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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 10 Dec 2008 11:40:53 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/10/t1228934477g9ka8kf83ni5s6v.htm/, Retrieved Sun, 28 Apr 2024 23:32:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32068, Retrieved Sun, 28 Apr 2024 23:32:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact215

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] [vrm bel20] [2008-12-10 18:40:53] [d41d8cd98f00b204e9800998ecf8427e] [Current]
-    D    [Variance Reduction Matrix] [VRM paper dow jones] [2008-12-14 19:19:01] [629740e107727857ef4896c7a406110f]
-    D      [Variance Reduction Matrix] [] [2008-12-16 12:43:25] [74be16979710d4c4e7c6647856088456]
- RMPD        [(Partial) Autocorrelation Function] [] [2008-12-16 12:52:35] [74be16979710d4c4e7c6647856088456]
- RMPD        [Spectral Analysis] [] [2008-12-16 13:11:45] [74be16979710d4c4e7c6647856088456]
- RMPD    [(Partial) Autocorrelation Function] [PACF paper Dow Jones] [2008-12-14 19:35:36] [629740e107727857ef4896c7a406110f]
- RMPD    [(Partial) Autocorrelation Function] [PACF paper dow jones] [2008-12-14 19:39:47] [629740e107727857ef4896c7a406110f]
- RMPD    [Spectral Analysis] [spectrum analysis...] [2008-12-14 19:51:00] [629740e107727857ef4896c7a406110f]
- RMPD    [Spectral Analysis] [spectrum analysis...] [2008-12-14 19:54:36] [629740e107727857ef4896c7a406110f]
- RMP       [ARIMA Backward Selection] [ARIMA backward se...] [2008-12-15 09:28:51] [74be16979710d4c4e7c6647856088456]
-  M D    [Variance Reduction Matrix] [Variance reductio...] [2009-12-10 14:22:30] [960f506a46b790b06fab7ca57984a121]
-  MPD    [Variance Reduction Matrix] [] [2009-12-15 15:11:00] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-    D      [Variance Reduction Matrix] [] [2009-12-15 15:43:38] [2f674a53c3d7aaa1bcf80e66074d3c9b]
-   PD      [Variance Reduction Matrix] [werkloosheid] [2010-12-09 08:32:17] [960f506a46b790b06fab7ca57984a121]
-   PD      [Variance Reduction Matrix] [paper] [2010-12-24 13:30:34] [960f506a46b790b06fab7ca57984a121]
-  M D    [Variance Reduction Matrix] [bel 20 - VRM] [2009-12-20 20:47:32] [a18c43c8b63fa6800a53bb187b9ddd45]
-    D      [Variance Reduction Matrix] [Werkloosheid vrou...] [2010-12-26 17:26:44] [e4afca2801c0b93eac84a600ed82fb9c]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3230.66
3361.13
3484.74
3411.13
3288.18
3280.37
3173.95
3165.26
3092.71
3053.05
3181.96
2999.93
3249.57
3210.52
3030.29
2803.47
2767.63
2882.6
2863.36
2897.06
3012.61
3142.95
3032.93
3045.78
3110.52
3013.24
2987.1
2995.55
2833.18
2848.96
2794.83
2845.26
2915.02
2892.63
2604.42
2641.65
2659.81
2638.53
2720.25
2745.88
2735.7
2811.7
2799.43
2555.28
2304.98
2214.95
2065.81
1940.49
2042
1995.37
1946.81
1765.9
1635.25
1833.42
1910.43
1959.67
1969.6
2061.41
2093.48
2120.88
2174.56
2196.72
2350.44
2440.25
2408.64
2472.81
2407.6
2454.62
2448.05
2497.84
2645.64
2756.76
2849.27
2921.44
2981.85
3080.58
3106.22
3119.31
3061.26
3097.31
3161.69
3257.16
3277.01
3295.32
3363.99
3494.17
3667.03
3813.06
3917.96
3895.51
3801.06
3570.12
3701.61
3862.27
3970.1
4138.52
4199.75
4290.89
4443.91
4502.64
4356.98
4591.27
4696.96
4621.4
4562.84
4202.52
4296.49
4435.23
4105.18
4116.68
3844.49
3720.98
3674.4
3857.62
3801.06
3504.37
3032.6
3047.03
2962.34
2197.82
2014.45

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'George Udny Yule' @ 72.249.76.132

\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 & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32068&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32068&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32068&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)522733.444036859Range3061.71Trim Var.348015.245577535
V(Y[t],d=1,D=0)21703.4942453711Range1014.16Trim Var.10558.4983024836
V(Y[t],d=2,D=0)32701.5476469449Range1260.98Trim Var.14898.8904785752
V(Y[t],d=3,D=0)89082.5121823918Range1981.34Trim Var.39545.0929103415
V(Y[t],d=0,D=1)451990.816436103Range3288.69Trim Var.289010.152634107
V(Y[t],d=1,D=1)34256.6328310142Range1278.01Trim Var.15961.8327311842
V(Y[t],d=2,D=1)55471.8096572915Range1774.54Trim Var.20597.3951615230
V(Y[t],d=3,D=1)137424.360242444Range3115.91Trim Var.45962.6503541181
V(Y[t],d=0,D=2)661736.631824291Range4407.96Trim Var.323708.799962336
V(Y[t],d=1,D=2)75358.6582314035Range1769.31Trim Var.42012.6871809576
V(Y[t],d=2,D=2)117604.547279238Range2472.07000000000Trim Var.47650.9822538375
V(Y[t],d=3,D=2)268577.326800503Range4299.74Trim Var.117706.741682731

