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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 20:57:12 +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/t1481918270i9z5erb30ppk3yh.htm/, Retrieved Thu, 02 May 2024 15:17:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300517, Retrieved Thu, 02 May 2024 15:17:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact66

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] [] [2016-12-16 19:57:12] [404ac5ee4f7301873f6a96ef36861981] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4210
4220
3850
4000
4060
3940
4210
3910
3960
4030
3870
3730
3880
3900
3780
3900
3870
3980
4200
4340
4280
4330
4410
4260
4120
4330
4540
4520
4070
4290
4380
4520
4450
4180
4080
3820
3700
3820
3670
3610
3700

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=300517&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=300517&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300517&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)66841Range930Trim Var.42427.1
V(Y[t],d=1,D=0)29728.1Range720Trim Var.19183.2
V(Y[t],d=2,D=0)68448.3Range1240Trim Var.40345.7
V(Y[t],d=3,D=0)201052Range2060Trim Var.115944
V(Y[t],d=0,D=1)183203Range1670Trim Var.107026
V(Y[t],d=1,D=1)52709Range960Trim Var.27373.9
V(Y[t],d=2,D=1)101358Range1130Trim Var.68026.5
V(Y[t],d=3,D=1)259982Range1850Trim Var.169797
V(Y[t],d=0,D=2)618460Range2460Trim Var.487181
V(Y[t],d=1,D=2)144105Range1650Trim Var.54084.1
V(Y[t],d=2,D=2)203260Range1450Trim Var.148208
V(Y[t],d=3,D=2)366767Range2200Trim Var.213242

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 66841 & Range & 930 & Trim Var. & 42427.1 \tabularnewline
V(Y[t],d=1,D=0) & 29728.1 & Range & 720 & Trim Var. & 19183.2 \tabularnewline
V(Y[t],d=2,D=0) & 68448.3 & Range & 1240 & Trim Var. & 40345.7 \tabularnewline
V(Y[t],d=3,D=0) & 201052 & Range & 2060 & Trim Var. & 115944 \tabularnewline
V(Y[t],d=0,D=1) & 183203 & Range & 1670 & Trim Var. & 107026 \tabularnewline
V(Y[t],d=1,D=1) & 52709 & Range & 960 & Trim Var. & 27373.9 \tabularnewline
V(Y[t],d=2,D=1) & 101358 & Range & 1130 & Trim Var. & 68026.5 \tabularnewline
V(Y[t],d=3,D=1) & 259982 & Range & 1850 & Trim Var. & 169797 \tabularnewline
V(Y[t],d=0,D=2) & 618460 & Range & 2460 & Trim Var. & 487181 \tabularnewline
V(Y[t],d=1,D=2) & 144105 & Range & 1650 & Trim Var. & 54084.1 \tabularnewline
V(Y[t],d=2,D=2) & 203260 & Range & 1450 & Trim Var. & 148208 \tabularnewline
V(Y[t],d=3,D=2) & 366767 & Range & 2200 & Trim Var. & 213242 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300517&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]66841[/C][C]Range[/C][C]930[/C][C]Trim Var.[/C][C]42427.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]29728.1[/C][C]Range[/C][C]720[/C][C]Trim Var.[/C][C]19183.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]68448.3[/C][C]Range[/C][C]1240[/C][C]Trim Var.[/C][C]40345.7[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]201052[/C][C]Range[/C][C]2060[/C][C]Trim Var.[/C][C]115944[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]183203[/C][C]Range[/C][C]1670[/C][C]Trim Var.[/C][C]107026[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]52709[/C][C]Range[/C][C]960[/C][C]Trim Var.[/C][C]27373.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]101358[/C][C]Range[/C][C]1130[/C][C]Trim Var.[/C][C]68026.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]259982[/C][C]Range[/C][C]1850[/C][C]Trim Var.[/C][C]169797[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]618460[/C][C]Range[/C][C]2460[/C][C]Trim Var.[/C][C]487181[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]144105[/C][C]Range[/C][C]1650[/C][C]Trim Var.[/C][C]54084.1[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]203260[/C][C]Range[/C][C]1450[/C][C]Trim Var.[/C][C]148208[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]366767[/C][C]Range[/C][C]2200[/C][C]Trim Var.[/C][C]213242[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300517&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300517&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)66841Range930Trim Var.42427.1
V(Y[t],d=1,D=0)29728.1Range720Trim Var.19183.2
V(Y[t],d=2,D=0)68448.3Range1240Trim Var.40345.7
V(Y[t],d=3,D=0)201052Range2060Trim Var.115944
V(Y[t],d=0,D=1)183203Range1670Trim Var.107026
V(Y[t],d=1,D=1)52709Range960Trim Var.27373.9
V(Y[t],d=2,D=1)101358Range1130Trim Var.68026.5
V(Y[t],d=3,D=1)259982Range1850Trim Var.169797
V(Y[t],d=0,D=2)618460Range2460Trim Var.487181
V(Y[t],d=1,D=2)144105Range1650Trim Var.54084.1
V(Y[t],d=2,D=2)203260Range1450Trim Var.148208
V(Y[t],d=3,D=2)366767Range2200Trim Var.213242


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ; par2 = Double ; par3 = additive ; par4 = 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()