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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 13:28:30 +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/t14822370360i5zpstrs7n3uhf.htm/, Retrieved Sat, 27 Apr 2024 15:31:20 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301633, Retrieved Sat, 27 Apr 2024 15:31:20 +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] [] [2016-12-20 12:28:30] [672675941468e072e71d9fb024f2b817] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4880
5170
4430
4430
3940
4160
4530
5580
7200
6550
5870
5570
5180
4630
4330
4180
4030
4630
4550
5270
6990
6510
5550
5040
5350
4540
3950
3930
3710
3840
4050
4940
5830
5250
5400
4870
4320
4240
4320
4200
3630
3740
3960
5110
4230
4790
5210
4660
4800
3610
4170
3500
3490
4390
4230
3730
4140
4660
5160
3890
4400
3610
3410
3640
3520
3680
4120
4420
4320
5360
4800
4070
4000
3840
3580
3400
3340
3790
4080
3710
4080
4330
3850
3700
3620
3710
3290
3470
3230
3840
3910
4190
4140
4490
3990
3690
3940
3680
3460
3240
3280
3410
3560
3550
3870
4450
4260
4050

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=301633&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=301633&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301633&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)638720Range3970Trim Var.333140
V(Y[t],d=1,D=0)287342Range2990Trim Var.154244
V(Y[t],d=2,D=0)584543Range4050Trim Var.299563
V(Y[t],d=3,D=0)1738060Range6750Trim Var.842768
V(Y[t],d=0,D=1)188979Range2300Trim Var.92586.4
V(Y[t],d=1,D=1)310317Range3060Trim Var.173266
V(Y[t],d=2,D=1)879188Range4970Trim Var.497755
V(Y[t],d=3,D=1)2819250Range9210Trim Var.1629360
V(Y[t],d=0,D=2)525621Range3800Trim Var.289841
V(Y[t],d=1,D=2)948649Range4970Trim Var.563642
V(Y[t],d=2,D=2)2827300Range9220Trim Var.1598770
V(Y[t],d=3,D=2)9327820Range15820Trim Var.5578380

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 638720 & Range & 3970 & Trim Var. & 333140 \tabularnewline
V(Y[t],d=1,D=0) & 287342 & Range & 2990 & Trim Var. & 154244 \tabularnewline
V(Y[t],d=2,D=0) & 584543 & Range & 4050 & Trim Var. & 299563 \tabularnewline
V(Y[t],d=3,D=0) & 1738060 & Range & 6750 & Trim Var. & 842768 \tabularnewline
V(Y[t],d=0,D=1) & 188979 & Range & 2300 & Trim Var. & 92586.4 \tabularnewline
V(Y[t],d=1,D=1) & 310317 & Range & 3060 & Trim Var. & 173266 \tabularnewline
V(Y[t],d=2,D=1) & 879188 & Range & 4970 & Trim Var. & 497755 \tabularnewline
V(Y[t],d=3,D=1) & 2819250 & Range & 9210 & Trim Var. & 1629360 \tabularnewline
V(Y[t],d=0,D=2) & 525621 & Range & 3800 & Trim Var. & 289841 \tabularnewline
V(Y[t],d=1,D=2) & 948649 & Range & 4970 & Trim Var. & 563642 \tabularnewline
V(Y[t],d=2,D=2) & 2827300 & Range & 9220 & Trim Var. & 1598770 \tabularnewline
V(Y[t],d=3,D=2) & 9327820 & Range & 15820 & Trim Var. & 5578380 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301633&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]638720[/C][C]Range[/C][C]3970[/C][C]Trim Var.[/C][C]333140[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]287342[/C][C]Range[/C][C]2990[/C][C]Trim Var.[/C][C]154244[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]584543[/C][C]Range[/C][C]4050[/C][C]Trim Var.[/C][C]299563[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1738060[/C][C]Range[/C][C]6750[/C][C]Trim Var.[/C][C]842768[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]188979[/C][C]Range[/C][C]2300[/C][C]Trim Var.[/C][C]92586.4[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]310317[/C][C]Range[/C][C]3060[/C][C]Trim Var.[/C][C]173266[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]879188[/C][C]Range[/C][C]4970[/C][C]Trim Var.[/C][C]497755[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2819250[/C][C]Range[/C][C]9210[/C][C]Trim Var.[/C][C]1629360[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]525621[/C][C]Range[/C][C]3800[/C][C]Trim Var.[/C][C]289841[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]948649[/C][C]Range[/C][C]4970[/C][C]Trim Var.[/C][C]563642[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2827300[/C][C]Range[/C][C]9220[/C][C]Trim Var.[/C][C]1598770[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]9327820[/C][C]Range[/C][C]15820[/C][C]Trim Var.[/C][C]5578380[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301633&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301633&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)638720Range3970Trim Var.333140
V(Y[t],d=1,D=0)287342Range2990Trim Var.154244
V(Y[t],d=2,D=0)584543Range4050Trim Var.299563
V(Y[t],d=3,D=0)1738060Range6750Trim Var.842768
V(Y[t],d=0,D=1)188979Range2300Trim Var.92586.4
V(Y[t],d=1,D=1)310317Range3060Trim Var.173266
V(Y[t],d=2,D=1)879188Range4970Trim Var.497755
V(Y[t],d=3,D=1)2819250Range9210Trim Var.1629360
V(Y[t],d=0,D=2)525621Range3800Trim Var.289841
V(Y[t],d=1,D=2)948649Range4970Trim Var.563642
V(Y[t],d=2,D=2)2827300Range9220Trim Var.1598770
V(Y[t],d=3,D=2)9327820Range15820Trim Var.5578380


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()