FreeStatistics.org

Free Statistics

of Irreproducible Research!

Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 02 Dec 2008 16:03:57 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/03/t12282590599m9kc1hvtu1a3a4.htm/, Retrieved Sun, 19 May 2024 01:44:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28527, Retrieved Sun, 19 May 2024 01:44:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact283

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
- RM D  [(Partial) Autocorrelation Function] [Non stationary ti...] [2008-12-02 22:44:03] [1a689e9ccc515e1757f0522229a687e9]
- RM      [Variance Reduction Matrix] [Non stationary ti...] [2008-12-02 22:48:32] [1a689e9ccc515e1757f0522229a687e9]
-    D        [Variance Reduction Matrix] [Non stationary ti...] [2008-12-02 23:03:57] [74a138e5b32af267311b5ad4cd13bf7e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
89,8
103,3
107,9
101
94,6
94,2
92,3
107,1
102,6
103,1
104,1
92,7
87
109,3
113,9
103,3
100,8
97,4
98,9
110,8
103,5
99,8
104,9
95,2
85,7
110
113,7
101,1
103,6
96,2
98,3
119,7
109,4
103,5
118,2
98,7
96,8
121,8
124
119,6
122,5
109,7
111,6
131,2
124,4
116,9
131,8
107,4
111
134
126,2
131,2
130,1
123,1
126,3
148,6
130,1
142,3
154,4
121,6
124,8
143,6
146,9
144,6
137,1
134,7
130,8
153,5
137,6
146,5
156,7
137,6
131,4
147,4
158,5
151,5
142,5
131,3
133,4
136,9
143,2
136,4
145,9
138,8
122,9

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28527&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28527&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28527&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)366.762487394958Range72.8Trim Var.269.950151351351
V(Y[t],d=1,D=0)141.602735226621Range57.8Trim Var.79.8939802130898
V(Y[t],d=2,D=0)349.867878342639Range80.9Trim Var.220.332918569254
V(Y[t],d=3,D=0)1008.61123306233Range146.1Trim Var.579.987480438184
V(Y[t],d=0,D=1)60.7552473363775Range42Trim Var.32.1839759615384
V(Y[t],d=1,D=1)53.2120950704225Range41.4Trim Var.27.1351165674603
V(Y[t],d=2,D=1)166.250136820926Range79.3Trim Var.83.0000972862263
V(Y[t],d=3,D=1)559.124532091097Range145.9Trim Var.255.812704918033
V(Y[t],d=0,D=2)98.950043715847Range42.2Trim Var.60.5120754716981
V(Y[t],d=1,D=2)90.6550395480226Range45.1000000000001Trim Var.52.1713067784766
V(Y[t],d=2,D=2)282.469205143191Range77Trim Var.171.550145137881
V(Y[t],d=3,D=2)974.485278281912Range143.100000000000Trim Var.607.318050527903

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 366.762487394958 & Range & 72.8 & Trim Var. & 269.950151351351 \tabularnewline
V(Y[t],d=1,D=0) & 141.602735226621 & Range & 57.8 & Trim Var. & 79.8939802130898 \tabularnewline
V(Y[t],d=2,D=0) & 349.867878342639 & Range & 80.9 & Trim Var. & 220.332918569254 \tabularnewline
V(Y[t],d=3,D=0) & 1008.61123306233 & Range & 146.1 & Trim Var. & 579.987480438184 \tabularnewline
V(Y[t],d=0,D=1) & 60.7552473363775 & Range & 42 & Trim Var. & 32.1839759615384 \tabularnewline
V(Y[t],d=1,D=1) & 53.2120950704225 & Range & 41.4 & Trim Var. & 27.1351165674603 \tabularnewline
V(Y[t],d=2,D=1) & 166.250136820926 & Range & 79.3 & Trim Var. & 83.0000972862263 \tabularnewline
V(Y[t],d=3,D=1) & 559.124532091097 & Range & 145.9 & Trim Var. & 255.812704918033 \tabularnewline
V(Y[t],d=0,D=2) & 98.950043715847 & Range & 42.2 & Trim Var. & 60.5120754716981 \tabularnewline
V(Y[t],d=1,D=2) & 90.6550395480226 & Range & 45.1000000000001 & Trim Var. & 52.1713067784766 \tabularnewline
V(Y[t],d=2,D=2) & 282.469205143191 & Range & 77 & Trim Var. & 171.550145137881 \tabularnewline
V(Y[t],d=3,D=2) & 974.485278281912 & Range & 143.100000000000 & Trim Var. & 607.318050527903 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28527&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]366.762487394958[/C][C]Range[/C][C]72.8[/C][C]Trim Var.[/C][C]269.950151351351[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]141.602735226621[/C][C]Range[/C][C]57.8[/C][C]Trim Var.[/C][C]79.8939802130898[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]349.867878342639[/C][C]Range[/C][C]80.9[/C][C]Trim Var.[/C][C]220.332918569254[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1008.61123306233[/C][C]Range[/C][C]146.1[/C][C]Trim Var.[/C][C]579.987480438184[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]60.7552473363775[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]32.1839759615384[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]53.2120950704225[/C][C]Range[/C][C]41.4[/C][C]Trim Var.[/C][C]27.1351165674603[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]166.250136820926[/C][C]Range[/C][C]79.3[/C][C]Trim Var.[/C][C]83.0000972862263[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]559.124532091097[/C][C]Range[/C][C]145.9[/C][C]Trim Var.[/C][C]255.812704918033[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]98.950043715847[/C][C]Range[/C][C]42.2[/C][C]Trim Var.[/C][C]60.5120754716981[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]90.6550395480226[/C][C]Range[/C][C]45.1000000000001[/C][C]Trim Var.[/C][C]52.1713067784766[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]282.469205143191[/C][C]Range[/C][C]77[/C][C]Trim Var.[/C][C]171.550145137881[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]974.485278281912[/C][C]Range[/C][C]143.100000000000[/C][C]Trim Var.[/C][C]607.318050527903[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28527&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28527&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)366.762487394958Range72.8Trim Var.269.950151351351
V(Y[t],d=1,D=0)141.602735226621Range57.8Trim Var.79.8939802130898
V(Y[t],d=2,D=0)349.867878342639Range80.9Trim Var.220.332918569254
V(Y[t],d=3,D=0)1008.61123306233Range146.1Trim Var.579.987480438184
V(Y[t],d=0,D=1)60.7552473363775Range42Trim Var.32.1839759615384
V(Y[t],d=1,D=1)53.2120950704225Range41.4Trim Var.27.1351165674603
V(Y[t],d=2,D=1)166.250136820926Range79.3Trim Var.83.0000972862263
V(Y[t],d=3,D=1)559.124532091097Range145.9Trim Var.255.812704918033
V(Y[t],d=0,D=2)98.950043715847Range42.2Trim Var.60.5120754716981
V(Y[t],d=1,D=2)90.6550395480226Range45.1000000000001Trim Var.52.1713067784766
V(Y[t],d=2,D=2)282.469205143191Range77Trim Var.171.550145137881
V(Y[t],d=3,D=2)974.485278281912Range143.100000000000Trim Var.607.318050527903


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Airline ; par2 = Box-Jenkins ; par3 = Airline Passengers ;
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(x,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')