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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, 16 Dec 2016 08:41:16 +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/16/t1481874139j49bgfkqyxldyz2.htm/, Retrieved Thu, 02 May 2024 23:47:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300077, Retrieved Thu, 02 May 2024 23:47:10 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact90

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] [var reduction mat...] [2016-12-16 07:41:16] [afe7f6443461a2cd6ee0b843643e84a9] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3690
3878
3834
3780
3690
3202
3736
3480
3552
3372
3334
3502
3468
3480
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3600
3594
3834
3954
4006
4102
4236
4086
4350
4224
4576
4678
4624
4404
4190
4414
4414
3998
3554
3974
3820
4102
3926
4056
4072
4246
4232
4244
3944
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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=300077&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=300077&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300077&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
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.
V(Y[t],d=0,D=0)134724Range1476Trim Var.84831.3
V(Y[t],d=1,D=0)48627.4Range1022Trim Var.23546.9
V(Y[t],d=2,D=0)126956Range1812Trim Var.57102.6
V(Y[t],d=3,D=0)425237Range3232Trim Var.193093
V(Y[t],d=0,D=1)314685Range1778Trim Var.249843
V(Y[t],d=1,D=1)108867Range1306Trim Var.68964.2
V(Y[t],d=2,D=1)287437Range2290Trim Var.162226
V(Y[t],d=3,D=1)998464Range4000Trim Var.560216
V(Y[t],d=0,D=2)1109090Range3240Trim Var.922930
V(Y[t],d=1,D=2)323836Range1864Trim Var.252496
V(Y[t],d=2,D=2)838740Range3068Trim Var.630301
V(Y[t],d=3,D=2)2899880Range5354Trim Var.2287080

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
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. \tabularnewline
V(Y[t],d=0,D=0) & 134724 & Range & 1476 & Trim Var. & 84831.3 \tabularnewline
V(Y[t],d=1,D=0) & 48627.4 & Range & 1022 & Trim Var. & 23546.9 \tabularnewline
V(Y[t],d=2,D=0) & 126956 & Range & 1812 & Trim Var. & 57102.6 \tabularnewline
V(Y[t],d=3,D=0) & 425237 & Range & 3232 & Trim Var. & 193093 \tabularnewline
V(Y[t],d=0,D=1) & 314685 & Range & 1778 & Trim Var. & 249843 \tabularnewline
V(Y[t],d=1,D=1) & 108867 & Range & 1306 & Trim Var. & 68964.2 \tabularnewline
V(Y[t],d=2,D=1) & 287437 & Range & 2290 & Trim Var. & 162226 \tabularnewline
V(Y[t],d=3,D=1) & 998464 & Range & 4000 & Trim Var. & 560216 \tabularnewline
V(Y[t],d=0,D=2) & 1109090 & Range & 3240 & Trim Var. & 922930 \tabularnewline
V(Y[t],d=1,D=2) & 323836 & Range & 1864 & Trim Var. & 252496 \tabularnewline
V(Y[t],d=2,D=2) & 838740 & Range & 3068 & Trim Var. & 630301 \tabularnewline
V(Y[t],d=3,D=2) & 2899880 & Range & 5354 & Trim Var. & 2287080 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300077&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]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.[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]134724[/C][C]Range[/C][C]1476[/C][C]Trim Var.[/C][C]84831.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]48627.4[/C][C]Range[/C][C]1022[/C][C]Trim Var.[/C][C]23546.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]126956[/C][C]Range[/C][C]1812[/C][C]Trim Var.[/C][C]57102.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]425237[/C][C]Range[/C][C]3232[/C][C]Trim Var.[/C][C]193093[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]314685[/C][C]Range[/C][C]1778[/C][C]Trim Var.[/C][C]249843[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]108867[/C][C]Range[/C][C]1306[/C][C]Trim Var.[/C][C]68964.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]287437[/C][C]Range[/C][C]2290[/C][C]Trim Var.[/C][C]162226[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]998464[/C][C]Range[/C][C]4000[/C][C]Trim Var.[/C][C]560216[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1109090[/C][C]Range[/C][C]3240[/C][C]Trim Var.[/C][C]922930[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]323836[/C][C]Range[/C][C]1864[/C][C]Trim Var.[/C][C]252496[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]838740[/C][C]Range[/C][C]3068[/C][C]Trim Var.[/C][C]630301[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2899880[/C][C]Range[/C][C]5354[/C][C]Trim Var.[/C][C]2287080[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300077&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300077&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
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.
V(Y[t],d=0,D=0)134724Range1476Trim Var.84831.3
V(Y[t],d=1,D=0)48627.4Range1022Trim Var.23546.9
V(Y[t],d=2,D=0)126956Range1812Trim Var.57102.6
V(Y[t],d=3,D=0)425237Range3232Trim Var.193093
V(Y[t],d=0,D=1)314685Range1778Trim Var.249843
V(Y[t],d=1,D=1)108867Range1306Trim Var.68964.2
V(Y[t],d=2,D=1)287437Range2290Trim Var.162226
V(Y[t],d=3,D=1)998464Range4000Trim Var.560216
V(Y[t],d=0,D=2)1109090Range3240Trim Var.922930
V(Y[t],d=1,D=2)323836Range1864Trim Var.252496
V(Y[t],d=2,D=2)838740Range3068Trim Var.630301
V(Y[t],d=3,D=2)2899880Range5354Trim Var.2287080


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()