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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 computationSun, 20 Dec 2009 11:08:09 -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/2009/Dec/20/t1261332930nmy8xliusf49hqv.htm/, Retrieved Sat, 27 Apr 2024 06:04:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69968, Retrieved Sat, 27 Apr 2024 06:04:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact138

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] [Identifying integ...] [2009-11-23 18:42:00] [d46757a0a8c9b00540ab7e7e0c34bfc4]
- RMP   [Variance Reduction Matrix] [Identifying integ...] [2009-11-23 19:07:25] [d46757a0a8c9b00540ab7e7e0c34bfc4]
-   PD      [Variance Reduction Matrix] [Variance reductio...] [2009-12-20 18:08:09] [8cd69d0f4298074aa572ca2f9b39b6ae] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-1,2
-2,4
0,8
-0,1
-1,5
-4,4
-4,2
3,5
10
8,6
9,5
9,9
10,4
16
12,7
10,2
8,9
12,6
13,6
14,8
9,5
13,7
17
14,7
17,4
9
9,1
12,2
15,9
12,9
10,9
10,6
13,2
9,6
6,4
5,8
-1
-0,2
2,7
3,6
-0,9
0,3
-1,1
-2,5
-3,4
-3,5
-3,9
-4,6
-0,1
4,3
10,2
8,7
13,3
15
20,7
20,7
26,4
31,2
31,4
26,6
26,6
19,2
6,5
3,1
-0,2
-4
-12,6
-13
-17,6
-21,7
-23,2
-16,8
-19,8

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'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 & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69968&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69968&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69968&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)136.870627853881Range54.6Trim Var.76.2638461538461
V(Y[t],d=1,D=0)15.6035915492958Range20.4Trim Var.9.10761904761905
V(Y[t],d=2,D=0)24.2944909456740Range20.6Trim Var.16.6329032258065
V(Y[t],d=3,D=0)68.4744844720497Range36.9Trim Var.45.4133474352195
V(Y[t],d=0,D=1)418.836765027322Range89.9Trim Var.214.409651669086
V(Y[t],d=1,D=1)44.225988700565Range29.9Trim Var.29.1935290006988
V(Y[t],d=2,D=1)76.5898655756867Range34.9Trim Var.53.3168867924528
V(Y[t],d=3,D=1)222.017123411978Range60.7Trim Var.158.493710407240
V(Y[t],d=0,D=2)1146.48539965986Range137.7Trim Var.683.384263565892
V(Y[t],d=1,D=2)131.681591312057Range44.8Trim Var.84.3723344947735
V(Y[t],d=2,D=2)246.659768732655Range68Trim Var.156.261097560976
V(Y[t],d=3,D=2)732.622690821256Range109.7Trim Var.503.482333333333

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 136.870627853881 & Range & 54.6 & Trim Var. & 76.2638461538461 \tabularnewline
V(Y[t],d=1,D=0) & 15.6035915492958 & Range & 20.4 & Trim Var. & 9.10761904761905 \tabularnewline
V(Y[t],d=2,D=0) & 24.2944909456740 & Range & 20.6 & Trim Var. & 16.6329032258065 \tabularnewline
V(Y[t],d=3,D=0) & 68.4744844720497 & Range & 36.9 & Trim Var. & 45.4133474352195 \tabularnewline
V(Y[t],d=0,D=1) & 418.836765027322 & Range & 89.9 & Trim Var. & 214.409651669086 \tabularnewline
V(Y[t],d=1,D=1) & 44.225988700565 & Range & 29.9 & Trim Var. & 29.1935290006988 \tabularnewline
V(Y[t],d=2,D=1) & 76.5898655756867 & Range & 34.9 & Trim Var. & 53.3168867924528 \tabularnewline
V(Y[t],d=3,D=1) & 222.017123411978 & Range & 60.7 & Trim Var. & 158.493710407240 \tabularnewline
V(Y[t],d=0,D=2) & 1146.48539965986 & Range & 137.7 & Trim Var. & 683.384263565892 \tabularnewline
V(Y[t],d=1,D=2) & 131.681591312057 & Range & 44.8 & Trim Var. & 84.3723344947735 \tabularnewline
V(Y[t],d=2,D=2) & 246.659768732655 & Range & 68 & Trim Var. & 156.261097560976 \tabularnewline
V(Y[t],d=3,D=2) & 732.622690821256 & Range & 109.7 & Trim Var. & 503.482333333333 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69968&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]136.870627853881[/C][C]Range[/C][C]54.6[/C][C]Trim Var.[/C][C]76.2638461538461[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]15.6035915492958[/C][C]Range[/C][C]20.4[/C][C]Trim Var.[/C][C]9.10761904761905[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]24.2944909456740[/C][C]Range[/C][C]20.6[/C][C]Trim Var.[/C][C]16.6329032258065[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]68.4744844720497[/C][C]Range[/C][C]36.9[/C][C]Trim Var.[/C][C]45.4133474352195[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]418.836765027322[/C][C]Range[/C][C]89.9[/C][C]Trim Var.[/C][C]214.409651669086[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]44.225988700565[/C][C]Range[/C][C]29.9[/C][C]Trim Var.[/C][C]29.1935290006988[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]76.5898655756867[/C][C]Range[/C][C]34.9[/C][C]Trim Var.[/C][C]53.3168867924528[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]222.017123411978[/C][C]Range[/C][C]60.7[/C][C]Trim Var.[/C][C]158.493710407240[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1146.48539965986[/C][C]Range[/C][C]137.7[/C][C]Trim Var.[/C][C]683.384263565892[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]131.681591312057[/C][C]Range[/C][C]44.8[/C][C]Trim Var.[/C][C]84.3723344947735[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]246.659768732655[/C][C]Range[/C][C]68[/C][C]Trim Var.[/C][C]156.261097560976[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]732.622690821256[/C][C]Range[/C][C]109.7[/C][C]Trim Var.[/C][C]503.482333333333[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69968&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69968&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)136.870627853881Range54.6Trim Var.76.2638461538461
V(Y[t],d=1,D=0)15.6035915492958Range20.4Trim Var.9.10761904761905
V(Y[t],d=2,D=0)24.2944909456740Range20.6Trim Var.16.6329032258065
V(Y[t],d=3,D=0)68.4744844720497Range36.9Trim Var.45.4133474352195
V(Y[t],d=0,D=1)418.836765027322Range89.9Trim Var.214.409651669086
V(Y[t],d=1,D=1)44.225988700565Range29.9Trim Var.29.1935290006988
V(Y[t],d=2,D=1)76.5898655756867Range34.9Trim Var.53.3168867924528
V(Y[t],d=3,D=1)222.017123411978Range60.7Trim Var.158.493710407240
V(Y[t],d=0,D=2)1146.48539965986Range137.7Trim Var.683.384263565892
V(Y[t],d=1,D=2)131.681591312057Range44.8Trim Var.84.3723344947735
V(Y[t],d=2,D=2)246.659768732655Range68Trim Var.156.261097560976
V(Y[t],d=3,D=2)732.622690821256Range109.7Trim Var.503.482333333333


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
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')