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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 20:38:20 +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/t1482003512bhn3mmyk54y8l0p.htm/, Retrieved Thu, 02 May 2024 01:52:30 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=300921, Retrieved Thu, 02 May 2024 01:52:30 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact64

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] [] [2016-12-17 19:38:20] [94ac3c9a028ddd47e8862e80eac9f626] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3415
3500
3670
3275
3085
3450
3330
3085
3330
3450
3680
3675
3905
4280
4020
4175
4685
4470
4325
3775
2965
2815
2595
2915
3135
3470
3675
3905
4025
4000
4145
3780
3165
3220
2530
2385
2310
2825
3715
4205
4925
5900
5645
5330
5150
4625
4085
4195
4345
4680
5255
5215
5270
4770
4020
3660
2605
1880
1360
1000
1550
1690
1780
1430
1480
930
530
550
575
745
905
1080
1090
1330
1290
1335
1205
750
735
300
230
530
595
770
1300
1650
1955
1875
1485
1450
1570
1395
1375
940
730
780
735
915
825
1055
965
980
1040
995
1030
1185
1140
1275
1210
1215
1350
1065
875
810
770
455
330
205
225
455
490
790
1080
1260
1445
1325

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=300921&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=300921&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300921&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)2408860Range5695Trim Var.1852760
V(Y[t],d=1,D=0)111782Range2030Trim Var.56220.2
V(Y[t],d=2,D=0)120049Range2140Trim Var.68423.6
V(Y[t],d=3,D=0)321842Range2775Trim Var.197223
V(Y[t],d=0,D=1)1676570Range5875Trim Var.940632
V(Y[t],d=1,D=1)170859Range2555Trim Var.91198.2
V(Y[t],d=2,D=1)232141Range2380Trim Var.142959
V(Y[t],d=3,D=1)654832Range3650Trim Var.416319
V(Y[t],d=0,D=2)4354610Range8710Trim Var.2554220
V(Y[t],d=1,D=2)484411Range4430Trim Var.269532
V(Y[t],d=2,D=2)650926Range4325Trim Var.405472
V(Y[t],d=3,D=2)1810150Range6235Trim Var.1174020

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2408860 & Range & 5695 & Trim Var. & 1852760 \tabularnewline
V(Y[t],d=1,D=0) & 111782 & Range & 2030 & Trim Var. & 56220.2 \tabularnewline
V(Y[t],d=2,D=0) & 120049 & Range & 2140 & Trim Var. & 68423.6 \tabularnewline
V(Y[t],d=3,D=0) & 321842 & Range & 2775 & Trim Var. & 197223 \tabularnewline
V(Y[t],d=0,D=1) & 1676570 & Range & 5875 & Trim Var. & 940632 \tabularnewline
V(Y[t],d=1,D=1) & 170859 & Range & 2555 & Trim Var. & 91198.2 \tabularnewline
V(Y[t],d=2,D=1) & 232141 & Range & 2380 & Trim Var. & 142959 \tabularnewline
V(Y[t],d=3,D=1) & 654832 & Range & 3650 & Trim Var. & 416319 \tabularnewline
V(Y[t],d=0,D=2) & 4354610 & Range & 8710 & Trim Var. & 2554220 \tabularnewline
V(Y[t],d=1,D=2) & 484411 & Range & 4430 & Trim Var. & 269532 \tabularnewline
V(Y[t],d=2,D=2) & 650926 & Range & 4325 & Trim Var. & 405472 \tabularnewline
V(Y[t],d=3,D=2) & 1810150 & Range & 6235 & Trim Var. & 1174020 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=300921&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2408860[/C][C]Range[/C][C]5695[/C][C]Trim Var.[/C][C]1852760[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]111782[/C][C]Range[/C][C]2030[/C][C]Trim Var.[/C][C]56220.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]120049[/C][C]Range[/C][C]2140[/C][C]Trim Var.[/C][C]68423.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]321842[/C][C]Range[/C][C]2775[/C][C]Trim Var.[/C][C]197223[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1676570[/C][C]Range[/C][C]5875[/C][C]Trim Var.[/C][C]940632[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]170859[/C][C]Range[/C][C]2555[/C][C]Trim Var.[/C][C]91198.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]232141[/C][C]Range[/C][C]2380[/C][C]Trim Var.[/C][C]142959[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]654832[/C][C]Range[/C][C]3650[/C][C]Trim Var.[/C][C]416319[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]4354610[/C][C]Range[/C][C]8710[/C][C]Trim Var.[/C][C]2554220[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]484411[/C][C]Range[/C][C]4430[/C][C]Trim Var.[/C][C]269532[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]650926[/C][C]Range[/C][C]4325[/C][C]Trim Var.[/C][C]405472[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1810150[/C][C]Range[/C][C]6235[/C][C]Trim Var.[/C][C]1174020[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=300921&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=300921&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)2408860Range5695Trim Var.1852760
V(Y[t],d=1,D=0)111782Range2030Trim Var.56220.2
V(Y[t],d=2,D=0)120049Range2140Trim Var.68423.6
V(Y[t],d=3,D=0)321842Range2775Trim Var.197223
V(Y[t],d=0,D=1)1676570Range5875Trim Var.940632
V(Y[t],d=1,D=1)170859Range2555Trim Var.91198.2
V(Y[t],d=2,D=1)232141Range2380Trim Var.142959
V(Y[t],d=3,D=1)654832Range3650Trim Var.416319
V(Y[t],d=0,D=2)4354610Range8710Trim Var.2554220
V(Y[t],d=1,D=2)484411Range4430Trim Var.269532
V(Y[t],d=2,D=2)650926Range4325Trim Var.405472
V(Y[t],d=3,D=2)1810150Range6235Trim Var.1174020


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
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()