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 522733.444036859 & Range & 3061.71 & Trim Var. & 348015.245577535 \tabularnewline
V(Y[t],d=1,D=0) & 21703.4942453711 & Range & 1014.16 & Trim Var. & 10558.4983024836 \tabularnewline
V(Y[t],d=2,D=0) & 32701.5476469449 & Range & 1260.98 & Trim Var. & 14898.8904785752 \tabularnewline
V(Y[t],d=3,D=0) & 89082.5121823918 & Range & 1981.34 & Trim Var. & 39545.0929103415 \tabularnewline
V(Y[t],d=0,D=1) & 451990.816436103 & Range & 3288.69 & Trim Var. & 289010.152634107 \tabularnewline
V(Y[t],d=1,D=1) & 34256.6328310142 & Range & 1278.01 & Trim Var. & 15961.8327311842 \tabularnewline
V(Y[t],d=2,D=1) & 55471.8096572915 & Range & 1774.54 & Trim Var. & 20597.3951615230 \tabularnewline
V(Y[t],d=3,D=1) & 137424.360242444 & Range & 3115.91 & Trim Var. & 45962.6503541181 \tabularnewline
V(Y[t],d=0,D=2) & 661736.631824291 & Range & 4407.96 & Trim Var. & 323708.799962336 \tabularnewline
V(Y[t],d=1,D=2) & 75358.6582314035 & Range & 1769.31 & Trim Var. & 42012.6871809576 \tabularnewline
V(Y[t],d=2,D=2) & 117604.547279238 & Range & 2472.07000000000 & Trim Var. & 47650.9822538375 \tabularnewline
V(Y[t],d=3,D=2) & 268577.326800503 & Range & 4299.74 & Trim Var. & 117706.741682731 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32068&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]522733.444036859[/C][C]Range[/C][C]3061.71[/C][C]Trim Var.[/C][C]348015.245577535[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]21703.4942453711[/C][C]Range[/C][C]1014.16[/C][C]Trim Var.[/C][C]10558.4983024836[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]32701.5476469449[/C][C]Range[/C][C]1260.98[/C][C]Trim Var.[/C][C]14898.8904785752[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]89082.5121823918[/C][C]Range[/C][C]1981.34[/C][C]Trim Var.[/C][C]39545.0929103415[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]451990.816436103[/C][C]Range[/C][C]3288.69[/C][C]Trim Var.[/C][C]289010.152634107[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]34256.6328310142[/C][C]Range[/C][C]1278.01[/C][C]Trim Var.[/C][C]15961.8327311842[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]55471.8096572915[/C][C]Range[/C][C]1774.54[/C][C]Trim Var.[/C][C]20597.3951615230[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]137424.360242444[/C][C]Range[/C][C]3115.91[/C][C]Trim Var.[/C][C]45962.6503541181[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]661736.631824291[/C][C]Range[/C][C]4407.96[/C][C]Trim Var.[/C][C]323708.799962336[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]75358.6582314035[/C][C]Range[/C][C]1769.31[/C][C]Trim Var.[/C][C]42012.6871809576[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]117604.547279238[/C][C]Range[/C][C]2472.07000000000[/C][C]Trim Var.[/C][C]47650.9822538375[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]268577.326800503[/C][C]Range[/C][C]4299.74[/C][C]Trim Var.[/C][C]117706.741682731[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32068&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32068&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)522733.444036859Range3061.71Trim Var.348015.245577535
V(Y[t],d=1,D=0)21703.4942453711Range1014.16Trim Var.10558.4983024836
V(Y[t],d=2,D=0)32701.5476469449Range1260.98Trim Var.14898.8904785752
V(Y[t],d=3,D=0)89082.5121823918Range1981.34Trim Var.39545.0929103415
V(Y[t],d=0,D=1)451990.816436103Range3288.69Trim Var.289010.152634107
V(Y[t],d=1,D=1)34256.6328310142Range1278.01Trim Var.15961.8327311842
V(Y[t],d=2,D=1)55471.8096572915Range1774.54Trim Var.20597.3951615230
V(Y[t],d=3,D=1)137424.360242444Range3115.91Trim Var.45962.6503541181
V(Y[t],d=0,D=2)661736.631824291Range4407.96Trim Var.323708.799962336
V(Y[t],d=1,D=2)75358.6582314035Range1769.31Trim Var.42012.6871809576
V(Y[t],d=2,D=2)117604.547279238Range2472.07000000000Trim Var.47650.9822538375
V(Y[t],d=3,D=2)268577.326800503Range4299.74Trim Var.117706.741682731


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 <- 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)
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(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')