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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, 10 Dec 2015 11:45:43 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Dec/10/t1449747992jshrg84grawz5ft.htm/, Retrieved Thu, 16 May 2024 07:10:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=285798, Retrieved Thu, 16 May 2024 07:10:18 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact81

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] [D = 1 d = 1] [2015-12-10 11:45:43] [bf0d5eb0caf2a926d5d81273b164b1d3] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
589
561
640
656
727
697
640
599
568
577
553
582
600
566
653
673
742
716
660
617
583
587
565
598
628
618
688
705
770
736
678
639
604
611
594
634
658
622
709
722
782
756
702
653
615
621
602
635
677
635
736
755
811
798
735
697
661
667
645
688
713
667
762
784
837
817
767
722
681
687
660
698
717
696
775
796
858
826
783
740
701
706
677
711
734
690
785
805
871
845
801
764
725
723
690
734
750
707
807
824
886
859
819
783
740
747
711
751
804
756
860
878
942
913
869
834
790
800
763
800
826
799
890
900
961
935
894
855
809
810
766
805
821
773
883
898
957
924
881
837
784
791
760
802
828
778
889
902
969
947
908
867
815
812
773
813
834
782
892
903
966
937
896
858
817
827
797
843

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net

\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 & 1 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285798&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]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285798&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285798&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 time1 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)10445.8Range416Trim Var.7383.91
V(Y[t],d=1,D=0)2064.13Range174Trim Var.1491.28
V(Y[t],d=2,D=0)4042.14Range263Trim Var.2622.05
V(Y[t],d=3,D=0)13010.1Range514Trim Var.8266.93
V(Y[t],d=0,D=1)279.955Range82Trim Var.160.859
V(Y[t],d=1,D=1)79.9264Range64Trim Var.33.9998
V(Y[t],d=2,D=1)194.569Range90Trim Var.67.5167
V(Y[t],d=3,D=1)622.389Range155Trim Var.247.29
V(Y[t],d=0,D=2)619.343Range125Trim Var.401.818
V(Y[t],d=1,D=2)243.098Range108Trim Var.97.0514
V(Y[t],d=2,D=2)595.437Range155Trim Var.209.238
V(Y[t],d=3,D=2)1872.98Range288Trim Var.643.618

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 10445.8 & Range & 416 & Trim Var. & 7383.91 \tabularnewline
V(Y[t],d=1,D=0) & 2064.13 & Range & 174 & Trim Var. & 1491.28 \tabularnewline
V(Y[t],d=2,D=0) & 4042.14 & Range & 263 & Trim Var. & 2622.05 \tabularnewline
V(Y[t],d=3,D=0) & 13010.1 & Range & 514 & Trim Var. & 8266.93 \tabularnewline
V(Y[t],d=0,D=1) & 279.955 & Range & 82 & Trim Var. & 160.859 \tabularnewline
V(Y[t],d=1,D=1) & 79.9264 & Range & 64 & Trim Var. & 33.9998 \tabularnewline
V(Y[t],d=2,D=1) & 194.569 & Range & 90 & Trim Var. & 67.5167 \tabularnewline
V(Y[t],d=3,D=1) & 622.389 & Range & 155 & Trim Var. & 247.29 \tabularnewline
V(Y[t],d=0,D=2) & 619.343 & Range & 125 & Trim Var. & 401.818 \tabularnewline
V(Y[t],d=1,D=2) & 243.098 & Range & 108 & Trim Var. & 97.0514 \tabularnewline
V(Y[t],d=2,D=2) & 595.437 & Range & 155 & Trim Var. & 209.238 \tabularnewline
V(Y[t],d=3,D=2) & 1872.98 & Range & 288 & Trim Var. & 643.618 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285798&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]10445.8[/C][C]Range[/C][C]416[/C][C]Trim Var.[/C][C]7383.91[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2064.13[/C][C]Range[/C][C]174[/C][C]Trim Var.[/C][C]1491.28[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4042.14[/C][C]Range[/C][C]263[/C][C]Trim Var.[/C][C]2622.05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]13010.1[/C][C]Range[/C][C]514[/C][C]Trim Var.[/C][C]8266.93[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]279.955[/C][C]Range[/C][C]82[/C][C]Trim Var.[/C][C]160.859[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]79.9264[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]33.9998[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]194.569[/C][C]Range[/C][C]90[/C][C]Trim Var.[/C][C]67.5167[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]622.389[/C][C]Range[/C][C]155[/C][C]Trim Var.[/C][C]247.29[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]619.343[/C][C]Range[/C][C]125[/C][C]Trim Var.[/C][C]401.818[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]243.098[/C][C]Range[/C][C]108[/C][C]Trim Var.[/C][C]97.0514[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]595.437[/C][C]Range[/C][C]155[/C][C]Trim Var.[/C][C]209.238[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1872.98[/C][C]Range[/C][C]288[/C][C]Trim Var.[/C][C]643.618[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285798&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285798&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)10445.8Range416Trim Var.7383.91
V(Y[t],d=1,D=0)2064.13Range174Trim Var.1491.28
V(Y[t],d=2,D=0)4042.14Range263Trim Var.2622.05
V(Y[t],d=3,D=0)13010.1Range514Trim Var.8266.93
V(Y[t],d=0,D=1)279.955Range82Trim Var.160.859
V(Y[t],d=1,D=1)79.9264Range64Trim Var.33.9998
V(Y[t],d=2,D=1)194.569Range90Trim Var.67.5167
V(Y[t],d=3,D=1)622.389Range155Trim Var.247.29
V(Y[t],d=0,D=2)619.343Range125Trim Var.401.818
V(Y[t],d=1,D=2)243.098Range108Trim Var.97.0514
V(Y[t],d=2,D=2)595.437Range155Trim Var.209.238
V(Y[t],d=3,D=2)1872.98Range288Trim Var.643.618


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()