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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 21:03:12 +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/t14819186575wouzd007i35e4g.htm/, Retrieved Thu, 02 May 2024 23:20:29 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300524, Retrieved Thu, 02 May 2024 23:20:29 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact54

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...] [2016-12-16 20:03:12] [8dbd6448339a84ba150e9d534057ba9c] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4400
4300
4610
4100
4000
4130
4320
4560
4430
4580
4370
4480
4520
4320
4960
4450
4680
4570
4520
5450
5110
4820
4640
4510
4450
4650
4720
4380
4870
4350
4160
4770
4400
4700
4520
4290
4520
4500
4690
4380
4620
4230
4310
4900
4740
5080
5090
4500
4670
4710
4310
4390
4530
4490
4720
5150
5220
5490
5260
5050
4890
4960
5120
5060
5430
5360
5090
5390
5330
5560
5370
5040
4760
4630
4790
4550
5180
5020
5040
5590
5330
5550
5630
5540
4880
4550
4530
4580
5090
4720
4900
5840
5250
5530
5370
4730
5030
4980
5080
4750
4890
4640
4800
5600
5040
5720
5650
4900
5240
5120
4950
5320
5590
4850
5180
5700
5370
5820
5940
5270
5350
5320
5300
5440
5390
5400

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=300524&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=300524&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300524&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)195324Range1940Trim Var.139038
V(Y[t],d=1,D=0)116589Range1690Trim Var.66669
V(Y[t],d=2,D=0)317958Range2770Trim Var.199424
V(Y[t],d=3,D=0)1025670Range4890Trim Var.624267
V(Y[t],d=0,D=1)107200Range1710Trim Var.58311
V(Y[t],d=1,D=1)84916.6Range1550Trim Var.47366.2
V(Y[t],d=2,D=1)205074Range2480Trim Var.124249
V(Y[t],d=3,D=1)605628Range4010Trim Var.374898
V(Y[t],d=0,D=2)291750Range2760Trim Var.143350
V(Y[t],d=1,D=2)228051Range2350Trim Var.120719
V(Y[t],d=2,D=2)526042Range3810Trim Var.323505
V(Y[t],d=3,D=2)1499540Range5530Trim Var.991406

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 195324 & Range & 1940 & Trim Var. & 139038 \tabularnewline
V(Y[t],d=1,D=0) & 116589 & Range & 1690 & Trim Var. & 66669 \tabularnewline
V(Y[t],d=2,D=0) & 317958 & Range & 2770 & Trim Var. & 199424 \tabularnewline
V(Y[t],d=3,D=0) & 1025670 & Range & 4890 & Trim Var. & 624267 \tabularnewline
V(Y[t],d=0,D=1) & 107200 & Range & 1710 & Trim Var. & 58311 \tabularnewline
V(Y[t],d=1,D=1) & 84916.6 & Range & 1550 & Trim Var. & 47366.2 \tabularnewline
V(Y[t],d=2,D=1) & 205074 & Range & 2480 & Trim Var. & 124249 \tabularnewline
V(Y[t],d=3,D=1) & 605628 & Range & 4010 & Trim Var. & 374898 \tabularnewline
V(Y[t],d=0,D=2) & 291750 & Range & 2760 & Trim Var. & 143350 \tabularnewline
V(Y[t],d=1,D=2) & 228051 & Range & 2350 & Trim Var. & 120719 \tabularnewline
V(Y[t],d=2,D=2) & 526042 & Range & 3810 & Trim Var. & 323505 \tabularnewline
V(Y[t],d=3,D=2) & 1499540 & Range & 5530 & Trim Var. & 991406 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300524&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]195324[/C][C]Range[/C][C]1940[/C][C]Trim Var.[/C][C]139038[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]116589[/C][C]Range[/C][C]1690[/C][C]Trim Var.[/C][C]66669[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]317958[/C][C]Range[/C][C]2770[/C][C]Trim Var.[/C][C]199424[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1025670[/C][C]Range[/C][C]4890[/C][C]Trim Var.[/C][C]624267[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]107200[/C][C]Range[/C][C]1710[/C][C]Trim Var.[/C][C]58311[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]84916.6[/C][C]Range[/C][C]1550[/C][C]Trim Var.[/C][C]47366.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]205074[/C][C]Range[/C][C]2480[/C][C]Trim Var.[/C][C]124249[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]605628[/C][C]Range[/C][C]4010[/C][C]Trim Var.[/C][C]374898[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]291750[/C][C]Range[/C][C]2760[/C][C]Trim Var.[/C][C]143350[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]228051[/C][C]Range[/C][C]2350[/C][C]Trim Var.[/C][C]120719[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]526042[/C][C]Range[/C][C]3810[/C][C]Trim Var.[/C][C]323505[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1499540[/C][C]Range[/C][C]5530[/C][C]Trim Var.[/C][C]991406[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300524&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300524&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)195324Range1940Trim Var.139038
V(Y[t],d=1,D=0)116589Range1690Trim Var.66669
V(Y[t],d=2,D=0)317958Range2770Trim Var.199424
V(Y[t],d=3,D=0)1025670Range4890Trim Var.624267
V(Y[t],d=0,D=1)107200Range1710Trim Var.58311
V(Y[t],d=1,D=1)84916.6Range1550Trim Var.47366.2
V(Y[t],d=2,D=1)205074Range2480Trim Var.124249
V(Y[t],d=3,D=1)605628Range4010Trim Var.374898
V(Y[t],d=0,D=2)291750Range2760Trim Var.143350
V(Y[t],d=1,D=2)228051Range2350Trim Var.120719
V(Y[t],d=2,D=2)526042Range3810Trim Var.323505
V(Y[t],d=3,D=2)1499540Range5530Trim Var.991406


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()