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 computationWed, 30 Nov 2016 10:44:12 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Nov/30/t1480499117vh7vum4oztk3969.htm/, Retrieved Sat, 18 May 2024 23:41:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=297309, Retrieved Sat, 18 May 2024 23:41:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact94

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] [VRM] [2016-11-30 09:44:12] [8b2c6464bd93a4843579a2d15e9e0aeb] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4181.5
4264
4283
4405
4508.5
4514.5
4602.5
4679
4742
4860.5
5034.5
5216.5
5286
5349.5
5437
5393
5516.5
5583.5
5667
5698.5
5764.5
5873
5782.5
5840
5742.5
5808
5814
5862.5
5782
5895
5932.5
6027.5
5970.5
5942
5913.5
5915.5
5845.5
5869.5
5858.5
5856
5871
5736
5716
5651.5
5640
5685.5
5772.5
5721.5
5595
5641.5
5769.5
5723
5769
5779
5779
5685
5895
5874
5911
5958
6029
5992
5977
5972.5
5953.5
6018
5955.5
5969.5
5987
5990.5
6054
6071.5
6239.5
6223.5
6252
6218.5
6287
6204.5
6567
6350.5
6190
6189.5
6092.5
5918
6118.5
5933
5890.5
6019.5
6156.5
6086.5
6352
6160.5
6153
6124
6305.5
6513
6633
6609.5
6462
6432.5
6275
6284.5
6260
6199
6210.5
6217.5
6309
6251
6114.5
6002
6090.5
6048.5
6027
6057.5
5974
6065

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297309&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]0 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297309&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297309&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)247244Range2451.5Trim Var.117436
V(Y[t],d=1,D=0)9659.04Range579Trim Var.5368.24
V(Y[t],d=2,D=0)21110.8Range1024Trim Var.9187.24
V(Y[t],d=3,D=0)67883.6Range1665Trim Var.28876.6
V(Y[t],d=0,D=1)154208Range1761.5Trim Var.94375.3
V(Y[t],d=1,D=1)17919.7Range719.5Trim Var.9288.01
V(Y[t],d=2,D=1)37666.4Range1227.5Trim Var.20451.2
V(Y[t],d=3,D=1)119549Range2034Trim Var.66085.3
V(Y[t],d=0,D=2)222457Range2251Trim Var.146484
V(Y[t],d=1,D=2)49718.2Range1221.5Trim Var.28051.3
V(Y[t],d=2,D=2)104104Range1603.5Trim Var.64328.4
V(Y[t],d=3,D=2)334827Range2974Trim Var.216349

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 247244 & Range & 2451.5 & Trim Var. & 117436 \tabularnewline
V(Y[t],d=1,D=0) & 9659.04 & Range & 579 & Trim Var. & 5368.24 \tabularnewline
V(Y[t],d=2,D=0) & 21110.8 & Range & 1024 & Trim Var. & 9187.24 \tabularnewline
V(Y[t],d=3,D=0) & 67883.6 & Range & 1665 & Trim Var. & 28876.6 \tabularnewline
V(Y[t],d=0,D=1) & 154208 & Range & 1761.5 & Trim Var. & 94375.3 \tabularnewline
V(Y[t],d=1,D=1) & 17919.7 & Range & 719.5 & Trim Var. & 9288.01 \tabularnewline
V(Y[t],d=2,D=1) & 37666.4 & Range & 1227.5 & Trim Var. & 20451.2 \tabularnewline
V(Y[t],d=3,D=1) & 119549 & Range & 2034 & Trim Var. & 66085.3 \tabularnewline
V(Y[t],d=0,D=2) & 222457 & Range & 2251 & Trim Var. & 146484 \tabularnewline
V(Y[t],d=1,D=2) & 49718.2 & Range & 1221.5 & Trim Var. & 28051.3 \tabularnewline
V(Y[t],d=2,D=2) & 104104 & Range & 1603.5 & Trim Var. & 64328.4 \tabularnewline
V(Y[t],d=3,D=2) & 334827 & Range & 2974 & Trim Var. & 216349 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297309&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]247244[/C][C]Range[/C][C]2451.5[/C][C]Trim Var.[/C][C]117436[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]9659.04[/C][C]Range[/C][C]579[/C][C]Trim Var.[/C][C]5368.24[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]21110.8[/C][C]Range[/C][C]1024[/C][C]Trim Var.[/C][C]9187.24[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]67883.6[/C][C]Range[/C][C]1665[/C][C]Trim Var.[/C][C]28876.6[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]154208[/C][C]Range[/C][C]1761.5[/C][C]Trim Var.[/C][C]94375.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]17919.7[/C][C]Range[/C][C]719.5[/C][C]Trim Var.[/C][C]9288.01[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]37666.4[/C][C]Range[/C][C]1227.5[/C][C]Trim Var.[/C][C]20451.2[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]119549[/C][C]Range[/C][C]2034[/C][C]Trim Var.[/C][C]66085.3[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]222457[/C][C]Range[/C][C]2251[/C][C]Trim Var.[/C][C]146484[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]49718.2[/C][C]Range[/C][C]1221.5[/C][C]Trim Var.[/C][C]28051.3[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]104104[/C][C]Range[/C][C]1603.5[/C][C]Trim Var.[/C][C]64328.4[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]334827[/C][C]Range[/C][C]2974[/C][C]Trim Var.[/C][C]216349[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297309&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297309&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)247244Range2451.5Trim Var.117436
V(Y[t],d=1,D=0)9659.04Range579Trim Var.5368.24
V(Y[t],d=2,D=0)21110.8Range1024Trim Var.9187.24
V(Y[t],d=3,D=0)67883.6Range1665Trim Var.28876.6
V(Y[t],d=0,D=1)154208Range1761.5Trim Var.94375.3
V(Y[t],d=1,D=1)17919.7Range719.5Trim Var.9288.01
V(Y[t],d=2,D=1)37666.4Range1227.5Trim Var.20451.2
V(Y[t],d=3,D=1)119549Range2034Trim Var.66085.3
V(Y[t],d=0,D=2)222457Range2251Trim Var.146484
V(Y[t],d=1,D=2)49718.2Range1221.5Trim Var.28051.3
V(Y[t],d=2,D=2)104104Range1603.5Trim Var.64328.4
V(Y[t],d=3,D=2)334827Range2974Trim Var.216349


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.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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()