FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 14:17:55 +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/t1482067086qhxm67lztky5n7l.htm/, Retrieved Wed, 08 May 2024 13:48:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301063, Retrieved Wed, 08 May 2024 13:48:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact74

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] [] [2016-12-18 13:17:55] [94ac3c9a028ddd47e8862e80eac9f626] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
295
520
550
610
775
885
965
475
875
1330
1635
920
1700
1465
1190
1390
1580
1775
1975
2440
2160
2670
3340
3230
2175
2035
3520
3945
2920
2495
2630
3610
5020
5755
7040
5345
4260
4785
3735
2980
2910

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=301063&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=301063&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301063&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)2593780Range6745Trim Var.1480090
V(Y[t],d=1,D=0)486194Range3180Trim Var.306153
V(Y[t],d=2,D=0)853149Range4605Trim Var.464650
V(Y[t],d=3,D=0)2201520Range7120Trim Var.1199780
V(Y[t],d=0,D=1)1073520Range4665Trim Var.597848
V(Y[t],d=1,D=1)954710Range4295Trim Var.438753
V(Y[t],d=2,D=1)1929370Range5335Trim Var.1153290
V(Y[t],d=3,D=1)4896130Range8450Trim Var.2728430
V(Y[t],d=0,D=2)2688700Range5700Trim Var.1791550
V(Y[t],d=1,D=2)3069880Range6665Trim Var.1679500
V(Y[t],d=2,D=2)6384730Range8860Trim Var.4121400
V(Y[t],d=3,D=2)15765900Range12985Trim Var.10704600

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2593780 & Range & 6745 & Trim Var. & 1480090 \tabularnewline
V(Y[t],d=1,D=0) & 486194 & Range & 3180 & Trim Var. & 306153 \tabularnewline
V(Y[t],d=2,D=0) & 853149 & Range & 4605 & Trim Var. & 464650 \tabularnewline
V(Y[t],d=3,D=0) & 2201520 & Range & 7120 & Trim Var. & 1199780 \tabularnewline
V(Y[t],d=0,D=1) & 1073520 & Range & 4665 & Trim Var. & 597848 \tabularnewline
V(Y[t],d=1,D=1) & 954710 & Range & 4295 & Trim Var. & 438753 \tabularnewline
V(Y[t],d=2,D=1) & 1929370 & Range & 5335 & Trim Var. & 1153290 \tabularnewline
V(Y[t],d=3,D=1) & 4896130 & Range & 8450 & Trim Var. & 2728430 \tabularnewline
V(Y[t],d=0,D=2) & 2688700 & Range & 5700 & Trim Var. & 1791550 \tabularnewline
V(Y[t],d=1,D=2) & 3069880 & Range & 6665 & Trim Var. & 1679500 \tabularnewline
V(Y[t],d=2,D=2) & 6384730 & Range & 8860 & Trim Var. & 4121400 \tabularnewline
V(Y[t],d=3,D=2) & 15765900 & Range & 12985 & Trim Var. & 10704600 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301063&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2593780[/C][C]Range[/C][C]6745[/C][C]Trim Var.[/C][C]1480090[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]486194[/C][C]Range[/C][C]3180[/C][C]Trim Var.[/C][C]306153[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]853149[/C][C]Range[/C][C]4605[/C][C]Trim Var.[/C][C]464650[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2201520[/C][C]Range[/C][C]7120[/C][C]Trim Var.[/C][C]1199780[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1073520[/C][C]Range[/C][C]4665[/C][C]Trim Var.[/C][C]597848[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]954710[/C][C]Range[/C][C]4295[/C][C]Trim Var.[/C][C]438753[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1929370[/C][C]Range[/C][C]5335[/C][C]Trim Var.[/C][C]1153290[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4896130[/C][C]Range[/C][C]8450[/C][C]Trim Var.[/C][C]2728430[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2688700[/C][C]Range[/C][C]5700[/C][C]Trim Var.[/C][C]1791550[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]3069880[/C][C]Range[/C][C]6665[/C][C]Trim Var.[/C][C]1679500[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6384730[/C][C]Range[/C][C]8860[/C][C]Trim Var.[/C][C]4121400[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]15765900[/C][C]Range[/C][C]12985[/C][C]Trim Var.[/C][C]10704600[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301063&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301063&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)2593780Range6745Trim Var.1480090
V(Y[t],d=1,D=0)486194Range3180Trim Var.306153
V(Y[t],d=2,D=0)853149Range4605Trim Var.464650
V(Y[t],d=3,D=0)2201520Range7120Trim Var.1199780
V(Y[t],d=0,D=1)1073520Range4665Trim Var.597848
V(Y[t],d=1,D=1)954710Range4295Trim Var.438753
V(Y[t],d=2,D=1)1929370Range5335Trim Var.1153290
V(Y[t],d=3,D=1)4896130Range8450Trim Var.2728430
V(Y[t],d=0,D=2)2688700Range5700Trim Var.1791550
V(Y[t],d=1,D=2)3069880Range6665Trim Var.1679500
V(Y[t],d=2,D=2)6384730Range8860Trim Var.4121400
V(Y[t],d=3,D=2)15765900Range12985Trim Var.10704600


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 1 ; par3 = 0 ; 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()