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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 computationFri, 27 Nov 2009 14:11:14 -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/27/t1259356363j7uotk8pk2d02l0.htm/, Retrieved Mon, 29 Apr 2024 02:41:28 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=61284, Retrieved Mon, 29 Apr 2024 02:41:28 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact167

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [(Partial) Autocorrelation Function] [Identifying Integ...] [2009-11-22 12:16:10] [b98453cac15ba1066b407e146608df68]
-   PD        [(Partial) Autocorrelation Function] [Workshop 8] [2009-11-24 11:49:44] [214e6e00abbde49700521a7ef1d30da2]
-    D          [(Partial) Autocorrelation Function] [WS 8.2 autocorrel...] [2009-11-27 20:13:42] [d31db4f83c6a129f6d3e47077769e868]
-   P             [(Partial) Autocorrelation Function] [WS 8.4 Autocorrel...] [2009-11-27 20:58:47] [d31db4f83c6a129f6d3e47077769e868]
- RM                  [Variance Reduction Matrix] [WS 8.5 Variantie ...] [2009-11-27 21:11:14] [852eae237d08746109043531619a60c9] [Current]
- RM                    [Spectral Analysis] [WS 8.7 Spectrum a...] [2009-11-27 21:40:54] [d31db4f83c6a129f6d3e47077769e868]
-                         [Spectral Analysis] [WS 8.8 Spectrum a...] [2009-11-27 21:57:05] [d31db4f83c6a129f6d3e47077769e868]
- RM                        [Standard Deviation-Mean Plot] [WS 8.9 Heterosked...] [2009-11-27 22:13:36] [d31db4f83c6a129f6d3e47077769e868]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
474605
470390
461251
454724
455626
516847
525192
522975
518585
509239
512238
519164
517009
509933
509127
500875
506971
569323
579714
577992
565644
547344
554788
562325
560854
555332
543599
536662
542722
593530
610763
612613
611324
594167
595454
590865
589379
584428
573100
567456
569028
620735
628884
628232
612117
595404
597141
593408
590072
579799
574205
572775
572942
619567
625809
619916
587625
565724
557274
560576
548854
531673
525919
511038
498662
555362
564591
541667
527070
509846
514258
516922
507561
492622
490243
469357
477580
528379
533590
517945
506174
501866
516441
528222
532638

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=61284&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=61284&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61284&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)1978134680.12409Range174160Trim Var.1347784602.83351
V(Y[t],d=1,D=0)351762386.476621Range94643Trim Var.139078053.479637
V(Y[t],d=2,D=0)539076973.20717Range121952Trim Var.225273434.363394
V(Y[t],d=3,D=0)1324388269.98269Range183118Trim Var.539563057.485916
V(Y[t],d=0,D=1)1439102248.96195Range133266Trim Var.1128708583.94615
V(Y[t],d=1,D=1)60691084.9340767Range37630Trim Var.35872620.9818948
V(Y[t],d=2,D=1)113452897.369819Range61225Trim Var.58994954.7470558
V(Y[t],d=3,D=1)353821357.330021Range107847Trim Var.186477088.909836
V(Y[t],d=0,D=2)1063118641.40546Range144564Trim Var.596162125.514514
V(Y[t],d=1,D=2)146711856.265254Range59755Trim Var.85134434.0157233
V(Y[t],d=2,D=2)313226953.055523Range94778Trim Var.182884669.409289
V(Y[t],d=3,D=2)973804862.14519Range137158Trim Var.566549535.862745

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1978134680.12409 & Range & 174160 & Trim Var. & 1347784602.83351 \tabularnewline
V(Y[t],d=1,D=0) & 351762386.476621 & Range & 94643 & Trim Var. & 139078053.479637 \tabularnewline
V(Y[t],d=2,D=0) & 539076973.20717 & Range & 121952 & Trim Var. & 225273434.363394 \tabularnewline
V(Y[t],d=3,D=0) & 1324388269.98269 & Range & 183118 & Trim Var. & 539563057.485916 \tabularnewline
V(Y[t],d=0,D=1) & 1439102248.96195 & Range & 133266 & Trim Var. & 1128708583.94615 \tabularnewline
V(Y[t],d=1,D=1) & 60691084.9340767 & Range & 37630 & Trim Var. & 35872620.9818948 \tabularnewline
V(Y[t],d=2,D=1) & 113452897.369819 & Range & 61225 & Trim Var. & 58994954.7470558 \tabularnewline
V(Y[t],d=3,D=1) & 353821357.330021 & Range & 107847 & Trim Var. & 186477088.909836 \tabularnewline
V(Y[t],d=0,D=2) & 1063118641.40546 & Range & 144564 & Trim Var. & 596162125.514514 \tabularnewline
V(Y[t],d=1,D=2) & 146711856.265254 & Range & 59755 & Trim Var. & 85134434.0157233 \tabularnewline
V(Y[t],d=2,D=2) & 313226953.055523 & Range & 94778 & Trim Var. & 182884669.409289 \tabularnewline
V(Y[t],d=3,D=2) & 973804862.14519 & Range & 137158 & Trim Var. & 566549535.862745 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=61284&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1978134680.12409[/C][C]Range[/C][C]174160[/C][C]Trim Var.[/C][C]1347784602.83351[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]351762386.476621[/C][C]Range[/C][C]94643[/C][C]Trim Var.[/C][C]139078053.479637[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]539076973.20717[/C][C]Range[/C][C]121952[/C][C]Trim Var.[/C][C]225273434.363394[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1324388269.98269[/C][C]Range[/C][C]183118[/C][C]Trim Var.[/C][C]539563057.485916[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1439102248.96195[/C][C]Range[/C][C]133266[/C][C]Trim Var.[/C][C]1128708583.94615[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]60691084.9340767[/C][C]Range[/C][C]37630[/C][C]Trim Var.[/C][C]35872620.9818948[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]113452897.369819[/C][C]Range[/C][C]61225[/C][C]Trim Var.[/C][C]58994954.7470558[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]353821357.330021[/C][C]Range[/C][C]107847[/C][C]Trim Var.[/C][C]186477088.909836[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1063118641.40546[/C][C]Range[/C][C]144564[/C][C]Trim Var.[/C][C]596162125.514514[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]146711856.265254[/C][C]Range[/C][C]59755[/C][C]Trim Var.[/C][C]85134434.0157233[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]313226953.055523[/C][C]Range[/C][C]94778[/C][C]Trim Var.[/C][C]182884669.409289[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]973804862.14519[/C][C]Range[/C][C]137158[/C][C]Trim Var.[/C][C]566549535.862745[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=61284&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=61284&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)1978134680.12409Range174160Trim Var.1347784602.83351
V(Y[t],d=1,D=0)351762386.476621Range94643Trim Var.139078053.479637
V(Y[t],d=2,D=0)539076973.20717Range121952Trim Var.225273434.363394
V(Y[t],d=3,D=0)1324388269.98269Range183118Trim Var.539563057.485916
V(Y[t],d=0,D=1)1439102248.96195Range133266Trim Var.1128708583.94615
V(Y[t],d=1,D=1)60691084.9340767Range37630Trim Var.35872620.9818948
V(Y[t],d=2,D=1)113452897.369819Range61225Trim Var.58994954.7470558
V(Y[t],d=3,D=1)353821357.330021Range107847Trim Var.186477088.909836
V(Y[t],d=0,D=2)1063118641.40546Range144564Trim Var.596162125.514514
V(Y[t],d=1,D=2)146711856.265254Range59755Trim Var.85134434.0157233
V(Y[t],d=2,D=2)313226953.055523Range94778Trim Var.182884669.409289
V(Y[t],d=3,D=2)973804862.14519Range137158Trim Var.566549535.862745


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 2 ; par5 = 6 ; par6 = MA ; par7 = 0.95 ;
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')