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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Fri, 16 Dec 2016 21:15:16 +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/t1481919343ovnakfm307knwlj.htm/, Retrieved Thu, 02 May 2024 14:00:37 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300536, Retrieved Thu, 02 May 2024 14:00:37 +0000

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Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [] [2016-12-16 20:15:16] [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	0 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 time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300536&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=300536&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300536&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	0 seconds
R Server	Big Analytics Cloud Computing Center

Variance Reduction Matrix
V(Y[t],d=0,D=0)	179765	Range	1207	Trim Var.	156294
V(Y[t],d=1,D=0)	1471.24	Range	194	Trim Var.	680.318
V(Y[t],d=2,D=0)	2456.68	Range	306	Trim Var.	1061.37
V(Y[t],d=3,D=0)	7102.26	Range	471	Trim Var.	3754.17
V(Y[t],d=0,D=1)	30688.4	Range	713	Trim Var.	19191.2
V(Y[t],d=1,D=1)	2513.16	Range	208	Trim Var.	1585.65
V(Y[t],d=2,D=1)	3922.12	Range	267	Trim Var.	2679.38
V(Y[t],d=3,D=1)	11300.5	Range	410	Trim Var.	7818.16
V(Y[t],d=0,D=2)	80121.9	Range	974	Trim Var.	62714.3
V(Y[t],d=1,D=2)	6906.39	Range	341	Trim Var.	4529.21
V(Y[t],d=2,D=2)	8749.93	Range	397	Trim Var.	5652.36
V(Y[t],d=3,D=2)	23018	Range	667	Trim Var.	13147.4

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 179765 & Range & 1207 & Trim Var. & 156294 \tabularnewline
V(Y[t],d=1,D=0) & 1471.24 & Range & 194 & Trim Var. & 680.318 \tabularnewline
V(Y[t],d=2,D=0) & 2456.68 & Range & 306 & Trim Var. & 1061.37 \tabularnewline
V(Y[t],d=3,D=0) & 7102.26 & Range & 471 & Trim Var. & 3754.17 \tabularnewline
V(Y[t],d=0,D=1) & 30688.4 & Range & 713 & Trim Var. & 19191.2 \tabularnewline
V(Y[t],d=1,D=1) & 2513.16 & Range & 208 & Trim Var. & 1585.65 \tabularnewline
V(Y[t],d=2,D=1) & 3922.12 & Range & 267 & Trim Var. & 2679.38 \tabularnewline
V(Y[t],d=3,D=1) & 11300.5 & Range & 410 & Trim Var. & 7818.16 \tabularnewline
V(Y[t],d=0,D=2) & 80121.9 & Range & 974 & Trim Var. & 62714.3 \tabularnewline
V(Y[t],d=1,D=2) & 6906.39 & Range & 341 & Trim Var. & 4529.21 \tabularnewline
V(Y[t],d=2,D=2) & 8749.93 & Range & 397 & Trim Var. & 5652.36 \tabularnewline
V(Y[t],d=3,D=2) & 23018 & Range & 667 & Trim Var. & 13147.4 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300536&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]179765[/C][C]Range[/C][C]1207[/C][C]Trim Var.[/C][C]156294[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1471.24[/C][C]Range[/C][C]194[/C][C]Trim Var.[/C][C]680.318[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2456.68[/C][C]Range[/C][C]306[/C][C]Trim Var.[/C][C]1061.37[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7102.26[/C][C]Range[/C][C]471[/C][C]Trim Var.[/C][C]3754.17[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]30688.4[/C][C]Range[/C][C]713[/C][C]Trim Var.[/C][C]19191.2[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2513.16[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1585.65[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3922.12[/C][C]Range[/C][C]267[/C][C]Trim Var.[/C][C]2679.38[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]11300.5[/C][C]Range[/C][C]410[/C][C]Trim Var.[/C][C]7818.16[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]80121.9[/C][C]Range[/C][C]974[/C][C]Trim Var.[/C][C]62714.3[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]6906.39[/C][C]Range[/C][C]341[/C][C]Trim Var.[/C][C]4529.21[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]8749.93[/C][C]Range[/C][C]397[/C][C]Trim Var.[/C][C]5652.36[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]23018[/C][C]Range[/C][C]667[/C][C]Trim Var.[/C][C]13147.4[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300536&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300536&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)	179765	Range	1207	Trim Var.	156294
V(Y[t],d=1,D=0)	1471.24	Range	194	Trim Var.	680.318
V(Y[t],d=2,D=0)	2456.68	Range	306	Trim Var.	1061.37
V(Y[t],d=3,D=0)	7102.26	Range	471	Trim Var.	3754.17
V(Y[t],d=0,D=1)	30688.4	Range	713	Trim Var.	19191.2
V(Y[t],d=1,D=1)	2513.16	Range	208	Trim Var.	1585.65
V(Y[t],d=2,D=1)	3922.12	Range	267	Trim Var.	2679.38
V(Y[t],d=3,D=1)	11300.5	Range	410	Trim Var.	7818.16
V(Y[t],d=0,D=2)	80121.9	Range	974	Trim Var.	62714.3
V(Y[t],d=1,D=2)	6906.39	Range	341	Trim Var.	4529.21
V(Y[t],d=2,D=2)	8749.93	Range	397	Trim Var.	5652.36
V(Y[t],d=3,D=2)	23018	Range	667	Trim Var.	13147.4

Figure 1

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Postscript link

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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()

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