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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 15:15:08 +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/t14818977614f4e8zlksuis7ew.htm/, Retrieved Fri, 03 May 2024 03:04:02 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300297, Retrieved Fri, 03 May 2024 03:04:02 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact47

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [ARIMA Backward Selection] [] [2016-12-16 13:36:55] [683f400e1b95307fc738e729f07c4fce]
- RM D    [Variance Reduction Matrix] [] [2016-12-16 14:15:08] [404ac5ee4f7301873f6a96ef36861981] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3530
3440
3120
3420
3680
3710
3940
3600
3970
4040
4060
3760
4070
4130
4080
4420
4530
4710
5070
5470
5520
5980
6340
6170
6170
6670
7310
7330
6430
6750
7500
7930
8210
7640
7720
7290
7430
8130
8180
8230
8420

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=300297&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=300297&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300297&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)3101550Range5300Trim Var.2556450
V(Y[t],d=1,D=0)114397Range1650Trim Var.62920.9
V(Y[t],d=2,D=0)227342Range2140Trim Var.149388
V(Y[t],d=3,D=0)612613Range3350Trim Var.394157
V(Y[t],d=0,D=1)532533Range2690Trim Var.363364
V(Y[t],d=1,D=1)219845Range2120Trim Var.90408
V(Y[t],d=2,D=1)404734Range2410Trim Var.243208
V(Y[t],d=3,D=1)1020540Range3680Trim Var.628533
V(Y[t],d=0,D=2)2078820Range4630Trim Var.1597260
V(Y[t],d=1,D=2)723523Range3520Trim Var.325486
V(Y[t],d=2,D=2)1181240Range3720Trim Var.791276
V(Y[t],d=3,D=2)2907530Range6000Trim Var.1774460

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3101550 & Range & 5300 & Trim Var. & 2556450 \tabularnewline
V(Y[t],d=1,D=0) & 114397 & Range & 1650 & Trim Var. & 62920.9 \tabularnewline
V(Y[t],d=2,D=0) & 227342 & Range & 2140 & Trim Var. & 149388 \tabularnewline
V(Y[t],d=3,D=0) & 612613 & Range & 3350 & Trim Var. & 394157 \tabularnewline
V(Y[t],d=0,D=1) & 532533 & Range & 2690 & Trim Var. & 363364 \tabularnewline
V(Y[t],d=1,D=1) & 219845 & Range & 2120 & Trim Var. & 90408 \tabularnewline
V(Y[t],d=2,D=1) & 404734 & Range & 2410 & Trim Var. & 243208 \tabularnewline
V(Y[t],d=3,D=1) & 1020540 & Range & 3680 & Trim Var. & 628533 \tabularnewline
V(Y[t],d=0,D=2) & 2078820 & Range & 4630 & Trim Var. & 1597260 \tabularnewline
V(Y[t],d=1,D=2) & 723523 & Range & 3520 & Trim Var. & 325486 \tabularnewline
V(Y[t],d=2,D=2) & 1181240 & Range & 3720 & Trim Var. & 791276 \tabularnewline
V(Y[t],d=3,D=2) & 2907530 & Range & 6000 & Trim Var. & 1774460 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300297&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3101550[/C][C]Range[/C][C]5300[/C][C]Trim Var.[/C][C]2556450[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]114397[/C][C]Range[/C][C]1650[/C][C]Trim Var.[/C][C]62920.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]227342[/C][C]Range[/C][C]2140[/C][C]Trim Var.[/C][C]149388[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]612613[/C][C]Range[/C][C]3350[/C][C]Trim Var.[/C][C]394157[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]532533[/C][C]Range[/C][C]2690[/C][C]Trim Var.[/C][C]363364[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]219845[/C][C]Range[/C][C]2120[/C][C]Trim Var.[/C][C]90408[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]404734[/C][C]Range[/C][C]2410[/C][C]Trim Var.[/C][C]243208[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1020540[/C][C]Range[/C][C]3680[/C][C]Trim Var.[/C][C]628533[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2078820[/C][C]Range[/C][C]4630[/C][C]Trim Var.[/C][C]1597260[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]723523[/C][C]Range[/C][C]3520[/C][C]Trim Var.[/C][C]325486[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1181240[/C][C]Range[/C][C]3720[/C][C]Trim Var.[/C][C]791276[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2907530[/C][C]Range[/C][C]6000[/C][C]Trim Var.[/C][C]1774460[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300297&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300297&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)3101550Range5300Trim Var.2556450
V(Y[t],d=1,D=0)114397Range1650Trim Var.62920.9
V(Y[t],d=2,D=0)227342Range2140Trim Var.149388
V(Y[t],d=3,D=0)612613Range3350Trim Var.394157
V(Y[t],d=0,D=1)532533Range2690Trim Var.363364
V(Y[t],d=1,D=1)219845Range2120Trim Var.90408
V(Y[t],d=2,D=1)404734Range2410Trim Var.243208
V(Y[t],d=3,D=1)1020540Range3680Trim Var.628533
V(Y[t],d=0,D=2)2078820Range4630Trim Var.1597260
V(Y[t],d=1,D=2)723523Range3520Trim Var.325486
V(Y[t],d=2,D=2)1181240Range3720Trim Var.791276
V(Y[t],d=3,D=2)2907530Range6000Trim Var.1774460


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = FALSE ; par2 = 1 ; par3 = 2 ; par4 = 0 ; par5 = 1 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 0 ;
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()