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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 computationWed, 07 Dec 2016 13:15:53 +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/07/t1481112987nc5bm2uxaac40gw.htm/, Retrieved Tue, 07 May 2024 15:01:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298034, Retrieved Tue, 07 May 2024 15:01:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact48

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] [variantie reducti...] [2016-12-07 12:15:53] [9412b5b3b31fe4708efb1e5c8c74b28f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
40548
40331
39814
39360
38915
38583
38191
37477
37110
36670
36330
36108
35341
34764
34253
33743
33296
32875
32622
32346
31780
31003
28467
28153
27682
27217
26780
26490
26020
25227
25343
24453
23958
23475
23102
22393
21557
20893
20376
19704
19016
18274
18020
17317
16919
16372
16069
15478
15018
14561
14047
13506
13035
12471
11815
11172
10594
9914
9319
8939
8073
7431
7022

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 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 time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298034&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]0 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298034&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298034&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 time0 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)103653000Range33526Trim Var.80643200
V(Y[t],d=1,D=0)99738.3Range2652Trim Var.19478.3
V(Y[t],d=2,D=0)207356Range3981Trim Var.31571.5
V(Y[t],d=3,D=0)636598Range6360Trim Var.122846
V(Y[t],d=0,D=1)640456Range2824Trim Var.482075
V(Y[t],d=1,D=1)253404Range4359Trim Var.47678.9
V(Y[t],d=2,D=1)487294Range4662Trim Var.93550
V(Y[t],d=3,D=1)1423230Range8390Trim Var.394385
V(Y[t],d=0,D=2)1887180Range5260Trim Var.1379120
V(Y[t],d=1,D=2)819640Range6452Trim Var.159879
V(Y[t],d=2,D=2)1588350Range8390Trim Var.367118
V(Y[t],d=3,D=2)4626210Range12731Trim Var.1556090

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 103653000 & Range & 33526 & Trim Var. & 80643200 \tabularnewline
V(Y[t],d=1,D=0) & 99738.3 & Range & 2652 & Trim Var. & 19478.3 \tabularnewline
V(Y[t],d=2,D=0) & 207356 & Range & 3981 & Trim Var. & 31571.5 \tabularnewline
V(Y[t],d=3,D=0) & 636598 & Range & 6360 & Trim Var. & 122846 \tabularnewline
V(Y[t],d=0,D=1) & 640456 & Range & 2824 & Trim Var. & 482075 \tabularnewline
V(Y[t],d=1,D=1) & 253404 & Range & 4359 & Trim Var. & 47678.9 \tabularnewline
V(Y[t],d=2,D=1) & 487294 & Range & 4662 & Trim Var. & 93550 \tabularnewline
V(Y[t],d=3,D=1) & 1423230 & Range & 8390 & Trim Var. & 394385 \tabularnewline
V(Y[t],d=0,D=2) & 1887180 & Range & 5260 & Trim Var. & 1379120 \tabularnewline
V(Y[t],d=1,D=2) & 819640 & Range & 6452 & Trim Var. & 159879 \tabularnewline
V(Y[t],d=2,D=2) & 1588350 & Range & 8390 & Trim Var. & 367118 \tabularnewline
V(Y[t],d=3,D=2) & 4626210 & Range & 12731 & Trim Var. & 1556090 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298034&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]103653000[/C][C]Range[/C][C]33526[/C][C]Trim Var.[/C][C]80643200[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]99738.3[/C][C]Range[/C][C]2652[/C][C]Trim Var.[/C][C]19478.3[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]207356[/C][C]Range[/C][C]3981[/C][C]Trim Var.[/C][C]31571.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]636598[/C][C]Range[/C][C]6360[/C][C]Trim Var.[/C][C]122846[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]640456[/C][C]Range[/C][C]2824[/C][C]Trim Var.[/C][C]482075[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]253404[/C][C]Range[/C][C]4359[/C][C]Trim Var.[/C][C]47678.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]487294[/C][C]Range[/C][C]4662[/C][C]Trim Var.[/C][C]93550[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1423230[/C][C]Range[/C][C]8390[/C][C]Trim Var.[/C][C]394385[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1887180[/C][C]Range[/C][C]5260[/C][C]Trim Var.[/C][C]1379120[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]819640[/C][C]Range[/C][C]6452[/C][C]Trim Var.[/C][C]159879[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1588350[/C][C]Range[/C][C]8390[/C][C]Trim Var.[/C][C]367118[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4626210[/C][C]Range[/C][C]12731[/C][C]Trim Var.[/C][C]1556090[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298034&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298034&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)103653000Range33526Trim Var.80643200
V(Y[t],d=1,D=0)99738.3Range2652Trim Var.19478.3
V(Y[t],d=2,D=0)207356Range3981Trim Var.31571.5
V(Y[t],d=3,D=0)636598Range6360Trim Var.122846
V(Y[t],d=0,D=1)640456Range2824Trim Var.482075
V(Y[t],d=1,D=1)253404Range4359Trim Var.47678.9
V(Y[t],d=2,D=1)487294Range4662Trim Var.93550
V(Y[t],d=3,D=1)1423230Range8390Trim Var.394385
V(Y[t],d=0,D=2)1887180Range5260Trim Var.1379120
V(Y[t],d=1,D=2)819640Range6452Trim Var.159879
V(Y[t],d=2,D=2)1588350Range8390Trim Var.367118
V(Y[t],d=3,D=2)4626210Range12731Trim Var.1556090


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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()