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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, 25 Nov 2009 06:20:45 -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/Nov/25/t1259155273kb5napsjj0vmf4y.htm/, Retrieved Tue, 07 May 2024 16:15:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=59372, Retrieved Tue, 07 May 2024 16:15:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact176

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 bij ...] [2009-11-03 09:24:35] [1ff3eeaee490dfcff07aa4917fec66b8]
- RMPD    [Variance Reduction Matrix] [Variance reductio...] [2009-11-25 13:20:45] [cfc54cb9f3f8d85fe8957f0f7c48844d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
127
123
118
114
108
111
151
159
158
148
138
137
136
133
126
120
114
116
153
162
161
149
139
135
130
127
122
117
112
113
149
157
157
147
137
132
125
123
117
114
111
112
144
150
149
134
123
116
117
111
105
102
95
93
124
130
124
115
106
105
105
101
95
93
84
87
116
120
117
109
105
107

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=59372&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=59372&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59372&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)369.649452269171Range78Trim Var.256.48189484127
V(Y[t],d=1,D=0)135.633802816901Range55Trim Var.53.801870251315
V(Y[t],d=2,D=0)189.209937888199Range69Trim Var.79.8942358540455
V(Y[t],d=3,D=0)454.121909633419Range98Trim Var.181.474293785311
V(Y[t],d=0,D=1)135.633802816901Range55Trim Var.53.801870251315
V(Y[t],d=1,D=1)189.209937888199Range69Trim Var.79.8942358540455
V(Y[t],d=2,D=1)454.121909633419Range98Trim Var.181.474293785311
V(Y[t],d=3,D=1)1388.29850746269Range189Trim Var.541.336440677966
V(Y[t],d=0,D=2)189.209937888199Range69Trim Var.79.8942358540455
V(Y[t],d=1,D=2)454.121909633419Range98Trim Var.181.474293785311
V(Y[t],d=2,D=2)1388.29850746269Range189Trim Var.541.336440677966
V(Y[t],d=3,D=2)4708.02939846223Range304Trim Var.2365.63646990064

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 369.649452269171 & Range & 78 & Trim Var. & 256.48189484127 \tabularnewline
V(Y[t],d=1,D=0) & 135.633802816901 & Range & 55 & Trim Var. & 53.801870251315 \tabularnewline
V(Y[t],d=2,D=0) & 189.209937888199 & Range & 69 & Trim Var. & 79.8942358540455 \tabularnewline
V(Y[t],d=3,D=0) & 454.121909633419 & Range & 98 & Trim Var. & 181.474293785311 \tabularnewline
V(Y[t],d=0,D=1) & 135.633802816901 & Range & 55 & Trim Var. & 53.801870251315 \tabularnewline
V(Y[t],d=1,D=1) & 189.209937888199 & Range & 69 & Trim Var. & 79.8942358540455 \tabularnewline
V(Y[t],d=2,D=1) & 454.121909633419 & Range & 98 & Trim Var. & 181.474293785311 \tabularnewline
V(Y[t],d=3,D=1) & 1388.29850746269 & Range & 189 & Trim Var. & 541.336440677966 \tabularnewline
V(Y[t],d=0,D=2) & 189.209937888199 & Range & 69 & Trim Var. & 79.8942358540455 \tabularnewline
V(Y[t],d=1,D=2) & 454.121909633419 & Range & 98 & Trim Var. & 181.474293785311 \tabularnewline
V(Y[t],d=2,D=2) & 1388.29850746269 & Range & 189 & Trim Var. & 541.336440677966 \tabularnewline
V(Y[t],d=3,D=2) & 4708.02939846223 & Range & 304 & Trim Var. & 2365.63646990064 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=59372&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]369.649452269171[/C][C]Range[/C][C]78[/C][C]Trim Var.[/C][C]256.48189484127[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]135.633802816901[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]53.801870251315[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]189.209937888199[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]79.8942358540455[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]454.121909633419[/C][C]Range[/C][C]98[/C][C]Trim Var.[/C][C]181.474293785311[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]135.633802816901[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]53.801870251315[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]189.209937888199[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]79.8942358540455[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]454.121909633419[/C][C]Range[/C][C]98[/C][C]Trim Var.[/C][C]181.474293785311[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1388.29850746269[/C][C]Range[/C][C]189[/C][C]Trim Var.[/C][C]541.336440677966[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]189.209937888199[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]79.8942358540455[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]454.121909633419[/C][C]Range[/C][C]98[/C][C]Trim Var.[/C][C]181.474293785311[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1388.29850746269[/C][C]Range[/C][C]189[/C][C]Trim Var.[/C][C]541.336440677966[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4708.02939846223[/C][C]Range[/C][C]304[/C][C]Trim Var.[/C][C]2365.63646990064[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=59372&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=59372&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)369.649452269171Range78Trim Var.256.48189484127
V(Y[t],d=1,D=0)135.633802816901Range55Trim Var.53.801870251315
V(Y[t],d=2,D=0)189.209937888199Range69Trim Var.79.8942358540455
V(Y[t],d=3,D=0)454.121909633419Range98Trim Var.181.474293785311
V(Y[t],d=0,D=1)135.633802816901Range55Trim Var.53.801870251315
V(Y[t],d=1,D=1)189.209937888199Range69Trim Var.79.8942358540455
V(Y[t],d=2,D=1)454.121909633419Range98Trim Var.181.474293785311
V(Y[t],d=3,D=1)1388.29850746269Range189Trim Var.541.336440677966
V(Y[t],d=0,D=2)189.209937888199Range69Trim Var.79.8942358540455
V(Y[t],d=1,D=2)454.121909633419Range98Trim Var.181.474293785311
V(Y[t],d=2,D=2)1388.29850746269Range189Trim Var.541.336440677966
V(Y[t],d=3,D=2)4708.02939846223Range304Trim Var.2365.63646990064


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
Parameters (R input):
par1 = 1 ;
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')