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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 computationThu, 14 Dec 2017 10:11:24 +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/2017/Dec/14/t1513243088xizjaj1k1klzqdg.htm/, Retrieved Tue, 14 May 2024 23:20:04 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=309417, Retrieved Tue, 14 May 2024 23:20:04 +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] [Variantie reducti...] [2017-12-14 09:11:24] [5c76e56d84d1440d36aad135bd2f9339] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
18142
8613
8347
7054
5179
6785
7887
6926
6355
7533
6727
8215
13880
10484
9847
6952
9393
12870
9330
14726
10176.66667
7815
6419
9900
9999.833333
14523
12419
8923
11857
12676
14873
11711
15243
9751
7631
8161
10435
15188
10237
11642
16513
18632
15526
14991
10365
10369
10912
14476.83333
19891
17448
17876
11414
9452
15509
11286
13318
9298.833333
6850
4497
4333
7301
4323
6033
4513
4442
7666
6260
5339
3686
4549
3675
7356
8341
20001
9554
6334
4313
4161
7835
9109
7691
5091
7407
11632
17611
9481
7603
4485
10381
8796
10132
10163
17969
6695

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309417&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]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=309417&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309417&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 time1 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)16796800Range16326Trim Var.11738300
V(Y[t],d=1,D=0)14815600Range22934Trim Var.7626170
V(Y[t],d=2,D=0)34438500Range32782Trim Var.17813300
V(Y[t],d=3,D=0)101700000Range62116Trim Var.54243300
V(Y[t],d=0,D=1)28124600Range28803Trim Var.14091000
V(Y[t],d=1,D=1)26821400Range34428Trim Var.12682800
V(Y[t],d=2,D=1)76802700Range55154Trim Var.37590200
V(Y[t],d=3,D=1)257320000Range96559Trim Var.134300000
V(Y[t],d=0,D=2)79031000Range55001Trim Var.36074800
V(Y[t],d=1,D=2)73425300Range55154Trim Var.36094800
V(Y[t],d=2,D=2)208507000Range96559Trim Var.87473000
V(Y[t],d=3,D=2)714974000Range170637Trim Var.318932000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 16796800 & Range & 16326 & Trim Var. & 11738300 \tabularnewline
V(Y[t],d=1,D=0) & 14815600 & Range & 22934 & Trim Var. & 7626170 \tabularnewline
V(Y[t],d=2,D=0) & 34438500 & Range & 32782 & Trim Var. & 17813300 \tabularnewline
V(Y[t],d=3,D=0) & 101700000 & Range & 62116 & Trim Var. & 54243300 \tabularnewline
V(Y[t],d=0,D=1) & 28124600 & Range & 28803 & Trim Var. & 14091000 \tabularnewline
V(Y[t],d=1,D=1) & 26821400 & Range & 34428 & Trim Var. & 12682800 \tabularnewline
V(Y[t],d=2,D=1) & 76802700 & Range & 55154 & Trim Var. & 37590200 \tabularnewline
V(Y[t],d=3,D=1) & 257320000 & Range & 96559 & Trim Var. & 134300000 \tabularnewline
V(Y[t],d=0,D=2) & 79031000 & Range & 55001 & Trim Var. & 36074800 \tabularnewline
V(Y[t],d=1,D=2) & 73425300 & Range & 55154 & Trim Var. & 36094800 \tabularnewline
V(Y[t],d=2,D=2) & 208507000 & Range & 96559 & Trim Var. & 87473000 \tabularnewline
V(Y[t],d=3,D=2) & 714974000 & Range & 170637 & Trim Var. & 318932000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309417&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]16796800[/C][C]Range[/C][C]16326[/C][C]Trim Var.[/C][C]11738300[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14815600[/C][C]Range[/C][C]22934[/C][C]Trim Var.[/C][C]7626170[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]34438500[/C][C]Range[/C][C]32782[/C][C]Trim Var.[/C][C]17813300[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]101700000[/C][C]Range[/C][C]62116[/C][C]Trim Var.[/C][C]54243300[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]28124600[/C][C]Range[/C][C]28803[/C][C]Trim Var.[/C][C]14091000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]26821400[/C][C]Range[/C][C]34428[/C][C]Trim Var.[/C][C]12682800[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]76802700[/C][C]Range[/C][C]55154[/C][C]Trim Var.[/C][C]37590200[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]257320000[/C][C]Range[/C][C]96559[/C][C]Trim Var.[/C][C]134300000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]79031000[/C][C]Range[/C][C]55001[/C][C]Trim Var.[/C][C]36074800[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]73425300[/C][C]Range[/C][C]55154[/C][C]Trim Var.[/C][C]36094800[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]208507000[/C][C]Range[/C][C]96559[/C][C]Trim Var.[/C][C]87473000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]714974000[/C][C]Range[/C][C]170637[/C][C]Trim Var.[/C][C]318932000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309417&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309417&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)16796800Range16326Trim Var.11738300
V(Y[t],d=1,D=0)14815600Range22934Trim Var.7626170
V(Y[t],d=2,D=0)34438500Range32782Trim Var.17813300
V(Y[t],d=3,D=0)101700000Range62116Trim Var.54243300
V(Y[t],d=0,D=1)28124600Range28803Trim Var.14091000
V(Y[t],d=1,D=1)26821400Range34428Trim Var.12682800
V(Y[t],d=2,D=1)76802700Range55154Trim Var.37590200
V(Y[t],d=3,D=1)257320000Range96559Trim Var.134300000
V(Y[t],d=0,D=2)79031000Range55001Trim Var.36074800
V(Y[t],d=1,D=2)73425300Range55154Trim Var.36094800
V(Y[t],d=2,D=2)208507000Range96559Trim Var.87473000
V(Y[t],d=3,D=2)714974000Range170637Trim Var.318932000


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()