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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Module--
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 11 Dec 2015 13:05:33 +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/11/t1449839152d6t7lzunv187fgs.htm/, Retrieved Thu, 16 May 2024 08:11:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=285934, Retrieved Thu, 16 May 2024 08:11:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact77

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
- RMPD  [(Partial) Autocorrelation Function] [autocorrelatie to...] [2015-12-11 12:50:57] [22b6f4a061c8797aa483199554a73d13]
- RMPD      [Variance Reduction Matrix] [variantie totaal ...] [2015-12-11 13:05:33] [20fcaaf1d4bc4a12bf87c6c50d624c14] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
287224
279998
283495
285775
282329
277799
271980
266730
262433
285378
286692
282917
277686
274371
277466
290604
290770
283654
278601
274405
272817
294292
300562
298982
296917
295008
297295
305671
303853
300708
298194
292254
290646
314707
317009
317706
313312
311048
315917
326174
322116
317092
310468
302438
298493
320124
321873
321676
316696
312612
313307
320883
318749
315126
304600
295245
293619
309700
310597
307416
301126

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'Gwilym Jenkins' @ jenkins.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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285934&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285934&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285934&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'Gwilym Jenkins' @ jenkins.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)269552000Range63741Trim Var.194092000
V(Y[t],d=1,D=0)62431500Range34587Trim Var.34665200
V(Y[t],d=2,D=0)106576000Range49001Trim Var.53572400
V(Y[t],d=3,D=0)266347000Range75162Trim Var.133449000
V(Y[t],d=0,D=1)116594000Range36207Trim Var.88919800
V(Y[t],d=1,D=1)9394060Range16408Trim Var.5124230
V(Y[t],d=2,D=1)15878100Range19129Trim Var.9128680
V(Y[t],d=3,D=1)46316700Range34079Trim Var.23772500
V(Y[t],d=0,D=2)209256000Range54563Trim Var.148389000
V(Y[t],d=1,D=2)20929300Range22263Trim Var.11086700
V(Y[t],d=2,D=2)40969600Range27367Trim Var.24765800
V(Y[t],d=3,D=2)114323000Range45003Trim Var.67517100

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 269552000 & Range & 63741 & Trim Var. & 194092000 \tabularnewline
V(Y[t],d=1,D=0) & 62431500 & Range & 34587 & Trim Var. & 34665200 \tabularnewline
V(Y[t],d=2,D=0) & 106576000 & Range & 49001 & Trim Var. & 53572400 \tabularnewline
V(Y[t],d=3,D=0) & 266347000 & Range & 75162 & Trim Var. & 133449000 \tabularnewline
V(Y[t],d=0,D=1) & 116594000 & Range & 36207 & Trim Var. & 88919800 \tabularnewline
V(Y[t],d=1,D=1) & 9394060 & Range & 16408 & Trim Var. & 5124230 \tabularnewline
V(Y[t],d=2,D=1) & 15878100 & Range & 19129 & Trim Var. & 9128680 \tabularnewline
V(Y[t],d=3,D=1) & 46316700 & Range & 34079 & Trim Var. & 23772500 \tabularnewline
V(Y[t],d=0,D=2) & 209256000 & Range & 54563 & Trim Var. & 148389000 \tabularnewline
V(Y[t],d=1,D=2) & 20929300 & Range & 22263 & Trim Var. & 11086700 \tabularnewline
V(Y[t],d=2,D=2) & 40969600 & Range & 27367 & Trim Var. & 24765800 \tabularnewline
V(Y[t],d=3,D=2) & 114323000 & Range & 45003 & Trim Var. & 67517100 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=285934&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]269552000[/C][C]Range[/C][C]63741[/C][C]Trim Var.[/C][C]194092000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]62431500[/C][C]Range[/C][C]34587[/C][C]Trim Var.[/C][C]34665200[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]106576000[/C][C]Range[/C][C]49001[/C][C]Trim Var.[/C][C]53572400[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]266347000[/C][C]Range[/C][C]75162[/C][C]Trim Var.[/C][C]133449000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]116594000[/C][C]Range[/C][C]36207[/C][C]Trim Var.[/C][C]88919800[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]9394060[/C][C]Range[/C][C]16408[/C][C]Trim Var.[/C][C]5124230[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15878100[/C][C]Range[/C][C]19129[/C][C]Trim Var.[/C][C]9128680[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]46316700[/C][C]Range[/C][C]34079[/C][C]Trim Var.[/C][C]23772500[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]209256000[/C][C]Range[/C][C]54563[/C][C]Trim Var.[/C][C]148389000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]20929300[/C][C]Range[/C][C]22263[/C][C]Trim Var.[/C][C]11086700[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]40969600[/C][C]Range[/C][C]27367[/C][C]Trim Var.[/C][C]24765800[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]114323000[/C][C]Range[/C][C]45003[/C][C]Trim Var.[/C][C]67517100[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=285934&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=285934&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)269552000Range63741Trim Var.194092000
V(Y[t],d=1,D=0)62431500Range34587Trim Var.34665200
V(Y[t],d=2,D=0)106576000Range49001Trim Var.53572400
V(Y[t],d=3,D=0)266347000Range75162Trim Var.133449000
V(Y[t],d=0,D=1)116594000Range36207Trim Var.88919800
V(Y[t],d=1,D=1)9394060Range16408Trim Var.5124230
V(Y[t],d=2,D=1)15878100Range19129Trim Var.9128680
V(Y[t],d=3,D=1)46316700Range34079Trim Var.23772500
V(Y[t],d=0,D=2)209256000Range54563Trim Var.148389000
V(Y[t],d=1,D=2)20929300Range22263Trim Var.11086700
V(Y[t],d=2,D=2)40969600Range27367Trim Var.24765800
V(Y[t],d=3,D=2)114323000Range45003Trim Var.67517100


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ; par2 = ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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()