FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationMon, 14 Dec 2015 22:43:39 +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/14/t14501330268ip3xmmkatgrtvi.htm/, Retrieved Thu, 16 May 2024 22:03:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=286419, Retrieved Thu, 16 May 2024 22:03:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact78

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] [paper30] [2015-12-14 22:43:39] [1e67203134127d491eaf7d256835640d] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
292068
315646
321514
312051
299146
291957
271628
251801
241526
251527
273778
312201
331634
337268
332714
320463
303648
282945
265768
258868
263434
285052
305363
316846
309483
279245
262323
273396
276992
268843
270875
277550
282518

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=286419&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=286419&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286419&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)672325000Range95742Trim Var.486266000
V(Y[t],d=1,D=0)260507000Range68661Trim Var.173637000
V(Y[t],d=2,D=0)173343000Range50870Trim Var.119599000
V(Y[t],d=3,D=0)218289000Range71663Trim Var.80898700
V(Y[t],d=0,D=1)260507000Range68661Trim Var.173637000
V(Y[t],d=1,D=1)173343000Range50870Trim Var.119599000
V(Y[t],d=2,D=1)218289000Range71663Trim Var.80898700
V(Y[t],d=3,D=1)480708000Range90504Trim Var.257240000
V(Y[t],d=0,D=2)173343000Range50870Trim Var.119599000
V(Y[t],d=1,D=2)218289000Range71663Trim Var.80898700
V(Y[t],d=2,D=2)480708000Range90504Trim Var.257240000
V(Y[t],d=3,D=2)1350690000Range143087Trim Var.727141000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 672325000 & Range & 95742 & Trim Var. & 486266000 \tabularnewline
V(Y[t],d=1,D=0) & 260507000 & Range & 68661 & Trim Var. & 173637000 \tabularnewline
V(Y[t],d=2,D=0) & 173343000 & Range & 50870 & Trim Var. & 119599000 \tabularnewline
V(Y[t],d=3,D=0) & 218289000 & Range & 71663 & Trim Var. & 80898700 \tabularnewline
V(Y[t],d=0,D=1) & 260507000 & Range & 68661 & Trim Var. & 173637000 \tabularnewline
V(Y[t],d=1,D=1) & 173343000 & Range & 50870 & Trim Var. & 119599000 \tabularnewline
V(Y[t],d=2,D=1) & 218289000 & Range & 71663 & Trim Var. & 80898700 \tabularnewline
V(Y[t],d=3,D=1) & 480708000 & Range & 90504 & Trim Var. & 257240000 \tabularnewline
V(Y[t],d=0,D=2) & 173343000 & Range & 50870 & Trim Var. & 119599000 \tabularnewline
V(Y[t],d=1,D=2) & 218289000 & Range & 71663 & Trim Var. & 80898700 \tabularnewline
V(Y[t],d=2,D=2) & 480708000 & Range & 90504 & Trim Var. & 257240000 \tabularnewline
V(Y[t],d=3,D=2) & 1350690000 & Range & 143087 & Trim Var. & 727141000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=286419&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]672325000[/C][C]Range[/C][C]95742[/C][C]Trim Var.[/C][C]486266000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]260507000[/C][C]Range[/C][C]68661[/C][C]Trim Var.[/C][C]173637000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]173343000[/C][C]Range[/C][C]50870[/C][C]Trim Var.[/C][C]119599000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]218289000[/C][C]Range[/C][C]71663[/C][C]Trim Var.[/C][C]80898700[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]260507000[/C][C]Range[/C][C]68661[/C][C]Trim Var.[/C][C]173637000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]173343000[/C][C]Range[/C][C]50870[/C][C]Trim Var.[/C][C]119599000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]218289000[/C][C]Range[/C][C]71663[/C][C]Trim Var.[/C][C]80898700[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]480708000[/C][C]Range[/C][C]90504[/C][C]Trim Var.[/C][C]257240000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]173343000[/C][C]Range[/C][C]50870[/C][C]Trim Var.[/C][C]119599000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]218289000[/C][C]Range[/C][C]71663[/C][C]Trim Var.[/C][C]80898700[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]480708000[/C][C]Range[/C][C]90504[/C][C]Trim Var.[/C][C]257240000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1350690000[/C][C]Range[/C][C]143087[/C][C]Trim Var.[/C][C]727141000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=286419&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286419&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)672325000Range95742Trim Var.486266000
V(Y[t],d=1,D=0)260507000Range68661Trim Var.173637000
V(Y[t],d=2,D=0)173343000Range50870Trim Var.119599000
V(Y[t],d=3,D=0)218289000Range71663Trim Var.80898700
V(Y[t],d=0,D=1)260507000Range68661Trim Var.173637000
V(Y[t],d=1,D=1)173343000Range50870Trim Var.119599000
V(Y[t],d=2,D=1)218289000Range71663Trim Var.80898700
V(Y[t],d=3,D=1)480708000Range90504Trim Var.257240000
V(Y[t],d=0,D=2)173343000Range50870Trim Var.119599000
V(Y[t],d=1,D=2)218289000Range71663Trim Var.80898700
V(Y[t],d=2,D=2)480708000Range90504Trim Var.257240000
V(Y[t],d=3,D=2)1350690000Range143087Trim Var.727141000


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
Parameters (R input):
par1 = 1 ;
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()