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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 computationTue, 20 Dec 2016 11:30:33 +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/20/t1482229867g7ujr7qqw0449mi.htm/, Retrieved Sun, 28 Apr 2024 08:55:27 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301583, Retrieved Sun, 28 Apr 2024 08:55:27 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact95

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] [] [2016-12-20 10:30:33] [b2e25925e4919b0d6985405fcb461c0d] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4400
4400
5400
7300
7200
7100
7000
10000
10100
9400
8500
8300
9200
10400
11700
12200
10400
10400
9800
9200

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=301583&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=301583&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301583&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)4914320Range7800Trim Var.2721840
V(Y[t],d=1,D=0)1218190Range4800Trim Var.633603
V(Y[t],d=2,D=0)2107060Range6000Trim Var.1185330
V(Y[t],d=3,D=0)5648820Range10100Trim Var.2684000
V(Y[t],d=0,D=1)5152680Range7100Trim Var.1570670
V(Y[t],d=1,D=1)2520000Range4800Trim Var.788000
V(Y[t],d=2,D=1)2632000Range4900Trim Var.362500
V(Y[t],d=3,D=1)4513000Range4600Trim Var.3640000
V(Y[t],d=0,D=2)NARange-InfTrim Var.NA
V(Y[t],d=1,D=2)NARange-InfTrim Var.NA
V(Y[t],d=2,D=2)NARange-InfTrim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4914320 & Range & 7800 & Trim Var. & 2721840 \tabularnewline
V(Y[t],d=1,D=0) & 1218190 & Range & 4800 & Trim Var. & 633603 \tabularnewline
V(Y[t],d=2,D=0) & 2107060 & Range & 6000 & Trim Var. & 1185330 \tabularnewline
V(Y[t],d=3,D=0) & 5648820 & Range & 10100 & Trim Var. & 2684000 \tabularnewline
V(Y[t],d=0,D=1) & 5152680 & Range & 7100 & Trim Var. & 1570670 \tabularnewline
V(Y[t],d=1,D=1) & 2520000 & Range & 4800 & Trim Var. & 788000 \tabularnewline
V(Y[t],d=2,D=1) & 2632000 & Range & 4900 & Trim Var. & 362500 \tabularnewline
V(Y[t],d=3,D=1) & 4513000 & Range & 4600 & Trim Var. & 3640000 \tabularnewline
V(Y[t],d=0,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=1,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=3,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301583&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4914320[/C][C]Range[/C][C]7800[/C][C]Trim Var.[/C][C]2721840[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1218190[/C][C]Range[/C][C]4800[/C][C]Trim Var.[/C][C]633603[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2107060[/C][C]Range[/C][C]6000[/C][C]Trim Var.[/C][C]1185330[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5648820[/C][C]Range[/C][C]10100[/C][C]Trim Var.[/C][C]2684000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]5152680[/C][C]Range[/C][C]7100[/C][C]Trim Var.[/C][C]1570670[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2520000[/C][C]Range[/C][C]4800[/C][C]Trim Var.[/C][C]788000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2632000[/C][C]Range[/C][C]4900[/C][C]Trim Var.[/C][C]362500[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4513000[/C][C]Range[/C][C]4600[/C][C]Trim Var.[/C][C]3640000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301583&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301583&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)4914320Range7800Trim Var.2721840
V(Y[t],d=1,D=0)1218190Range4800Trim Var.633603
V(Y[t],d=2,D=0)2107060Range6000Trim Var.1185330
V(Y[t],d=3,D=0)5648820Range10100Trim Var.2684000
V(Y[t],d=0,D=1)5152680Range7100Trim Var.1570670
V(Y[t],d=1,D=1)2520000Range4800Trim Var.788000
V(Y[t],d=2,D=1)2632000Range4900Trim Var.362500
V(Y[t],d=3,D=1)4513000Range4600Trim Var.3640000
V(Y[t],d=0,D=2)NARange-InfTrim Var.NA
V(Y[t],d=1,D=2)NARange-InfTrim Var.NA
V(Y[t],d=2,D=2)NARange-InfTrim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 60 ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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()