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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 14:58:25 +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/t1482242394sbj7eyi8e2kojxi.htm/, Retrieved Sun, 28 Apr 2024 17:32:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301678, Retrieved Sun, 28 Apr 2024 17:32:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact56

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] [seizonaliteit N15...] [2016-12-20 13:58:25] [c383a3f496d779b12e2493a523dfe438] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
7300
3550
6050
7350
4850
6100
6400
5050
4950
6950
6600
6100
5550
4950
5000
5950
6000
5950
6950
5300
4200
5250
5350
6350
7150
4850
5850
5300
6650
5850
5800
5750
5300
5600
6250
6100
5950
5250
7000
4800
5100
6150
5550
5350
5100
4750
4850
6100
6300
5450
5950

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=301678&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=301678&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301678&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)631325Range3800Trim Var.372886
V(Y[t],d=1,D=0)1385840Range6250Trim Var.674581
V(Y[t],d=2,D=0)3562270Range10200Trim Var.1609870
V(Y[t],d=3,D=0)9614460Range15000Trim Var.4677870
V(Y[t],d=0,D=1)721773Range3650Trim Var.427362
V(Y[t],d=1,D=1)1715420Range5000Trim Var.1109590
V(Y[t],d=2,D=1)5159620Range8850Trim Var.3307410
V(Y[t],d=3,D=1)16277600Range15850Trim Var.10398700
V(Y[t],d=0,D=2)2025750Range6350Trim Var.1320380
V(Y[t],d=1,D=2)4877110Range8550Trim Var.3575180
V(Y[t],d=2,D=2)15409600Range15550Trim Var.10888500
V(Y[t],d=3,D=2)52202700Range27450Trim Var.36539100

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 631325 & Range & 3800 & Trim Var. & 372886 \tabularnewline
V(Y[t],d=1,D=0) & 1385840 & Range & 6250 & Trim Var. & 674581 \tabularnewline
V(Y[t],d=2,D=0) & 3562270 & Range & 10200 & Trim Var. & 1609870 \tabularnewline
V(Y[t],d=3,D=0) & 9614460 & Range & 15000 & Trim Var. & 4677870 \tabularnewline
V(Y[t],d=0,D=1) & 721773 & Range & 3650 & Trim Var. & 427362 \tabularnewline
V(Y[t],d=1,D=1) & 1715420 & Range & 5000 & Trim Var. & 1109590 \tabularnewline
V(Y[t],d=2,D=1) & 5159620 & Range & 8850 & Trim Var. & 3307410 \tabularnewline
V(Y[t],d=3,D=1) & 16277600 & Range & 15850 & Trim Var. & 10398700 \tabularnewline
V(Y[t],d=0,D=2) & 2025750 & Range & 6350 & Trim Var. & 1320380 \tabularnewline
V(Y[t],d=1,D=2) & 4877110 & Range & 8550 & Trim Var. & 3575180 \tabularnewline
V(Y[t],d=2,D=2) & 15409600 & Range & 15550 & Trim Var. & 10888500 \tabularnewline
V(Y[t],d=3,D=2) & 52202700 & Range & 27450 & Trim Var. & 36539100 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301678&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]631325[/C][C]Range[/C][C]3800[/C][C]Trim Var.[/C][C]372886[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1385840[/C][C]Range[/C][C]6250[/C][C]Trim Var.[/C][C]674581[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3562270[/C][C]Range[/C][C]10200[/C][C]Trim Var.[/C][C]1609870[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]9614460[/C][C]Range[/C][C]15000[/C][C]Trim Var.[/C][C]4677870[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]721773[/C][C]Range[/C][C]3650[/C][C]Trim Var.[/C][C]427362[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1715420[/C][C]Range[/C][C]5000[/C][C]Trim Var.[/C][C]1109590[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5159620[/C][C]Range[/C][C]8850[/C][C]Trim Var.[/C][C]3307410[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]16277600[/C][C]Range[/C][C]15850[/C][C]Trim Var.[/C][C]10398700[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2025750[/C][C]Range[/C][C]6350[/C][C]Trim Var.[/C][C]1320380[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4877110[/C][C]Range[/C][C]8550[/C][C]Trim Var.[/C][C]3575180[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]15409600[/C][C]Range[/C][C]15550[/C][C]Trim Var.[/C][C]10888500[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]52202700[/C][C]Range[/C][C]27450[/C][C]Trim Var.[/C][C]36539100[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301678&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301678&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)631325Range3800Trim Var.372886
V(Y[t],d=1,D=0)1385840Range6250Trim Var.674581
V(Y[t],d=2,D=0)3562270Range10200Trim Var.1609870
V(Y[t],d=3,D=0)9614460Range15000Trim Var.4677870
V(Y[t],d=0,D=1)721773Range3650Trim Var.427362
V(Y[t],d=1,D=1)1715420Range5000Trim Var.1109590
V(Y[t],d=2,D=1)5159620Range8850Trim Var.3307410
V(Y[t],d=3,D=1)16277600Range15850Trim Var.10398700
V(Y[t],d=0,D=2)2025750Range6350Trim Var.1320380
V(Y[t],d=1,D=2)4877110Range8550Trim Var.3575180
V(Y[t],d=2,D=2)15409600Range15550Trim Var.10888500
V(Y[t],d=3,D=2)52202700Range27450Trim Var.36539100


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 6 ;
Parameters (R input):
par1 = 6 ;
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()