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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 16:52:20 +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/t1513267584pdn41wjkz83r97x.htm/, Retrieved Tue, 14 May 2024 15:56:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=309547, Retrieved Tue, 14 May 2024 15:56:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact87

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] [Variance reductio...] [2017-12-14 15:52:20] [dd1b1eac6490c5f5f771b5814b2d0001] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
563
601
768
717
581
797
731
586
710
621
677
635
590
632
744
571
473
754
548
590
514
590
652
489
546
569
620
499
631
483
503
578
582
587
718
567
766
671
667
668
761
661
809
577
646
816
686
618
835
832
813
791
891
797
883
682
675
840
677
715
700
681
596
829
621
524
721
537
630
608
558
616
552
538
712
513
433
543
479
363
456
427
438
552
426
504
515
411
437
421
400
372
333
332
515
346
444
336
340
296
373
325
289
315
271
331
291

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=309547&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=309547&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309547&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)23221.4Range620Trim Var.16331.8
V(Y[t],d=1,D=0)12570Range513Trim Var.8174.04
V(Y[t],d=2,D=0)39108.4Range866Trim Var.26235.1
V(Y[t],d=3,D=0)130142Range1601Trim Var.86681.9
V(Y[t],d=0,D=1)16660.2Range622Trim Var.11150.9
V(Y[t],d=1,D=1)19707.1Range691Trim Var.10917.2
V(Y[t],d=2,D=1)61360.7Range1346Trim Var.33163.5
V(Y[t],d=3,D=1)205251Range2259Trim Var.112463
V(Y[t],d=0,D=2)33163.6Range858Trim Var.20090.1
V(Y[t],d=1,D=2)51490.5Range1214Trim Var.28722.8
V(Y[t],d=2,D=2)157117Range2135Trim Var.88144
V(Y[t],d=3,D=2)522927Range3633Trim Var.328615

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 23221.4 & Range & 620 & Trim Var. & 16331.8 \tabularnewline
V(Y[t],d=1,D=0) & 12570 & Range & 513 & Trim Var. & 8174.04 \tabularnewline
V(Y[t],d=2,D=0) & 39108.4 & Range & 866 & Trim Var. & 26235.1 \tabularnewline
V(Y[t],d=3,D=0) & 130142 & Range & 1601 & Trim Var. & 86681.9 \tabularnewline
V(Y[t],d=0,D=1) & 16660.2 & Range & 622 & Trim Var. & 11150.9 \tabularnewline
V(Y[t],d=1,D=1) & 19707.1 & Range & 691 & Trim Var. & 10917.2 \tabularnewline
V(Y[t],d=2,D=1) & 61360.7 & Range & 1346 & Trim Var. & 33163.5 \tabularnewline
V(Y[t],d=3,D=1) & 205251 & Range & 2259 & Trim Var. & 112463 \tabularnewline
V(Y[t],d=0,D=2) & 33163.6 & Range & 858 & Trim Var. & 20090.1 \tabularnewline
V(Y[t],d=1,D=2) & 51490.5 & Range & 1214 & Trim Var. & 28722.8 \tabularnewline
V(Y[t],d=2,D=2) & 157117 & Range & 2135 & Trim Var. & 88144 \tabularnewline
V(Y[t],d=3,D=2) & 522927 & Range & 3633 & Trim Var. & 328615 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=309547&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]23221.4[/C][C]Range[/C][C]620[/C][C]Trim Var.[/C][C]16331.8[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]12570[/C][C]Range[/C][C]513[/C][C]Trim Var.[/C][C]8174.04[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]39108.4[/C][C]Range[/C][C]866[/C][C]Trim Var.[/C][C]26235.1[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]130142[/C][C]Range[/C][C]1601[/C][C]Trim Var.[/C][C]86681.9[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]16660.2[/C][C]Range[/C][C]622[/C][C]Trim Var.[/C][C]11150.9[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]19707.1[/C][C]Range[/C][C]691[/C][C]Trim Var.[/C][C]10917.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]61360.7[/C][C]Range[/C][C]1346[/C][C]Trim Var.[/C][C]33163.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]205251[/C][C]Range[/C][C]2259[/C][C]Trim Var.[/C][C]112463[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]33163.6[/C][C]Range[/C][C]858[/C][C]Trim Var.[/C][C]20090.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]51490.5[/C][C]Range[/C][C]1214[/C][C]Trim Var.[/C][C]28722.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]157117[/C][C]Range[/C][C]2135[/C][C]Trim Var.[/C][C]88144[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]522927[/C][C]Range[/C][C]3633[/C][C]Trim Var.[/C][C]328615[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=309547&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=309547&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)23221.4Range620Trim Var.16331.8
V(Y[t],d=1,D=0)12570Range513Trim Var.8174.04
V(Y[t],d=2,D=0)39108.4Range866Trim Var.26235.1
V(Y[t],d=3,D=0)130142Range1601Trim Var.86681.9
V(Y[t],d=0,D=1)16660.2Range622Trim Var.11150.9
V(Y[t],d=1,D=1)19707.1Range691Trim Var.10917.2
V(Y[t],d=2,D=1)61360.7Range1346Trim Var.33163.5
V(Y[t],d=3,D=1)205251Range2259Trim Var.112463
V(Y[t],d=0,D=2)33163.6Range858Trim Var.20090.1
V(Y[t],d=1,D=2)51490.5Range1214Trim Var.28722.8
V(Y[t],d=2,D=2)157117Range2135Trim Var.88144
V(Y[t],d=3,D=2)522927Range3633Trim Var.328615


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()