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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 computationSun, 18 Dec 2016 13:12:32 +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/18/t1482063325kt22guwc0tzumfp.htm/, Retrieved Wed, 08 May 2024 23:51:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301027, Retrieved Wed, 08 May 2024 23:51:34 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact103

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Chi-Squared Test, McNemar Test, and Fisher Exact Test] [] [2015-11-15 16:35:00] [32b17a345b130fdf5cc88718ed94a974]
- RMPD    [Variance Reduction Matrix] [Variance Reductio...] [2016-12-18 12:12:32] [2ea868439aa9f960cb5a0f1a9b97f873] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7085
7390
6920
6955
6965
6990
7080
7030
7090
7035
6960
7035
6845
6970
6885
6935
6480
6340
6200
5990
5920
5750
5675
5890
5655
5515
5585
5630
5720
5650
5645
5735
5680
5620
5525
5500
5545
5430
5290
5235
5085
4885
5120
5030
4860
4915
5030
5115
4880
4780
4765
4815
4980
5050
5280
5040
4980
5025
5175
5205
5155
4995
5035
5005
4975
4940
5015
4920
4950
4930
4905
5015
5010
5045
5000
5060
4950
4995
4975
4930
5000
4955
4900
4910
4940
4945
4975
4900
4950
4865
4870
4785
4715
4630
4515
4510
4485
4470
4385
4310
4370
4425
4460
4430
4360
4320
4370
4370
4305
4255
4310
4375
4365
4400
4385
4305

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=301027&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=301027&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301027&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)682868Range3135Trim Var.507594
V(Y[t],d=1,D=0)13047.8Range775Trim Var.5578.21
V(Y[t],d=2,D=0)28763.9Range1280Trim Var.9759.86
V(Y[t],d=3,D=0)81723.1Range2040Trim Var.30669.7
V(Y[t],d=0,D=1)152020Range1730Trim Var.87631.5
V(Y[t],d=1,D=1)22813.2Range1010Trim Var.11195.6
V(Y[t],d=2,D=1)41824.1Range1045Trim Var.20806.5
V(Y[t],d=3,D=1)118825Range1805Trim Var.59397
V(Y[t],d=0,D=2)305109Range2655Trim Var.189079
V(Y[t],d=1,D=2)66485.5Range1795Trim Var.31323.2
V(Y[t],d=2,D=2)115515Range1940Trim Var.62419.3
V(Y[t],d=3,D=2)342431Range3265Trim Var.205958

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 682868 & Range & 3135 & Trim Var. & 507594 \tabularnewline
V(Y[t],d=1,D=0) & 13047.8 & Range & 775 & Trim Var. & 5578.21 \tabularnewline
V(Y[t],d=2,D=0) & 28763.9 & Range & 1280 & Trim Var. & 9759.86 \tabularnewline
V(Y[t],d=3,D=0) & 81723.1 & Range & 2040 & Trim Var. & 30669.7 \tabularnewline
V(Y[t],d=0,D=1) & 152020 & Range & 1730 & Trim Var. & 87631.5 \tabularnewline
V(Y[t],d=1,D=1) & 22813.2 & Range & 1010 & Trim Var. & 11195.6 \tabularnewline
V(Y[t],d=2,D=1) & 41824.1 & Range & 1045 & Trim Var. & 20806.5 \tabularnewline
V(Y[t],d=3,D=1) & 118825 & Range & 1805 & Trim Var. & 59397 \tabularnewline
V(Y[t],d=0,D=2) & 305109 & Range & 2655 & Trim Var. & 189079 \tabularnewline
V(Y[t],d=1,D=2) & 66485.5 & Range & 1795 & Trim Var. & 31323.2 \tabularnewline
V(Y[t],d=2,D=2) & 115515 & Range & 1940 & Trim Var. & 62419.3 \tabularnewline
V(Y[t],d=3,D=2) & 342431 & Range & 3265 & Trim Var. & 205958 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301027&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]682868[/C][C]Range[/C][C]3135[/C][C]Trim Var.[/C][C]507594[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13047.8[/C][C]Range[/C][C]775[/C][C]Trim Var.[/C][C]5578.21[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]28763.9[/C][C]Range[/C][C]1280[/C][C]Trim Var.[/C][C]9759.86[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]81723.1[/C][C]Range[/C][C]2040[/C][C]Trim Var.[/C][C]30669.7[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]152020[/C][C]Range[/C][C]1730[/C][C]Trim Var.[/C][C]87631.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]22813.2[/C][C]Range[/C][C]1010[/C][C]Trim Var.[/C][C]11195.6[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]41824.1[/C][C]Range[/C][C]1045[/C][C]Trim Var.[/C][C]20806.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]118825[/C][C]Range[/C][C]1805[/C][C]Trim Var.[/C][C]59397[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]305109[/C][C]Range[/C][C]2655[/C][C]Trim Var.[/C][C]189079[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]66485.5[/C][C]Range[/C][C]1795[/C][C]Trim Var.[/C][C]31323.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]115515[/C][C]Range[/C][C]1940[/C][C]Trim Var.[/C][C]62419.3[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]342431[/C][C]Range[/C][C]3265[/C][C]Trim Var.[/C][C]205958[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301027&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301027&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)682868Range3135Trim Var.507594
V(Y[t],d=1,D=0)13047.8Range775Trim Var.5578.21
V(Y[t],d=2,D=0)28763.9Range1280Trim Var.9759.86
V(Y[t],d=3,D=0)81723.1Range2040Trim Var.30669.7
V(Y[t],d=0,D=1)152020Range1730Trim Var.87631.5
V(Y[t],d=1,D=1)22813.2Range1010Trim Var.11195.6
V(Y[t],d=2,D=1)41824.1Range1045Trim Var.20806.5
V(Y[t],d=3,D=1)118825Range1805Trim Var.59397
V(Y[t],d=0,D=2)305109Range2655Trim Var.189079
V(Y[t],d=1,D=2)66485.5Range1795Trim Var.31323.2
V(Y[t],d=2,D=2)115515Range1940Trim Var.62419.3
V(Y[t],d=3,D=2)342431Range3265Trim Var.205958


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()