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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Fri, 16 Dec 2016 15:27:44 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/16/t14818984895250agayy8tu9tr.htm/, Retrieved Fri, 03 May 2024 03:46:55 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300308, Retrieved Fri, 03 May 2024 03:46:55 +0000

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Estimated Impact

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]
-    D  [ARIMA Backward Selection] [] [2016-12-16 14:17:56] [683f400e1b95307fc738e729f07c4fce]
- RM D      [Variance Reduction Matrix] [] [2016-12-16 14:27:44] [404ac5ee4f7301873f6a96ef36861981] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	Big 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=300308&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=300308&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300308&T=0

As an alternative you can also use a 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 Output	view raw output of R engine
Computing time	1 seconds
R Server	Big Analytics Cloud Computing Center

Variance Reduction Matrix
V(Y[t],d=0,D=0)	139059	Range	1280	Trim Var.	110717
V(Y[t],d=1,D=0)	4088.68	Range	410	Trim Var.	1929.25
V(Y[t],d=2,D=0)	8653.42	Range	720	Trim Var.	3256.01
V(Y[t],d=3,D=0)	27035	Range	1260	Trim Var.	10061.9
V(Y[t],d=0,D=1)	63379.6	Range	1210	Trim Var.	34701
V(Y[t],d=1,D=1)	8351.92	Range	535	Trim Var.	4531.26
V(Y[t],d=2,D=1)	18992.8	Range	790	Trim Var.	8563.17
V(Y[t],d=3,D=1)	62079.8	Range	1395	Trim Var.	30252.8
V(Y[t],d=0,D=2)	137578	Range	1625	Trim Var.	86056.1
V(Y[t],d=1,D=2)	25212.5	Range	845	Trim Var.	14730.7
V(Y[t],d=2,D=2)	59411.4	Range	1395	Trim Var.	32674.5
V(Y[t],d=3,D=2)	194626	Range	2370	Trim Var.	113836

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 139059 & Range & 1280 & Trim Var. & 110717 \tabularnewline
V(Y[t],d=1,D=0) & 4088.68 & Range & 410 & Trim Var. & 1929.25 \tabularnewline
V(Y[t],d=2,D=0) & 8653.42 & Range & 720 & Trim Var. & 3256.01 \tabularnewline
V(Y[t],d=3,D=0) & 27035 & Range & 1260 & Trim Var. & 10061.9 \tabularnewline
V(Y[t],d=0,D=1) & 63379.6 & Range & 1210 & Trim Var. & 34701 \tabularnewline
V(Y[t],d=1,D=1) & 8351.92 & Range & 535 & Trim Var. & 4531.26 \tabularnewline
V(Y[t],d=2,D=1) & 18992.8 & Range & 790 & Trim Var. & 8563.17 \tabularnewline
V(Y[t],d=3,D=1) & 62079.8 & Range & 1395 & Trim Var. & 30252.8 \tabularnewline
V(Y[t],d=0,D=2) & 137578 & Range & 1625 & Trim Var. & 86056.1 \tabularnewline
V(Y[t],d=1,D=2) & 25212.5 & Range & 845 & Trim Var. & 14730.7 \tabularnewline
V(Y[t],d=2,D=2) & 59411.4 & Range & 1395 & Trim Var. & 32674.5 \tabularnewline
V(Y[t],d=3,D=2) & 194626 & Range & 2370 & Trim Var. & 113836 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300308&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]139059[/C][C]Range[/C][C]1280[/C][C]Trim Var.[/C][C]110717[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4088.68[/C][C]Range[/C][C]410[/C][C]Trim Var.[/C][C]1929.25[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]8653.42[/C][C]Range[/C][C]720[/C][C]Trim Var.[/C][C]3256.01[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]27035[/C][C]Range[/C][C]1260[/C][C]Trim Var.[/C][C]10061.9[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]63379.6[/C][C]Range[/C][C]1210[/C][C]Trim Var.[/C][C]34701[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8351.92[/C][C]Range[/C][C]535[/C][C]Trim Var.[/C][C]4531.26[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]18992.8[/C][C]Range[/C][C]790[/C][C]Trim Var.[/C][C]8563.17[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]62079.8[/C][C]Range[/C][C]1395[/C][C]Trim Var.[/C][C]30252.8[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]137578[/C][C]Range[/C][C]1625[/C][C]Trim Var.[/C][C]86056.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]25212.5[/C][C]Range[/C][C]845[/C][C]Trim Var.[/C][C]14730.7[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]59411.4[/C][C]Range[/C][C]1395[/C][C]Trim Var.[/C][C]32674.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]194626[/C][C]Range[/C][C]2370[/C][C]Trim Var.[/C][C]113836[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300308&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300308&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)	139059	Range	1280	Trim Var.	110717
V(Y[t],d=1,D=0)	4088.68	Range	410	Trim Var.	1929.25
V(Y[t],d=2,D=0)	8653.42	Range	720	Trim Var.	3256.01
V(Y[t],d=3,D=0)	27035	Range	1260	Trim Var.	10061.9
V(Y[t],d=0,D=1)	63379.6	Range	1210	Trim Var.	34701
V(Y[t],d=1,D=1)	8351.92	Range	535	Trim Var.	4531.26
V(Y[t],d=2,D=1)	18992.8	Range	790	Trim Var.	8563.17
V(Y[t],d=3,D=1)	62079.8	Range	1395	Trim Var.	30252.8
V(Y[t],d=0,D=2)	137578	Range	1625	Trim Var.	86056.1
V(Y[t],d=1,D=2)	25212.5	Range	845	Trim Var.	14730.7
V(Y[t],d=2,D=2)	59411.4	Range	1395	Trim Var.	32674.5
V(Y[t],d=3,D=2)	194626	Range	2370	Trim Var.	113836

Figure 1

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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()

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