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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 computationSun, 09 Dec 2018 17:35:51 +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/2018/Dec/09/t1544373409k9czsotj6dw1gae.htm/, Retrieved Sat, 27 Apr 2024 19:39:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=315814, Retrieved Sat, 27 Apr 2024 19:39:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact122

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] [Stat Grafiek Bouw...] [2018-12-09 16:35:51] [ed325faff554f097403cb8f6ee07a063] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2570
2669
2450
2842
3440
2678
2981
2260
2844
2546
2456
2295
2379
2471
2057
2280
2351
2276
2548
2311
2201
2725
2408
2139
1898
2539
2070
2063
2565
2443
2196
2799
2076
2628
2292
2155
2476
2138
1854
2081
1795
1756
2237
1960
1829
2524
2077
2366
2185
2098
1836
1863
2044
2136
2931
3263
3328
3570
2313
1623
1316
1507
1419
1660
1790
1733
2086
1814
2241
1943
1773
2143
2087
1805
1913
2296
2500
2210
2526
2249
2024
2091
2045
1882
1831
1964
1763
1688
2149
1823
2094
2145
1791
1996
2097
1796
1963
2042
1746
2210
2968
3126
3708
3015
1569
1518
1393
1615
1777
1648
1463
1779

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=315814&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=315814&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=315814&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)219037Range2392Trim Var.118557
V(Y[t],d=1,D=0)147566Range2241Trim Var.77923.1
V(Y[t],d=2,D=0)348141Range2894Trim Var.206269
V(Y[t],d=3,D=0)1098590Range4788Trim Var.643473
V(Y[t],d=0,D=1)318832Range3241Trim Var.159664
V(Y[t],d=1,D=1)199288Range2179Trim Var.122437
V(Y[t],d=2,D=1)444532Range3235Trim Var.265655
V(Y[t],d=3,D=1)1372110Range5892Trim Var.810115
V(Y[t],d=0,D=2)978496Range4894Trim Var.530120
V(Y[t],d=1,D=2)557831Range3759Trim Var.310105
V(Y[t],d=2,D=2)1206000Range5892Trim Var.705351
V(Y[t],d=3,D=2)3592640Range9976Trim Var.1884540

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 219037 & Range & 2392 & Trim Var. & 118557 \tabularnewline
V(Y[t],d=1,D=0) & 147566 & Range & 2241 & Trim Var. & 77923.1 \tabularnewline
V(Y[t],d=2,D=0) & 348141 & Range & 2894 & Trim Var. & 206269 \tabularnewline
V(Y[t],d=3,D=0) & 1098590 & Range & 4788 & Trim Var. & 643473 \tabularnewline
V(Y[t],d=0,D=1) & 318832 & Range & 3241 & Trim Var. & 159664 \tabularnewline
V(Y[t],d=1,D=1) & 199288 & Range & 2179 & Trim Var. & 122437 \tabularnewline
V(Y[t],d=2,D=1) & 444532 & Range & 3235 & Trim Var. & 265655 \tabularnewline
V(Y[t],d=3,D=1) & 1372110 & Range & 5892 & Trim Var. & 810115 \tabularnewline
V(Y[t],d=0,D=2) & 978496 & Range & 4894 & Trim Var. & 530120 \tabularnewline
V(Y[t],d=1,D=2) & 557831 & Range & 3759 & Trim Var. & 310105 \tabularnewline
V(Y[t],d=2,D=2) & 1206000 & Range & 5892 & Trim Var. & 705351 \tabularnewline
V(Y[t],d=3,D=2) & 3592640 & Range & 9976 & Trim Var. & 1884540 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=315814&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]219037[/C][C]Range[/C][C]2392[/C][C]Trim Var.[/C][C]118557[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]147566[/C][C]Range[/C][C]2241[/C][C]Trim Var.[/C][C]77923.1[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]348141[/C][C]Range[/C][C]2894[/C][C]Trim Var.[/C][C]206269[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1098590[/C][C]Range[/C][C]4788[/C][C]Trim Var.[/C][C]643473[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]318832[/C][C]Range[/C][C]3241[/C][C]Trim Var.[/C][C]159664[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]199288[/C][C]Range[/C][C]2179[/C][C]Trim Var.[/C][C]122437[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]444532[/C][C]Range[/C][C]3235[/C][C]Trim Var.[/C][C]265655[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1372110[/C][C]Range[/C][C]5892[/C][C]Trim Var.[/C][C]810115[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]978496[/C][C]Range[/C][C]4894[/C][C]Trim Var.[/C][C]530120[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]557831[/C][C]Range[/C][C]3759[/C][C]Trim Var.[/C][C]310105[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1206000[/C][C]Range[/C][C]5892[/C][C]Trim Var.[/C][C]705351[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3592640[/C][C]Range[/C][C]9976[/C][C]Trim Var.[/C][C]1884540[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=315814&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=315814&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)219037Range2392Trim Var.118557
V(Y[t],d=1,D=0)147566Range2241Trim Var.77923.1
V(Y[t],d=2,D=0)348141Range2894Trim Var.206269
V(Y[t],d=3,D=0)1098590Range4788Trim Var.643473
V(Y[t],d=0,D=1)318832Range3241Trim Var.159664
V(Y[t],d=1,D=1)199288Range2179Trim Var.122437
V(Y[t],d=2,D=1)444532Range3235Trim Var.265655
V(Y[t],d=3,D=1)1372110Range5892Trim Var.810115
V(Y[t],d=0,D=2)978496Range4894Trim Var.530120
V(Y[t],d=1,D=2)557831Range3759Trim Var.310105
V(Y[t],d=2,D=2)1206000Range5892Trim Var.705351
V(Y[t],d=3,D=2)3592640Range9976Trim Var.1884540


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()