-9
-9
-7
-14
-12
-16
-20
-12
-12
-10
-10
-13
-16

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'Gertrude Mary Cox' @ cox.wessa.net

\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 & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191392&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]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191392&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191392&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'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)56.1890081749237Range40Trim Var.29.5986751656043
V(Y[t],d=1,D=0)12.8628508640495Range20Trim Var.5.53482409913118
V(Y[t],d=2,D=0)28.5209726443769Range35Trim Var.12.5235062999594
V(Y[t],d=3,D=0)87.8776464542652Range63Trim Var.41.6109556177529
V(Y[t],d=0,D=1)98.1933059307105Range48Trim Var.61.1825027169694
V(Y[t],d=1,D=1)27.0667262969589Range27Trim Var.16.2482074752098
V(Y[t],d=2,D=1)60.3415697674419Range42Trim Var.33.8067124332571
V(Y[t],d=3,D=1)186.19186761811Range77Trim Var.106.061869274957
V(Y[t],d=0,D=2)248.237003275887Range83Trim Var.158.65777178796
V(Y[t],d=1,D=2)78.4337968998986Range49Trim Var.46.1937106918239
V(Y[t],d=2,D=2)172.43899204244Range74Trim Var.87.3018315018315
V(Y[t],d=3,D=2)529.633808095952Range134Trim Var.259.478202931658

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 56.1890081749237 & Range & 40 & Trim Var. & 29.5986751656043 \tabularnewline
V(Y[t],d=1,D=0) & 12.8628508640495 & Range & 20 & Trim Var. & 5.53482409913118 \tabularnewline
V(Y[t],d=2,D=0) & 28.5209726443769 & Range & 35 & Trim Var. & 12.5235062999594 \tabularnewline
V(Y[t],d=3,D=0) & 87.8776464542652 & Range & 63 & Trim Var. & 41.6109556177529 \tabularnewline
V(Y[t],d=0,D=1) & 98.1933059307105 & Range & 48 & Trim Var. & 61.1825027169694 \tabularnewline
V(Y[t],d=1,D=1) & 27.0667262969589 & Range & 27 & Trim Var. & 16.2482074752098 \tabularnewline
V(Y[t],d=2,D=1) & 60.3415697674419 & Range & 42 & Trim Var. & 33.8067124332571 \tabularnewline
V(Y[t],d=3,D=1) & 186.19186761811 & Range & 77 & Trim Var. & 106.061869274957 \tabularnewline
V(Y[t],d=0,D=2) & 248.237003275887 & Range & 83 & Trim Var. & 158.65777178796 \tabularnewline
V(Y[t],d=1,D=2) & 78.4337968998986 & Range & 49 & Trim Var. & 46.1937106918239 \tabularnewline
V(Y[t],d=2,D=2) & 172.43899204244 & Range & 74 & Trim Var. & 87.3018315018315 \tabularnewline
V(Y[t],d=3,D=2) & 529.633808095952 & Range & 134 & Trim Var. & 259.478202931658 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=191392&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]56.1890081749237[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]29.5986751656043[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12.8628508640495[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]5.53482409913118[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]28.5209726443769[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]12.5235062999594[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]87.8776464542652[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]41.6109556177529[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]98.1933059307105[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]61.1825027169694[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]27.0667262969589[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]16.2482074752098[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]60.3415697674419[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]33.8067124332571[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]186.19186761811[/C][C]Range[/C][C]77[/C][C]Trim Var.[/C][C]106.061869274957[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]248.237003275887[/C][C]Range[/C][C]83[/C][C]Trim Var.[/C][C]158.65777178796[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]78.4337968998986[/C][C]Range[/C][C]49[/C][C]Trim Var.[/C][C]46.1937106918239[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]172.43899204244[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]87.3018315018315[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]529.633808095952[/C][C]Range[/C][C]134[/C][C]Trim Var.[/C][C]259.478202931658[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=191392&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=191392&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)56.1890081749237Range40Trim Var.29.5986751656043
V(Y[t],d=1,D=0)12.8628508640495Range20Trim Var.5.53482409913118
V(Y[t],d=2,D=0)28.5209726443769Range35Trim Var.12.5235062999594
V(Y[t],d=3,D=0)87.8776464542652Range63Trim Var.41.6109556177529
V(Y[t],d=0,D=1)98.1933059307105Range48Trim Var.61.1825027169694
V(Y[t],d=1,D=1)27.0667262969589Range27Trim Var.16.2482074752098
V(Y[t],d=2,D=1)60.3415697674419Range42Trim Var.33.8067124332571
V(Y[t],d=3,D=1)186.19186761811Range77Trim Var.106.061869274957
V(Y[t],d=0,D=2)248.237003275887Range83Trim Var.158.65777178796
V(Y[t],d=1,D=2)78.4337968998986Range49Trim Var.46.1937106918239
V(Y[t],d=2,D=2)172.43899204244Range74Trim Var.87.3018315018315
V(Y[t],d=3,D=2)529.633808095952Range134Trim Var.259.478202931658


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()