FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationFri, 30 Nov 2012 09:19:15 -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/30/t13542852277vnp7j192u5ok9r.htm/, Retrieved Fri, 03 May 2024 15:35:46 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=195060, Retrieved Fri, 03 May 2024 15:35:46 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact64

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] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMP   [(Partial) Autocorrelation Function] [Unemployment] [2010-11-29 09:09:37] [b98453cac15ba1066b407e146608df68]
- RMPD    [Spectral Analysis] [Aantal werklozen ...] [2012-11-30 13:59:58] [3e2c7966ca4198d187b4c59e4eb5d004]
- R P       [Spectral Analysis] [Aantal werklozen ...] [2012-11-30 14:10:07] [3e2c7966ca4198d187b4c59e4eb5d004]
-   P         [Spectral Analysis] [Aantal werklozen ...] [2012-11-30 14:14:07] [3e2c7966ca4198d187b4c59e4eb5d004]
- RMP             [Variance Reduction Matrix] [Aantal werklozen ...] [2012-11-30 14:19:15] [7ac586d7aaad1f98cbd1d1bd98b37cf0] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
116
111
104
100
93
91
119
139
134
124
113
109
109
106
101
98
93
91
122
139
140
132
117
114
113
110
107
103
98
98
137
148
147
139
130
128
127
123
118
114
108
111
151
159
158
148
138
137
136
133
126
120
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107
109
109
108
107
99
103
131
137
135
124
118
121
121
118
113
107
100
102
130
136
133
120
112
109
110
106
102
98
92
92
120
127
124
114
108
106
111
110
104
100
96
98
122
134
133

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' @ yule.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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195060&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' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=195060&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195060&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' @ yule.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)307.91339869281Range78Trim Var.201.606965174129
V(Y[t],d=1,D=0)123.954295921924Range55Trim Var.56.1478831246273
V(Y[t],d=2,D=0)164.399293598234Range71Trim Var.69.6564953012714
V(Y[t],d=3,D=0)369.612035794183Range103Trim Var.145.107395354057
V(Y[t],d=0,D=1)87.2782168186423Range43Trim Var.54.2209366391185
V(Y[t],d=1,D=1)6.99403905447071Range14Trim Var.2.92285962624946
V(Y[t],d=2,D=1)13.4202898550725Range25Trim Var.5.86578701852592
V(Y[t],d=3,D=1)41.379086004443Range40Trim Var.17.8509687034277
V(Y[t],d=0,D=2)143.775436046512Range53Trim Var.96.3462195311287
V(Y[t],d=1,D=2)15.3591904527559Range20Trim Var.7.45159705159705
V(Y[t],d=2,D=2)29.4434445694288Range32Trim Var.14.2945126945127
V(Y[t],d=3,D=2)90.9109841269841Range58Trim Var.43.0627413127413

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 307.91339869281 & Range & 78 & Trim Var. & 201.606965174129 \tabularnewline
V(Y[t],d=1,D=0) & 123.954295921924 & Range & 55 & Trim Var. & 56.1478831246273 \tabularnewline
V(Y[t],d=2,D=0) & 164.399293598234 & Range & 71 & Trim Var. & 69.6564953012714 \tabularnewline
V(Y[t],d=3,D=0) & 369.612035794183 & Range & 103 & Trim Var. & 145.107395354057 \tabularnewline
V(Y[t],d=0,D=1) & 87.2782168186423 & Range & 43 & Trim Var. & 54.2209366391185 \tabularnewline
V(Y[t],d=1,D=1) & 6.99403905447071 & Range & 14 & Trim Var. & 2.92285962624946 \tabularnewline
V(Y[t],d=2,D=1) & 13.4202898550725 & Range & 25 & Trim Var. & 5.86578701852592 \tabularnewline
V(Y[t],d=3,D=1) & 41.379086004443 & Range & 40 & Trim Var. & 17.8509687034277 \tabularnewline
V(Y[t],d=0,D=2) & 143.775436046512 & Range & 53 & Trim Var. & 96.3462195311287 \tabularnewline
V(Y[t],d=1,D=2) & 15.3591904527559 & Range & 20 & Trim Var. & 7.45159705159705 \tabularnewline
V(Y[t],d=2,D=2) & 29.4434445694288 & Range & 32 & Trim Var. & 14.2945126945127 \tabularnewline
V(Y[t],d=3,D=2) & 90.9109841269841 & Range & 58 & Trim Var. & 43.0627413127413 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=195060&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]307.91339869281[/C][C]Range[/C][C]78[/C][C]Trim Var.[/C][C]201.606965174129[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]123.954295921924[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]56.1478831246273[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]164.399293598234[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]69.6564953012714[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]369.612035794183[/C][C]Range[/C][C]103[/C][C]Trim Var.[/C][C]145.107395354057[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]87.2782168186423[/C][C]Range[/C][C]43[/C][C]Trim Var.[/C][C]54.2209366391185[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.99403905447071[/C][C]Range[/C][C]14[/C][C]Trim Var.[/C][C]2.92285962624946[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]13.4202898550725[/C][C]Range[/C][C]25[/C][C]Trim Var.[/C][C]5.86578701852592[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]41.379086004443[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]17.8509687034277[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]143.775436046512[/C][C]Range[/C][C]53[/C][C]Trim Var.[/C][C]96.3462195311287[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]15.3591904527559[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]7.45159705159705[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]29.4434445694288[/C][C]Range[/C][C]32[/C][C]Trim Var.[/C][C]14.2945126945127[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]90.9109841269841[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]43.0627413127413[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=195060&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=195060&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)307.91339869281Range78Trim Var.201.606965174129
V(Y[t],d=1,D=0)123.954295921924Range55Trim Var.56.1478831246273
V(Y[t],d=2,D=0)164.399293598234Range71Trim Var.69.6564953012714
V(Y[t],d=3,D=0)369.612035794183Range103Trim Var.145.107395354057
V(Y[t],d=0,D=1)87.2782168186423Range43Trim Var.54.2209366391185
V(Y[t],d=1,D=1)6.99403905447071Range14Trim Var.2.92285962624946
V(Y[t],d=2,D=1)13.4202898550725Range25Trim Var.5.86578701852592
V(Y[t],d=3,D=1)41.379086004443Range40Trim Var.17.8509687034277
V(Y[t],d=0,D=2)143.775436046512Range53Trim Var.96.3462195311287
V(Y[t],d=1,D=2)15.3591904527559Range20Trim Var.7.45159705159705
V(Y[t],d=2,D=2)29.4434445694288Range32Trim Var.14.2945126945127
V(Y[t],d=3,D=2)90.9109841269841Range58Trim Var.43.0627413127413


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()