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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 computationWed, 19 Dec 2012 12:18:33 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2012/Dec/19/t1355937549ksl1a0mkrs1afyf.htm/, Retrieved Fri, 01 Nov 2024 00:17:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=202209, Retrieved Fri, 01 Nov 2024 00:17:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [] [2011-12-18 15:29:31] [97a82ed57455ec27012f2e899dc4f1a4]
- R     [(Partial) Autocorrelation Function] [Paper - Deel 2 - ACF] [2011-12-20 13:06:33] [95a4a8598e82ac3272c4dca488d0ba38]
- R P     [(Partial) Autocorrelation Function] [Paper 4.6.1 ACT mean] [2012-12-19 16:00:10] [527264e3173c1bca10b2a11a99a7175d]
- R P       [(Partial) Autocorrelation Function] [Paper 4.6.1 ACT m...] [2012-12-19 16:14:25] [527264e3173c1bca10b2a11a99a7175d]
- RMP           [Variance Reduction Matrix] [Paper 4.6.1 VRM b...] [2012-12-19 17:18:33] [371a6a7ed53d940ea5eaabc67060a582] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9700
9081
9084
9743
8587
9731
9563
9998
9437
10038
9918
9252
9737
9035
9133
9487
8700
9627
8947
9283
8829
9947
9628
9318
9605
8640
9214
9567
8547
9185
9470
9123
9278
10170
9434
9655
9429
8739
9552
9687
9019
9672
9206
9069
9788
10312
10105
9863
9656
9295
9946
9701
9049
10190
9706
9765
9893
9994
10433
10073
10112
9266
9820
10097
9115
10411
9678
10408
10153
10368
10581
10597
10680
9738
9556

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gertrude Mary Cox' @ cox.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 & 2 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=202209&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=202209&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=202209&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 time2 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)253077Range2133Trim Var.167329
V(Y[t],d=1,D=0)356016Range2452Trim Var.248756
V(Y[t],d=2,D=0)1124290Range4329Trim Var.806446
V(Y[t],d=3,D=0)3882850Range8422Trim Var.2707040
V(Y[t],d=0,D=1)112127Range1411Trim Var.69543.1
V(Y[t],d=1,D=1)156116Range1716Trim Var.102452
V(Y[t],d=2,D=1)447910Range2940Trim Var.301310
V(Y[t],d=3,D=1)1485820Range5842Trim Var.1045520
V(Y[t],d=0,D=2)199544Range1926Trim Var.128515
V(Y[t],d=1,D=2)355328Range3193Trim Var.191788
V(Y[t],d=2,D=2)990066Range4670Trim Var.569058
V(Y[t],d=3,D=2)3152190Range8239Trim Var.1705180

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 253077 & Range & 2133 & Trim Var. & 167329 \tabularnewline
V(Y[t],d=1,D=0) & 356016 & Range & 2452 & Trim Var. & 248756 \tabularnewline
V(Y[t],d=2,D=0) & 1124290 & Range & 4329 & Trim Var. & 806446 \tabularnewline
V(Y[t],d=3,D=0) & 3882850 & Range & 8422 & Trim Var. & 2707040 \tabularnewline
V(Y[t],d=0,D=1) & 112127 & Range & 1411 & Trim Var. & 69543.1 \tabularnewline
V(Y[t],d=1,D=1) & 156116 & Range & 1716 & Trim Var. & 102452 \tabularnewline
V(Y[t],d=2,D=1) & 447910 & Range & 2940 & Trim Var. & 301310 \tabularnewline
V(Y[t],d=3,D=1) & 1485820 & Range & 5842 & Trim Var. & 1045520 \tabularnewline
V(Y[t],d=0,D=2) & 199544 & Range & 1926 & Trim Var. & 128515 \tabularnewline
V(Y[t],d=1,D=2) & 355328 & Range & 3193 & Trim Var. & 191788 \tabularnewline
V(Y[t],d=2,D=2) & 990066 & Range & 4670 & Trim Var. & 569058 \tabularnewline
V(Y[t],d=3,D=2) & 3152190 & Range & 8239 & Trim Var. & 1705180 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=202209&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]253077[/C][C]Range[/C][C]2133[/C][C]Trim Var.[/C][C]167329[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]356016[/C][C]Range[/C][C]2452[/C][C]Trim Var.[/C][C]248756[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1124290[/C][C]Range[/C][C]4329[/C][C]Trim Var.[/C][C]806446[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3882850[/C][C]Range[/C][C]8422[/C][C]Trim Var.[/C][C]2707040[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]112127[/C][C]Range[/C][C]1411[/C][C]Trim Var.[/C][C]69543.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]156116[/C][C]Range[/C][C]1716[/C][C]Trim Var.[/C][C]102452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]447910[/C][C]Range[/C][C]2940[/C][C]Trim Var.[/C][C]301310[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1485820[/C][C]Range[/C][C]5842[/C][C]Trim Var.[/C][C]1045520[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]199544[/C][C]Range[/C][C]1926[/C][C]Trim Var.[/C][C]128515[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]355328[/C][C]Range[/C][C]3193[/C][C]Trim Var.[/C][C]191788[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]990066[/C][C]Range[/C][C]4670[/C][C]Trim Var.[/C][C]569058[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3152190[/C][C]Range[/C][C]8239[/C][C]Trim Var.[/C][C]1705180[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=202209&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=202209&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)253077Range2133Trim Var.167329
V(Y[t],d=1,D=0)356016Range2452Trim Var.248756
V(Y[t],d=2,D=0)1124290Range4329Trim Var.806446
V(Y[t],d=3,D=0)3882850Range8422Trim Var.2707040
V(Y[t],d=0,D=1)112127Range1411Trim Var.69543.1
V(Y[t],d=1,D=1)156116Range1716Trim Var.102452
V(Y[t],d=2,D=1)447910Range2940Trim Var.301310
V(Y[t],d=3,D=1)1485820Range5842Trim Var.1045520
V(Y[t],d=0,D=2)199544Range1926Trim Var.128515
V(Y[t],d=1,D=2)355328Range3193Trim Var.191788
V(Y[t],d=2,D=2)990066Range4670Trim Var.569058
V(Y[t],d=3,D=2)3152190Range8239Trim Var.1705180


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(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()