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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, 13 Dec 2015 17:41:48 +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/13/t1450028728rw1hic7itqtoi7s.htm/, Retrieved Thu, 16 May 2024 12:23:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=286222, Retrieved Thu, 16 May 2024 12:23:45 +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)
-       [Variance Reduction Matrix] [paper10] [2015-12-13 17:41:48] [1e67203134127d491eaf7d256835640d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
242961
273849
273528
245372
217615
208888
187797
167503
161264
177969
199128
237538
257043
259605
255538
249583
237399
224687
208658
210871
228047
253089
271250
279551
278778
253214
242542
281133
290200
277630
289492
306752
315256

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'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=286222&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=286222&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286222&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'Herman Ole Andreas Wold' @ wold.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)1.521e+09Range153992Trim Var.961316000
V(Y[t],d=1,D=0)350582000Range66747Trim Var.237405000
V(Y[t],d=2,D=0)339436000Range80472Trim Var.203213000
V(Y[t],d=3,D=0)595440000Range124856Trim Var.238809000
V(Y[t],d=0,D=1)1245350000Range113871Trim Var.827933000
V(Y[t],d=1,D=1)427747000Range74655Trim Var.312488000
V(Y[t],d=2,D=1)493611000Range78262Trim Var.347048000
V(Y[t],d=3,D=1)935244000Range123304Trim Var.537814000
V(Y[t],d=0,D=2)392349000Range54979Trim Var.262155000
V(Y[t],d=1,D=2)306112000Range54916Trim Var.106308000
V(Y[t],d=2,D=2)441592000Range55493Trim Var.274454000
V(Y[t],d=3,D=2)1109060000Range77254Trim Var.807913000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.521e+09 & Range & 153992 & Trim Var. & 961316000 \tabularnewline
V(Y[t],d=1,D=0) & 350582000 & Range & 66747 & Trim Var. & 237405000 \tabularnewline
V(Y[t],d=2,D=0) & 339436000 & Range & 80472 & Trim Var. & 203213000 \tabularnewline
V(Y[t],d=3,D=0) & 595440000 & Range & 124856 & Trim Var. & 238809000 \tabularnewline
V(Y[t],d=0,D=1) & 1245350000 & Range & 113871 & Trim Var. & 827933000 \tabularnewline
V(Y[t],d=1,D=1) & 427747000 & Range & 74655 & Trim Var. & 312488000 \tabularnewline
V(Y[t],d=2,D=1) & 493611000 & Range & 78262 & Trim Var. & 347048000 \tabularnewline
V(Y[t],d=3,D=1) & 935244000 & Range & 123304 & Trim Var. & 537814000 \tabularnewline
V(Y[t],d=0,D=2) & 392349000 & Range & 54979 & Trim Var. & 262155000 \tabularnewline
V(Y[t],d=1,D=2) & 306112000 & Range & 54916 & Trim Var. & 106308000 \tabularnewline
V(Y[t],d=2,D=2) & 441592000 & Range & 55493 & Trim Var. & 274454000 \tabularnewline
V(Y[t],d=3,D=2) & 1109060000 & Range & 77254 & Trim Var. & 807913000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=286222&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.521e+09[/C][C]Range[/C][C]153992[/C][C]Trim Var.[/C][C]961316000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]350582000[/C][C]Range[/C][C]66747[/C][C]Trim Var.[/C][C]237405000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]339436000[/C][C]Range[/C][C]80472[/C][C]Trim Var.[/C][C]203213000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]595440000[/C][C]Range[/C][C]124856[/C][C]Trim Var.[/C][C]238809000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1245350000[/C][C]Range[/C][C]113871[/C][C]Trim Var.[/C][C]827933000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]427747000[/C][C]Range[/C][C]74655[/C][C]Trim Var.[/C][C]312488000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]493611000[/C][C]Range[/C][C]78262[/C][C]Trim Var.[/C][C]347048000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]935244000[/C][C]Range[/C][C]123304[/C][C]Trim Var.[/C][C]537814000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]392349000[/C][C]Range[/C][C]54979[/C][C]Trim Var.[/C][C]262155000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]306112000[/C][C]Range[/C][C]54916[/C][C]Trim Var.[/C][C]106308000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]441592000[/C][C]Range[/C][C]55493[/C][C]Trim Var.[/C][C]274454000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1109060000[/C][C]Range[/C][C]77254[/C][C]Trim Var.[/C][C]807913000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=286222&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286222&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)1.521e+09Range153992Trim Var.961316000
V(Y[t],d=1,D=0)350582000Range66747Trim Var.237405000
V(Y[t],d=2,D=0)339436000Range80472Trim Var.203213000
V(Y[t],d=3,D=0)595440000Range124856Trim Var.238809000
V(Y[t],d=0,D=1)1245350000Range113871Trim Var.827933000
V(Y[t],d=1,D=1)427747000Range74655Trim Var.312488000
V(Y[t],d=2,D=1)493611000Range78262Trim Var.347048000
V(Y[t],d=3,D=1)935244000Range123304Trim Var.537814000
V(Y[t],d=0,D=2)392349000Range54979Trim Var.262155000
V(Y[t],d=1,D=2)306112000Range54916Trim Var.106308000
V(Y[t],d=2,D=2)441592000Range55493Trim Var.274454000
V(Y[t],d=3,D=2)1109060000Range77254Trim Var.807913000


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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()