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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 computationWed, 21 Dec 2016 11:09:07 +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/21/t1482315334bopr59mfsdkjed9.htm/, Retrieved Mon, 06 May 2024 16:48:41 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302027, Retrieved Mon, 06 May 2024 16:48:41 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact48

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] [jeej2] [2016-12-21 10:09:07] [e1e79d437a44c5123ccedd8a903518e8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3891
3702
3712
3796
3856
3989
3922
4084
4169
4161
4205
4198
4228
4461
4326
4305
4351
4357
4449
4519
4422
4507
4549
4658
4468
4516
4548
4656
4640
4686
4734
4702
4723
4609
4731
4791
5111
4841
4875
4975
4973
4966
4937
4861
4980
4896
4924
4920
5088
5193
5169
5102
5041
4925
5091
4798
5098
5554
5173
5240
5101
5162
5207
5189
5258
5211
5149
5259
5327
5248
5421
5476
5507
5324
5123
5447
5290
5326
5118
5241
5178
5324
5292
5371
5453
5509
5437
5342
5390
5329
5258
5262
5147
5158
5125
5026
4917
4855
4668
4884
4923
4981
5148
5052
5061
4995
5058
5009
5145
5187
5327
5418
5482
5583
5735
5669

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=302027&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=302027&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302027&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)208275Range2033Trim Var.133489
V(Y[t],d=1,D=0)15885.5Range837Trim Var.7720.23
V(Y[t],d=2,D=0)40650.7Range1430Trim Var.16661
V(Y[t],d=3,D=0)131137Range2291Trim Var.60144.8
V(Y[t],d=0,D=1)82699.8Range1528Trim Var.43645.5
V(Y[t],d=1,D=1)39334.3Range1089Trim Var.19858.3
V(Y[t],d=2,D=1)104188Range2038Trim Var.52362.4
V(Y[t],d=3,D=1)335826Range3084Trim Var.170779
V(Y[t],d=0,D=2)177748Range2511Trim Var.79189.9
V(Y[t],d=1,D=2)124255Range2038Trim Var.62669.4
V(Y[t],d=2,D=2)339472Range3557Trim Var.178754
V(Y[t],d=3,D=2)1095390Range5784Trim Var.576096

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 208275 & Range & 2033 & Trim Var. & 133489 \tabularnewline
V(Y[t],d=1,D=0) & 15885.5 & Range & 837 & Trim Var. & 7720.23 \tabularnewline
V(Y[t],d=2,D=0) & 40650.7 & Range & 1430 & Trim Var. & 16661 \tabularnewline
V(Y[t],d=3,D=0) & 131137 & Range & 2291 & Trim Var. & 60144.8 \tabularnewline
V(Y[t],d=0,D=1) & 82699.8 & Range & 1528 & Trim Var. & 43645.5 \tabularnewline
V(Y[t],d=1,D=1) & 39334.3 & Range & 1089 & Trim Var. & 19858.3 \tabularnewline
V(Y[t],d=2,D=1) & 104188 & Range & 2038 & Trim Var. & 52362.4 \tabularnewline
V(Y[t],d=3,D=1) & 335826 & Range & 3084 & Trim Var. & 170779 \tabularnewline
V(Y[t],d=0,D=2) & 177748 & Range & 2511 & Trim Var. & 79189.9 \tabularnewline
V(Y[t],d=1,D=2) & 124255 & Range & 2038 & Trim Var. & 62669.4 \tabularnewline
V(Y[t],d=2,D=2) & 339472 & Range & 3557 & Trim Var. & 178754 \tabularnewline
V(Y[t],d=3,D=2) & 1095390 & Range & 5784 & Trim Var. & 576096 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302027&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]208275[/C][C]Range[/C][C]2033[/C][C]Trim Var.[/C][C]133489[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]15885.5[/C][C]Range[/C][C]837[/C][C]Trim Var.[/C][C]7720.23[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]40650.7[/C][C]Range[/C][C]1430[/C][C]Trim Var.[/C][C]16661[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]131137[/C][C]Range[/C][C]2291[/C][C]Trim Var.[/C][C]60144.8[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]82699.8[/C][C]Range[/C][C]1528[/C][C]Trim Var.[/C][C]43645.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]39334.3[/C][C]Range[/C][C]1089[/C][C]Trim Var.[/C][C]19858.3[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]104188[/C][C]Range[/C][C]2038[/C][C]Trim Var.[/C][C]52362.4[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]335826[/C][C]Range[/C][C]3084[/C][C]Trim Var.[/C][C]170779[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]177748[/C][C]Range[/C][C]2511[/C][C]Trim Var.[/C][C]79189.9[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]124255[/C][C]Range[/C][C]2038[/C][C]Trim Var.[/C][C]62669.4[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]339472[/C][C]Range[/C][C]3557[/C][C]Trim Var.[/C][C]178754[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1095390[/C][C]Range[/C][C]5784[/C][C]Trim Var.[/C][C]576096[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302027&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302027&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)208275Range2033Trim Var.133489
V(Y[t],d=1,D=0)15885.5Range837Trim Var.7720.23
V(Y[t],d=2,D=0)40650.7Range1430Trim Var.16661
V(Y[t],d=3,D=0)131137Range2291Trim Var.60144.8
V(Y[t],d=0,D=1)82699.8Range1528Trim Var.43645.5
V(Y[t],d=1,D=1)39334.3Range1089Trim Var.19858.3
V(Y[t],d=2,D=1)104188Range2038Trim Var.52362.4
V(Y[t],d=3,D=1)335826Range3084Trim Var.170779
V(Y[t],d=0,D=2)177748Range2511Trim Var.79189.9
V(Y[t],d=1,D=2)124255Range2038Trim Var.62669.4
V(Y[t],d=2,D=2)339472Range3557Trim Var.178754
V(Y[t],d=3,D=2)1095390Range5784Trim Var.576096


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 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()