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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, 17 Dec 2015 13:33:56 +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/17/t1450359243cut1hbnh261zmzp.htm/, Retrieved Thu, 16 May 2024 12:20:09 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=286795, Retrieved Thu, 16 May 2024 12:20:09 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

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] [] [2015-12-17 13:13:10] [c4d175d45982400f45768592120a8602]
- RMP     [Variance Reduction Matrix] [] [2015-12-17 13:33:56] [0f06e4fdd8087d4b3abca42184bf2a00] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
302
262
218
175
100
77
43
47
49
69
152
205
246
294
242
181
107
56
49
47
47
71
151
244
280
230
185
148
98
61
46
45
55
48
115
185
276
220
181
151
83
55
49
42
46
74
103
200
237
247
215
182
80
46
65
40
44
63
85
185
247
231
167
117
79
45
40
38
41
69
152
232
282
255
161
107
53
40
39
34
35
56
97
210
260
257
210
125
80
42
35
31
32
50
92
189
256
250
198
136
73
39
32
30
31
45

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=286795&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=286795&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286795&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)7081.64Range272Trim Var.5799.15
V(Y[t],d=1,D=0)2291.88Range215Trim Var.1488.7
V(Y[t],d=2,D=0)1611.75Range225Trim Var.871.751
V(Y[t],d=3,D=0)2998.69Range332Trim Var.1407.58
V(Y[t],d=0,D=1)572.403Range132Trim Var.283.329
V(Y[t],d=1,D=1)691.729Range186Trim Var.290.701
V(Y[t],d=2,D=1)1609.87Range216Trim Var.810.401
V(Y[t],d=3,D=1)4839.21Range380Trim Var.2493.73
V(Y[t],d=0,D=2)1761.04Range212Trim Var.891.526
V(Y[t],d=1,D=2)2150.39Range284Trim Var.924.301
V(Y[t],d=2,D=2)4918.7Range372Trim Var.2763.57
V(Y[t],d=3,D=2)14727Range614Trim Var.9300.09

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7081.64 & Range & 272 & Trim Var. & 5799.15 \tabularnewline
V(Y[t],d=1,D=0) & 2291.88 & Range & 215 & Trim Var. & 1488.7 \tabularnewline
V(Y[t],d=2,D=0) & 1611.75 & Range & 225 & Trim Var. & 871.751 \tabularnewline
V(Y[t],d=3,D=0) & 2998.69 & Range & 332 & Trim Var. & 1407.58 \tabularnewline
V(Y[t],d=0,D=1) & 572.403 & Range & 132 & Trim Var. & 283.329 \tabularnewline
V(Y[t],d=1,D=1) & 691.729 & Range & 186 & Trim Var. & 290.701 \tabularnewline
V(Y[t],d=2,D=1) & 1609.87 & Range & 216 & Trim Var. & 810.401 \tabularnewline
V(Y[t],d=3,D=1) & 4839.21 & Range & 380 & Trim Var. & 2493.73 \tabularnewline
V(Y[t],d=0,D=2) & 1761.04 & Range & 212 & Trim Var. & 891.526 \tabularnewline
V(Y[t],d=1,D=2) & 2150.39 & Range & 284 & Trim Var. & 924.301 \tabularnewline
V(Y[t],d=2,D=2) & 4918.7 & Range & 372 & Trim Var. & 2763.57 \tabularnewline
V(Y[t],d=3,D=2) & 14727 & Range & 614 & Trim Var. & 9300.09 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=286795&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7081.64[/C][C]Range[/C][C]272[/C][C]Trim Var.[/C][C]5799.15[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2291.88[/C][C]Range[/C][C]215[/C][C]Trim Var.[/C][C]1488.7[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1611.75[/C][C]Range[/C][C]225[/C][C]Trim Var.[/C][C]871.751[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2998.69[/C][C]Range[/C][C]332[/C][C]Trim Var.[/C][C]1407.58[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]572.403[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]283.329[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]691.729[/C][C]Range[/C][C]186[/C][C]Trim Var.[/C][C]290.701[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1609.87[/C][C]Range[/C][C]216[/C][C]Trim Var.[/C][C]810.401[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4839.21[/C][C]Range[/C][C]380[/C][C]Trim Var.[/C][C]2493.73[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1761.04[/C][C]Range[/C][C]212[/C][C]Trim Var.[/C][C]891.526[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2150.39[/C][C]Range[/C][C]284[/C][C]Trim Var.[/C][C]924.301[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4918.7[/C][C]Range[/C][C]372[/C][C]Trim Var.[/C][C]2763.57[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14727[/C][C]Range[/C][C]614[/C][C]Trim Var.[/C][C]9300.09[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=286795&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=286795&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)7081.64Range272Trim Var.5799.15
V(Y[t],d=1,D=0)2291.88Range215Trim Var.1488.7
V(Y[t],d=2,D=0)1611.75Range225Trim Var.871.751
V(Y[t],d=3,D=0)2998.69Range332Trim Var.1407.58
V(Y[t],d=0,D=1)572.403Range132Trim Var.283.329
V(Y[t],d=1,D=1)691.729Range186Trim Var.290.701
V(Y[t],d=2,D=1)1609.87Range216Trim Var.810.401
V(Y[t],d=3,D=1)4839.21Range380Trim Var.2493.73
V(Y[t],d=0,D=2)1761.04Range212Trim Var.891.526
V(Y[t],d=1,D=2)2150.39Range284Trim Var.924.301
V(Y[t],d=2,D=2)4918.7Range372Trim Var.2763.57
V(Y[t],d=3,D=2)14727Range614Trim Var.9300.09


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()