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 computationWed, 03 Dec 2008 09:43:35 -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/03/t1228322690yyq2zkor4pkjkqk.htm/, Retrieved Sat, 18 May 2024 04:30:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28784, Retrieved Sat, 18 May 2024 04:30:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact219

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] [Werkloosheid 50 e...] [2008-11-28 13:15:36] [6743688719638b0cb1c0a6e0bf433315]
-   P   [Univariate Data Series] [Unemployment from...] [2008-12-02 18:04:33] [6743688719638b0cb1c0a6e0bf433315]
- RMP       [Variance Reduction Matrix] [unemployment abov...] [2008-12-03 16:43:35] [9b05d7ef5dbcfba4217d280d9092f628] [Current]
- RMP         [(Partial) Autocorrelation Function] [ACF unemployment ...] [2008-12-05 12:02:38] [6743688719638b0cb1c0a6e0bf433315]
- RM          [Standard Deviation-Mean Plot] [lambda] [2008-12-11 17:40:25] [6743688719638b0cb1c0a6e0bf433315]
- RMPD        [Cross Correlation Function] [CCF total and und...] [2008-12-11 18:14:24] [6743688719638b0cb1c0a6e0bf433315]
-    D          [Cross Correlation Function] [ccf total unemplo...] [2008-12-11 19:47:08] [6743688719638b0cb1c0a6e0bf433315]
-    D          [Cross Correlation Function] [CCF total unemplo...] [2008-12-11 19:52:15] [6743688719638b0cb1c0a6e0bf433315]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
44028
45564
44277
44976
45406
47379
49200
50221
51573
53091
53337
54978
57885
67099
67169
69796
70600
71982
73957
75273
76322
77078
77954
79238
82179
83834
83744
84861
86478
88290
90287
91230
92380
92506
94172
94728
96581
97344
98346
98214
98366
98768
99832
99976
99961
100164
99964
99304
104008
104644
103950
104263
104241
105141
106018
105866
105944
106379
105082
104915
107026

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28784&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28784&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28784&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 time0 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)437091137.005464Range62998Trim Var.347889092.177794
V(Y[t],d=1,D=0)2237662.06666667Range10511Trim Var.631128.190426275
V(Y[t],d=2,D=0)4067731.22735243Range15451Trim Var.1011678.40058055
V(Y[t],d=3,D=0)12076137.3832426Range27152Trim Var.2803670.33936652
V(Y[t],d=0,D=1)51756933.3435374Range22176Trim Var.43568919.3477298
V(Y[t],d=1,D=1)3455372.53856383Range15237Trim Var.577573.767711963
V(Y[t],d=2,D=1)5092826.90656799Range14992Trim Var.1287119.41097561
V(Y[t],d=3,D=1)14173554.9357488Range23741Trim Var.4154923.79423077
V(Y[t],d=0,D=2)16967524.6966967Range21351Trim Var.7822549.34280303
V(Y[t],d=1,D=2)10749442.8158730Range21904Trim Var.1931405.89415323
V(Y[t],d=2,D=2)13119922.9294118Range20873Trim Var.3979982.99139785
V(Y[t],d=3,D=2)26100486.0222816Range24181Trim Var.10868408.3919540

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 437091137.005464 & Range & 62998 & Trim Var. & 347889092.177794 \tabularnewline
V(Y[t],d=1,D=0) & 2237662.06666667 & Range & 10511 & Trim Var. & 631128.190426275 \tabularnewline
V(Y[t],d=2,D=0) & 4067731.22735243 & Range & 15451 & Trim Var. & 1011678.40058055 \tabularnewline
V(Y[t],d=3,D=0) & 12076137.3832426 & Range & 27152 & Trim Var. & 2803670.33936652 \tabularnewline
V(Y[t],d=0,D=1) & 51756933.3435374 & Range & 22176 & Trim Var. & 43568919.3477298 \tabularnewline
V(Y[t],d=1,D=1) & 3455372.53856383 & Range & 15237 & Trim Var. & 577573.767711963 \tabularnewline
V(Y[t],d=2,D=1) & 5092826.90656799 & Range & 14992 & Trim Var. & 1287119.41097561 \tabularnewline
V(Y[t],d=3,D=1) & 14173554.9357488 & Range & 23741 & Trim Var. & 4154923.79423077 \tabularnewline
V(Y[t],d=0,D=2) & 16967524.6966967 & Range & 21351 & Trim Var. & 7822549.34280303 \tabularnewline
V(Y[t],d=1,D=2) & 10749442.8158730 & Range & 21904 & Trim Var. & 1931405.89415323 \tabularnewline
V(Y[t],d=2,D=2) & 13119922.9294118 & Range & 20873 & Trim Var. & 3979982.99139785 \tabularnewline
V(Y[t],d=3,D=2) & 26100486.0222816 & Range & 24181 & Trim Var. & 10868408.3919540 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28784&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]437091137.005464[/C][C]Range[/C][C]62998[/C][C]Trim Var.[/C][C]347889092.177794[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2237662.06666667[/C][C]Range[/C][C]10511[/C][C]Trim Var.[/C][C]631128.190426275[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]4067731.22735243[/C][C]Range[/C][C]15451[/C][C]Trim Var.[/C][C]1011678.40058055[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]12076137.3832426[/C][C]Range[/C][C]27152[/C][C]Trim Var.[/C][C]2803670.33936652[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]51756933.3435374[/C][C]Range[/C][C]22176[/C][C]Trim Var.[/C][C]43568919.3477298[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3455372.53856383[/C][C]Range[/C][C]15237[/C][C]Trim Var.[/C][C]577573.767711963[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5092826.90656799[/C][C]Range[/C][C]14992[/C][C]Trim Var.[/C][C]1287119.41097561[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]14173554.9357488[/C][C]Range[/C][C]23741[/C][C]Trim Var.[/C][C]4154923.79423077[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]16967524.6966967[/C][C]Range[/C][C]21351[/C][C]Trim Var.[/C][C]7822549.34280303[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]10749442.8158730[/C][C]Range[/C][C]21904[/C][C]Trim Var.[/C][C]1931405.89415323[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]13119922.9294118[/C][C]Range[/C][C]20873[/C][C]Trim Var.[/C][C]3979982.99139785[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]26100486.0222816[/C][C]Range[/C][C]24181[/C][C]Trim Var.[/C][C]10868408.3919540[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28784&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28784&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)437091137.005464Range62998Trim Var.347889092.177794
V(Y[t],d=1,D=0)2237662.06666667Range10511Trim Var.631128.190426275
V(Y[t],d=2,D=0)4067731.22735243Range15451Trim Var.1011678.40058055
V(Y[t],d=3,D=0)12076137.3832426Range27152Trim Var.2803670.33936652
V(Y[t],d=0,D=1)51756933.3435374Range22176Trim Var.43568919.3477298
V(Y[t],d=1,D=1)3455372.53856383Range15237Trim Var.577573.767711963
V(Y[t],d=2,D=1)5092826.90656799Range14992Trim Var.1287119.41097561
V(Y[t],d=3,D=1)14173554.9357488Range23741Trim Var.4154923.79423077
V(Y[t],d=0,D=2)16967524.6966967Range21351Trim Var.7822549.34280303
V(Y[t],d=1,D=2)10749442.8158730Range21904Trim Var.1931405.89415323
V(Y[t],d=2,D=2)13119922.9294118Range20873Trim Var.3979982.99139785
V(Y[t],d=3,D=2)26100486.0222816Range24181Trim Var.10868408.3919540


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')