FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 14 Dec 2016 11:31:43 +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/14/t1481711689sne5vwbhxerx5il.htm/, Retrieved Fri, 03 May 2024 22:34:11 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=299288, Retrieved Fri, 03 May 2024 22:34:11 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsF1 competition
Estimated Impact117

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...] [2016-12-14 10:31:43] [00d6a26c230b6c589ee3bbc701d55499] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3840
3140
4580
4740
3920
4900
3400
3440
2600
2220
2190
2550
2720
3720
4710
5070
6030
5280
4420
3940
2750
2980
2690
2650
4000
4150
6050
6280
5520
4800
4610
3530
2790
2750
2470
2610
3680
3820
4460
4760
3290
3610
3650
3130
2850
2720
2740
2760
3330
3850
5430
5180
4770
5360
4950
3720
3330
3000
2760
3040
3260
3780
4670
4320
4080
4210
3350
3390
2630
2350
2330
2230
2830
3230
4240
3750
4160
3960
3000
2890
2300
2320
2270
1970
2920
3310
4370
3990
3970
3850
3510
2840
2130
2280
1960
1740
2370
1980
2680
3510
3350
3290
3150
2490
2490
2930
3590
2040
2480
2760
3400
3470
3130
3670
3080
2430

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=299288&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=299288&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299288&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)977179Range4540Trim Var.637774
V(Y[t],d=1,D=0)428490Range3450Trim Var.251512
V(Y[t],d=2,D=0)798302Range4620Trim Var.460950
V(Y[t],d=3,D=0)2415840Range8480Trim Var.1391810
V(Y[t],d=0,D=1)543972Range4340Trim Var.254770
V(Y[t],d=1,D=1)369962Range3510Trim Var.171709
V(Y[t],d=2,D=1)950955Range5880Trim Var.495095
V(Y[t],d=3,D=1)2986460Range10970Trim Var.1466080
V(Y[t],d=0,D=2)1589150Range6640Trim Var.794583
V(Y[t],d=1,D=2)872144Range5700Trim Var.393070
V(Y[t],d=2,D=2)2117240Range8430Trim Var.1118230
V(Y[t],d=3,D=2)6408210Range15420Trim Var.2959510

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 977179 & Range & 4540 & Trim Var. & 637774 \tabularnewline
V(Y[t],d=1,D=0) & 428490 & Range & 3450 & Trim Var. & 251512 \tabularnewline
V(Y[t],d=2,D=0) & 798302 & Range & 4620 & Trim Var. & 460950 \tabularnewline
V(Y[t],d=3,D=0) & 2415840 & Range & 8480 & Trim Var. & 1391810 \tabularnewline
V(Y[t],d=0,D=1) & 543972 & Range & 4340 & Trim Var. & 254770 \tabularnewline
V(Y[t],d=1,D=1) & 369962 & Range & 3510 & Trim Var. & 171709 \tabularnewline
V(Y[t],d=2,D=1) & 950955 & Range & 5880 & Trim Var. & 495095 \tabularnewline
V(Y[t],d=3,D=1) & 2986460 & Range & 10970 & Trim Var. & 1466080 \tabularnewline
V(Y[t],d=0,D=2) & 1589150 & Range & 6640 & Trim Var. & 794583 \tabularnewline
V(Y[t],d=1,D=2) & 872144 & Range & 5700 & Trim Var. & 393070 \tabularnewline
V(Y[t],d=2,D=2) & 2117240 & Range & 8430 & Trim Var. & 1118230 \tabularnewline
V(Y[t],d=3,D=2) & 6408210 & Range & 15420 & Trim Var. & 2959510 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=299288&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]977179[/C][C]Range[/C][C]4540[/C][C]Trim Var.[/C][C]637774[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]428490[/C][C]Range[/C][C]3450[/C][C]Trim Var.[/C][C]251512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]798302[/C][C]Range[/C][C]4620[/C][C]Trim Var.[/C][C]460950[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2415840[/C][C]Range[/C][C]8480[/C][C]Trim Var.[/C][C]1391810[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]543972[/C][C]Range[/C][C]4340[/C][C]Trim Var.[/C][C]254770[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]369962[/C][C]Range[/C][C]3510[/C][C]Trim Var.[/C][C]171709[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]950955[/C][C]Range[/C][C]5880[/C][C]Trim Var.[/C][C]495095[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2986460[/C][C]Range[/C][C]10970[/C][C]Trim Var.[/C][C]1466080[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1589150[/C][C]Range[/C][C]6640[/C][C]Trim Var.[/C][C]794583[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]872144[/C][C]Range[/C][C]5700[/C][C]Trim Var.[/C][C]393070[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2117240[/C][C]Range[/C][C]8430[/C][C]Trim Var.[/C][C]1118230[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]6408210[/C][C]Range[/C][C]15420[/C][C]Trim Var.[/C][C]2959510[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=299288&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=299288&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)977179Range4540Trim Var.637774
V(Y[t],d=1,D=0)428490Range3450Trim Var.251512
V(Y[t],d=2,D=0)798302Range4620Trim Var.460950
V(Y[t],d=3,D=0)2415840Range8480Trim Var.1391810
V(Y[t],d=0,D=1)543972Range4340Trim Var.254770
V(Y[t],d=1,D=1)369962Range3510Trim Var.171709
V(Y[t],d=2,D=1)950955Range5880Trim Var.495095
V(Y[t],d=3,D=1)2986460Range10970Trim Var.1466080
V(Y[t],d=0,D=2)1589150Range6640Trim Var.794583
V(Y[t],d=1,D=2)872144Range5700Trim Var.393070
V(Y[t],d=2,D=2)2117240Range8430Trim Var.1118230
V(Y[t],d=3,D=2)6408210Range15420Trim Var.2959510


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()