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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 computationSat, 17 Dec 2016 16:25:31 +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/17/t148198884066t9q5dy32fhxjp.htm/, Retrieved Thu, 02 May 2024 02:24:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300856, Retrieved Thu, 02 May 2024 02:24:20 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact65

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...] [2016-12-17 15:25:31] [153c3207812fd13fe5ceee3276565119] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
200
2100
1250
2250
5850
4900
4700
3650
4950
10250
3850
3050
9150
8650
7350
7050
8150
9200
7050
11800
10950
13200
5250
14500
8000
8350
8750
7750
7300
9750
7100
9500
7050
7300
5900
8350
8050
4200
7300
6900
5300
9600
7900
4150
4900
8100
7200
6700
7350
4650
7100

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=300856&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=300856&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300856&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)8015080Range14300Trim Var.4079800
V(Y[t],d=1,D=0)9772710Range17200Trim Var.4218470
V(Y[t],d=2,D=0)30582500Range32950Trim Var.13161200
V(Y[t],d=3,D=0)103421000Range60350Trim Var.43576400
V(Y[t],d=0,D=1)15559500Range17600Trim Var.9351320
V(Y[t],d=1,D=1)15592300Range22650Trim Var.6940200
V(Y[t],d=2,D=1)49663200Range36100Trim Var.23216900
V(Y[t],d=3,D=1)172711000Range70350Trim Var.74995100
V(Y[t],d=0,D=2)28269500Range24300Trim Var.14127400
V(Y[t],d=1,D=2)39849100Range35650Trim Var.10844200
V(Y[t],d=2,D=2)138274000Range60600Trim Var.37246100
V(Y[t],d=3,D=2)510898000Range120100Trim Var.137909000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 8015080 & Range & 14300 & Trim Var. & 4079800 \tabularnewline
V(Y[t],d=1,D=0) & 9772710 & Range & 17200 & Trim Var. & 4218470 \tabularnewline
V(Y[t],d=2,D=0) & 30582500 & Range & 32950 & Trim Var. & 13161200 \tabularnewline
V(Y[t],d=3,D=0) & 103421000 & Range & 60350 & Trim Var. & 43576400 \tabularnewline
V(Y[t],d=0,D=1) & 15559500 & Range & 17600 & Trim Var. & 9351320 \tabularnewline
V(Y[t],d=1,D=1) & 15592300 & Range & 22650 & Trim Var. & 6940200 \tabularnewline
V(Y[t],d=2,D=1) & 49663200 & Range & 36100 & Trim Var. & 23216900 \tabularnewline
V(Y[t],d=3,D=1) & 172711000 & Range & 70350 & Trim Var. & 74995100 \tabularnewline
V(Y[t],d=0,D=2) & 28269500 & Range & 24300 & Trim Var. & 14127400 \tabularnewline
V(Y[t],d=1,D=2) & 39849100 & Range & 35650 & Trim Var. & 10844200 \tabularnewline
V(Y[t],d=2,D=2) & 138274000 & Range & 60600 & Trim Var. & 37246100 \tabularnewline
V(Y[t],d=3,D=2) & 510898000 & Range & 120100 & Trim Var. & 137909000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300856&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]8015080[/C][C]Range[/C][C]14300[/C][C]Trim Var.[/C][C]4079800[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]9772710[/C][C]Range[/C][C]17200[/C][C]Trim Var.[/C][C]4218470[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]30582500[/C][C]Range[/C][C]32950[/C][C]Trim Var.[/C][C]13161200[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]103421000[/C][C]Range[/C][C]60350[/C][C]Trim Var.[/C][C]43576400[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]15559500[/C][C]Range[/C][C]17600[/C][C]Trim Var.[/C][C]9351320[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]15592300[/C][C]Range[/C][C]22650[/C][C]Trim Var.[/C][C]6940200[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]49663200[/C][C]Range[/C][C]36100[/C][C]Trim Var.[/C][C]23216900[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]172711000[/C][C]Range[/C][C]70350[/C][C]Trim Var.[/C][C]74995100[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]28269500[/C][C]Range[/C][C]24300[/C][C]Trim Var.[/C][C]14127400[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]39849100[/C][C]Range[/C][C]35650[/C][C]Trim Var.[/C][C]10844200[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]138274000[/C][C]Range[/C][C]60600[/C][C]Trim Var.[/C][C]37246100[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]510898000[/C][C]Range[/C][C]120100[/C][C]Trim Var.[/C][C]137909000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300856&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300856&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)8015080Range14300Trim Var.4079800
V(Y[t],d=1,D=0)9772710Range17200Trim Var.4218470
V(Y[t],d=2,D=0)30582500Range32950Trim Var.13161200
V(Y[t],d=3,D=0)103421000Range60350Trim Var.43576400
V(Y[t],d=0,D=1)15559500Range17600Trim Var.9351320
V(Y[t],d=1,D=1)15592300Range22650Trim Var.6940200
V(Y[t],d=2,D=1)49663200Range36100Trim Var.23216900
V(Y[t],d=3,D=1)172711000Range70350Trim Var.74995100
V(Y[t],d=0,D=2)28269500Range24300Trim Var.14127400
V(Y[t],d=1,D=2)39849100Range35650Trim Var.10844200
V(Y[t],d=2,D=2)138274000Range60600Trim Var.37246100
V(Y[t],d=3,D=2)510898000Range120100Trim Var.137909000


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()