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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, 07 Dec 2016 15:43:00 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/07/t1481121833xoxdvrm8sgxcrmx.htm/, Retrieved Fri, 01 Nov 2024 05:25:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298159, Retrieved Fri, 01 Nov 2024 05:25:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact74

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] [N1895] [2016-12-07 14:43:00] [85f5800284aab30c091766186b093bb4] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5550
5530
6070
6120
5840
6360
6300
6400
5490
5630
5580
5780
5670
6030
6760
6050
5910
6510
6360
6460
5710
5910
5680
5690
5360
5380
6000
5950
5960
6440
6190
6550
5780
5800
5720
5730
5530
5650
6750
6370
6500
7050
6570
6710
5570
5610
5430
5910
5510
5790
6420
6020
5870
6210
6430
6920
5710
5800
5690
5880
5560
5860
6510
6460
6360
6530
6840
7110
5860
5960
5770
5810
5580
5750
6440
6260
6250
6660
6820
7090
6030
6190
5980
5830
5620
5690
6500
6200
6250
6970
6950
7240
6050
6190
6050
5990
5730
5920
6350
6190
6080
6710
6780
7120
6010
6020
5890
5960
5690
5620
5980
6320
6340
6670
6790
7120
6120
6160
5840
6260
5650
5730
6250
6000
6160
6910

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298159&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]0 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298159&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298159&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)200705Range1880Trim Var.137277
V(Y[t],d=1,D=0)195021Range2350Trim Var.96236.1
V(Y[t],d=2,D=0)485868Range3050Trim Var.294529
V(Y[t],d=3,D=0)1559930Range5460Trim Var.1051760
V(Y[t],d=0,D=1)66842.3Range1590Trim Var.29481.5
V(Y[t],d=1,D=1)52497.1Range1460Trim Var.24416.2
V(Y[t],d=2,D=1)117021Range1860Trim Var.61945.6
V(Y[t],d=3,D=1)347250Range3130Trim Var.190879
V(Y[t],d=0,D=2)225209Range2960Trim Var.81970.4
V(Y[t],d=1,D=2)140763Range2510Trim Var.59271.1
V(Y[t],d=2,D=2)295774Range3300Trim Var.144587
V(Y[t],d=3,D=2)859417Range5670Trim Var.445943

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 200705 & Range & 1880 & Trim Var. & 137277 \tabularnewline
V(Y[t],d=1,D=0) & 195021 & Range & 2350 & Trim Var. & 96236.1 \tabularnewline
V(Y[t],d=2,D=0) & 485868 & Range & 3050 & Trim Var. & 294529 \tabularnewline
V(Y[t],d=3,D=0) & 1559930 & Range & 5460 & Trim Var. & 1051760 \tabularnewline
V(Y[t],d=0,D=1) & 66842.3 & Range & 1590 & Trim Var. & 29481.5 \tabularnewline
V(Y[t],d=1,D=1) & 52497.1 & Range & 1460 & Trim Var. & 24416.2 \tabularnewline
V(Y[t],d=2,D=1) & 117021 & Range & 1860 & Trim Var. & 61945.6 \tabularnewline
V(Y[t],d=3,D=1) & 347250 & Range & 3130 & Trim Var. & 190879 \tabularnewline
V(Y[t],d=0,D=2) & 225209 & Range & 2960 & Trim Var. & 81970.4 \tabularnewline
V(Y[t],d=1,D=2) & 140763 & Range & 2510 & Trim Var. & 59271.1 \tabularnewline
V(Y[t],d=2,D=2) & 295774 & Range & 3300 & Trim Var. & 144587 \tabularnewline
V(Y[t],d=3,D=2) & 859417 & Range & 5670 & Trim Var. & 445943 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298159&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]200705[/C][C]Range[/C][C]1880[/C][C]Trim Var.[/C][C]137277[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]195021[/C][C]Range[/C][C]2350[/C][C]Trim Var.[/C][C]96236.1[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]485868[/C][C]Range[/C][C]3050[/C][C]Trim Var.[/C][C]294529[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1559930[/C][C]Range[/C][C]5460[/C][C]Trim Var.[/C][C]1051760[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]66842.3[/C][C]Range[/C][C]1590[/C][C]Trim Var.[/C][C]29481.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]52497.1[/C][C]Range[/C][C]1460[/C][C]Trim Var.[/C][C]24416.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]117021[/C][C]Range[/C][C]1860[/C][C]Trim Var.[/C][C]61945.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]347250[/C][C]Range[/C][C]3130[/C][C]Trim Var.[/C][C]190879[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]225209[/C][C]Range[/C][C]2960[/C][C]Trim Var.[/C][C]81970.4[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]140763[/C][C]Range[/C][C]2510[/C][C]Trim Var.[/C][C]59271.1[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]295774[/C][C]Range[/C][C]3300[/C][C]Trim Var.[/C][C]144587[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]859417[/C][C]Range[/C][C]5670[/C][C]Trim Var.[/C][C]445943[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298159&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298159&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)200705Range1880Trim Var.137277
V(Y[t],d=1,D=0)195021Range2350Trim Var.96236.1
V(Y[t],d=2,D=0)485868Range3050Trim Var.294529
V(Y[t],d=3,D=0)1559930Range5460Trim Var.1051760
V(Y[t],d=0,D=1)66842.3Range1590Trim Var.29481.5
V(Y[t],d=1,D=1)52497.1Range1460Trim Var.24416.2
V(Y[t],d=2,D=1)117021Range1860Trim Var.61945.6
V(Y[t],d=3,D=1)347250Range3130Trim Var.190879
V(Y[t],d=0,D=2)225209Range2960Trim Var.81970.4
V(Y[t],d=1,D=2)140763Range2510Trim Var.59271.1
V(Y[t],d=2,D=2)295774Range3300Trim Var.144587
V(Y[t],d=3,D=2)859417Range5670Trim Var.445943


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()