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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 computationThu, 08 Dec 2016 19:52:06 +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/08/t1481223178a2910vb1lss4yf1.htm/, Retrieved Sat, 27 Apr 2024 17:00:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298376, Retrieved Sat, 27 Apr 2024 17:00:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact95

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...] [2016-12-08 18:52:06] [7735a6b2a5b1338702c07df744ef5a34] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4956
5014.8
5053
5092.2
5126
5160
5188.8
5219.4
5255.6
5297
5349.8
5392.4
5429.8
5483.2
5540
5594.4
5650.2
5694
5741.8
5773.6
5816.8
5869.2
5927
5989.2
6038.8
6080.6
6111
6122.6
6154.4
6207
6231.2
6268.4
6309
6342.6
6376
6423.2
6465.2
6499.8
6552.2
6613.6
6658.6
6699.4
6763.4
6814.8
6869.4
6907.6
6936
6994.6
7043.2
7056.2
7068
7106.6
7141.2
7168.2
7184.6
7229.2
7273.4
7320.6
7350
7362.6
7411.2
7465.4
7510.2
7558.8
7605.4
7642.8
7681.6
7705
7729.8
7768.8
7810.4
7840.8
7855.4
7863.6
7904.4
7922.8
7929.4
7968
8018.6
8032.8
8052.6
8075.8
8106.4
8134.6
8140.6
8140
8152.2
8167.2
8166.6
8185
8203.8
8233.6
8251.6
8252.2
8235.6
8251.4
8293.8
8329.8
8342.4
8351.4
8347.8
8349.4
8337
8326
8313
8327.4
8346.4
8360.8
8374.6
8406
8406.2
8381.4
8379.8
8367.4
8372
8393.4

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=298376&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=298376&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298376&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)1210320Range3450.2Trim Var.1009900
V(Y[t],d=1,D=0)389.588Range88.8Trim Var.259.42
V(Y[t],d=2,D=0)234.284Range72.4Trim Var.146.32
V(Y[t],d=3,D=0)519.168Range107.8Trim Var.321.106
V(Y[t],d=0,D=1)29063.3Range591Trim Var.22511.9
V(Y[t],d=1,D=1)467.033Range97.4Trim Var.286.409
V(Y[t],d=2,D=1)541.765Range103.4Trim Var.345.408
V(Y[t],d=3,D=1)1219.12Range170.2Trim Var.731.511
V(Y[t],d=0,D=2)8878.3Range361.6Trim Var.6439.06
V(Y[t],d=1,D=2)1460.42Range180Trim Var.894.596
V(Y[t],d=2,D=2)1604.65Range181.8Trim Var.1043.79
V(Y[t],d=3,D=2)3641.66Range302.2Trim Var.2006.7

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1210320 & Range & 3450.2 & Trim Var. & 1009900 \tabularnewline
V(Y[t],d=1,D=0) & 389.588 & Range & 88.8 & Trim Var. & 259.42 \tabularnewline
V(Y[t],d=2,D=0) & 234.284 & Range & 72.4 & Trim Var. & 146.32 \tabularnewline
V(Y[t],d=3,D=0) & 519.168 & Range & 107.8 & Trim Var. & 321.106 \tabularnewline
V(Y[t],d=0,D=1) & 29063.3 & Range & 591 & Trim Var. & 22511.9 \tabularnewline
V(Y[t],d=1,D=1) & 467.033 & Range & 97.4 & Trim Var. & 286.409 \tabularnewline
V(Y[t],d=2,D=1) & 541.765 & Range & 103.4 & Trim Var. & 345.408 \tabularnewline
V(Y[t],d=3,D=1) & 1219.12 & Range & 170.2 & Trim Var. & 731.511 \tabularnewline
V(Y[t],d=0,D=2) & 8878.3 & Range & 361.6 & Trim Var. & 6439.06 \tabularnewline
V(Y[t],d=1,D=2) & 1460.42 & Range & 180 & Trim Var. & 894.596 \tabularnewline
V(Y[t],d=2,D=2) & 1604.65 & Range & 181.8 & Trim Var. & 1043.79 \tabularnewline
V(Y[t],d=3,D=2) & 3641.66 & Range & 302.2 & Trim Var. & 2006.7 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298376&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1210320[/C][C]Range[/C][C]3450.2[/C][C]Trim Var.[/C][C]1009900[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]389.588[/C][C]Range[/C][C]88.8[/C][C]Trim Var.[/C][C]259.42[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]234.284[/C][C]Range[/C][C]72.4[/C][C]Trim Var.[/C][C]146.32[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]519.168[/C][C]Range[/C][C]107.8[/C][C]Trim Var.[/C][C]321.106[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]29063.3[/C][C]Range[/C][C]591[/C][C]Trim Var.[/C][C]22511.9[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]467.033[/C][C]Range[/C][C]97.4[/C][C]Trim Var.[/C][C]286.409[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]541.765[/C][C]Range[/C][C]103.4[/C][C]Trim Var.[/C][C]345.408[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1219.12[/C][C]Range[/C][C]170.2[/C][C]Trim Var.[/C][C]731.511[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]8878.3[/C][C]Range[/C][C]361.6[/C][C]Trim Var.[/C][C]6439.06[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1460.42[/C][C]Range[/C][C]180[/C][C]Trim Var.[/C][C]894.596[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1604.65[/C][C]Range[/C][C]181.8[/C][C]Trim Var.[/C][C]1043.79[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3641.66[/C][C]Range[/C][C]302.2[/C][C]Trim Var.[/C][C]2006.7[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298376&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298376&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)1210320Range3450.2Trim Var.1009900
V(Y[t],d=1,D=0)389.588Range88.8Trim Var.259.42
V(Y[t],d=2,D=0)234.284Range72.4Trim Var.146.32
V(Y[t],d=3,D=0)519.168Range107.8Trim Var.321.106
V(Y[t],d=0,D=1)29063.3Range591Trim Var.22511.9
V(Y[t],d=1,D=1)467.033Range97.4Trim Var.286.409
V(Y[t],d=2,D=1)541.765Range103.4Trim Var.345.408
V(Y[t],d=3,D=1)1219.12Range170.2Trim Var.731.511
V(Y[t],d=0,D=2)8878.3Range361.6Trim Var.6439.06
V(Y[t],d=1,D=2)1460.42Range180Trim Var.894.596
V(Y[t],d=2,D=2)1604.65Range181.8Trim Var.1043.79
V(Y[t],d=3,D=2)3641.66Range302.2Trim Var.2006.7


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 <- '12'
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()