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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 14:59:53 +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/t1482328913oo79hntv6b61onw.htm/, Retrieved Tue, 07 May 2024 00:07:22 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302304, Retrieved Tue, 07 May 2024 00:07:22 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact71

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] [Reduction Matrix] [2016-12-21 13:59:53] [1759881725a0396915ebed807ae3b27a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4450
4400
4650
4800
4800
4750
5200
5050
4900
5300
5500
6050
5200
5350
5450
5900
5800
5950
6750
6500
6500
7100
7100
8400
6900
7400
7650
7850
7750
8000
8950
9100
9100
10050
10450
11900
10000
11250
11250
11650
11550
11800
13050
12350
12200
13450
13450
14450
12500
13350
13600
13200
13450
13600
14450
14000
13600
14700
14450
15250
13750
14450
14300
14600
14700
14600

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=302304&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=302304&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302304&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)13629000Range10850Trim Var.11624300
V(Y[t],d=1,D=0)476680Range3400Trim Var.176932
V(Y[t],d=2,D=0)1481630Range6500Trim Var.611987
V(Y[t],d=3,D=0)5163400Range10900Trim Var.2405710
V(Y[t],d=0,D=1)939189Range3400Trim Var.603341
V(Y[t],d=1,D=1)127045Range1600Trim Var.69671.6
V(Y[t],d=2,D=1)351737Range2550Trim Var.215581
V(Y[t],d=3,D=1)1195030Range4750Trim Var.722298
V(Y[t],d=0,D=2)2092970Range4600Trim Var.1670480
V(Y[t],d=1,D=2)317570Range2750Trim Var.147172
V(Y[t],d=2,D=2)907378Range4150Trim Var.559160
V(Y[t],d=3,D=2)3134580Range7300Trim Var.2138140

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 13629000 & Range & 10850 & Trim Var. & 11624300 \tabularnewline
V(Y[t],d=1,D=0) & 476680 & Range & 3400 & Trim Var. & 176932 \tabularnewline
V(Y[t],d=2,D=0) & 1481630 & Range & 6500 & Trim Var. & 611987 \tabularnewline
V(Y[t],d=3,D=0) & 5163400 & Range & 10900 & Trim Var. & 2405710 \tabularnewline
V(Y[t],d=0,D=1) & 939189 & Range & 3400 & Trim Var. & 603341 \tabularnewline
V(Y[t],d=1,D=1) & 127045 & Range & 1600 & Trim Var. & 69671.6 \tabularnewline
V(Y[t],d=2,D=1) & 351737 & Range & 2550 & Trim Var. & 215581 \tabularnewline
V(Y[t],d=3,D=1) & 1195030 & Range & 4750 & Trim Var. & 722298 \tabularnewline
V(Y[t],d=0,D=2) & 2092970 & Range & 4600 & Trim Var. & 1670480 \tabularnewline
V(Y[t],d=1,D=2) & 317570 & Range & 2750 & Trim Var. & 147172 \tabularnewline
V(Y[t],d=2,D=2) & 907378 & Range & 4150 & Trim Var. & 559160 \tabularnewline
V(Y[t],d=3,D=2) & 3134580 & Range & 7300 & