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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 computationSat, 03 Dec 2016 11:19:42 +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/03/t1480761665v7t9sk8r8c3iwq1.htm/, Retrieved Sun, 05 May 2024 14:19:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=297605, Retrieved Sun, 05 May 2024 14:19:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact99

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] [Variance Reductio...] [2016-12-03 10:19:42] [c3c00422a8efeb721f46880d0369ae73] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2700
3900
3850
3800
3800
3700
3950
3950
4150
4050
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3850
2950
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3700
2900
4150
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3900
3100
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5000
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4550
3700
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4900
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5300
5500
4750
3950
5400
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5200
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5500
5550
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4800
3700
4800
5400
5200
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5300
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5150
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5500
5800
5450
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4500
6400
6150
5800
6150
6050

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297605&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]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=297605&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297605&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 time1 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)597237Range3700Trim Var.352006
V(Y[t],d=1,D=0)301070Range3000Trim Var.111417
V(Y[t],d=2,D=0)719198Range5050Trim Var.222477
V(Y[t],d=3,D=0)2052790Range8300Trim Var.794077
V(Y[t],d=0,D=1)42039.5Range1500Trim Var.15453.6
V(Y[t],d=1,D=1)29164.4Range1150Trim Var.10951.2
V(Y[t],d=2,D=1)76634.3Range1950Trim Var.29544.1
V(Y[t],d=3,D=1)251317Range3150Trim Var.106108
V(Y[t],d=0,D=2)91840.4Range2150Trim Var.34245.6
V(Y[t],d=1,D=2)64114.4Range1950Trim Var.25040.8
V(Y[t],d=2,D=2)158706Range2950Trim Var.78677
V(Y[t],d=3,D=2)509583Range5400Trim Var.256990

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 597237 & Range & 3700 & Trim Var. & 352006 \tabularnewline
V(Y[t],d=1,D=0) & 301070 & Range & 3000 & Trim Var. & 111417 \tabularnewline
V(Y[t],d=2,D=0) & 719198 & Range & 5050 & Trim Var. & 222477 \tabularnewline
V(Y[t],d=3,D=0) & 2052790 & Range & 8300 & Trim Var. & 794077 \tabularnewline
V(Y[t],d=0,D=1) & 42039.5 & Range & 1500 & Trim Var. & 15453.6 \tabularnewline
V(Y[t],d=1,D=1) & 29164.4 & Range & 1150 & Trim Var. & 10951.2 \tabularnewline
V(Y[t],d=2,D=1) & 76634.3 & Range & 1950 & Trim Var. & 29544.1 \tabularnewline
V(Y[t],d=3,D=1) & 251317 & Range & 3150 & Trim Var. & 106108 \tabularnewline
V(Y[t],d=0,D=2) & 91840.4 & Range & 2150 & Trim Var. & 34245.6 \tabularnewline
V(Y[t],d=1,D=2) & 64114.4 & Range & 1950 & Trim Var. & 25040.8 \tabularnewline
V(Y[t],d=2,D=2) & 158706 & Range & 2950 & Trim Var. & 78677 \tabularnewline
V(Y[t],d=3,D=2) & 509583 & Range & 5400 & Trim Var. & 256990 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=297605&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]597237[/C][C]Range[/C][C]3700[/C][C]Trim Var.[/C][C]352006[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]301070[/C][C]Range[/C][C]3000[/C][C]Trim Var.[/C][C]111417[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]719198[/C][C]Range[/C][C]5050[/C][C]Trim Var.[/C][C]222477[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2052790[/C][C]Range[/C][C]8300[/C][C]Trim Var.[/C][C]794077[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]42039.5[/C][C]Range[/C][C]1500[/C][C]Trim Var.[/C][C]15453.6[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]29164.4[/C][C]Range[/C][C]1150[/C][C]Trim Var.[/C][C]10951.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]76634.3[/C][C]Range[/C][C]1950[/C][C]Trim Var.[/C][C]29544.1[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]251317[/C][C]Range[/C][C]3150[/C][C]Trim Var.[/C][C]106108[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]91840.4[/C][C]Range[/C][C]2150[/C][C]Trim Var.[/C][C]34245.6[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]64114.4[/C][C]Range[/C][C]1950[/C][C]Trim Var.[/C][C]25040.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]158706[/C][C]Range[/C][C]2950[/C][C]Trim Var.[/C][C]78677[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]509583[/C][C]Range[/C][C]5400[/C][C]Trim Var.[/C][C]256990[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=297605&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=297605&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)597237Range3700Trim Var.352006
V(Y[t],d=1,D=0)301070Range3000Trim Var.111417
V(Y[t],d=2,D=0)719198Range5050Trim Var.222477
V(Y[t],d=3,D=0)2052790Range8300Trim Var.794077
V(Y[t],d=0,D=1)42039.5Range1500Trim Var.15453.6
V(Y[t],d=1,D=1)29164.4Range1150Trim Var.10951.2
V(Y[t],d=2,D=1)76634.3Range1950Trim Var.29544.1
V(Y[t],d=3,D=1)251317Range3150Trim Var.106108
V(Y[t],d=0,D=2)91840.4Range2150Trim Var.34245.6
V(Y[t],d=1,D=2)64114.4Range1950Trim Var.25040.8
V(Y[t],d=2,D=2)158706Range2950Trim Var.78677
V(Y[t],d=3,D=2)509583Range5400Trim Var.256990


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()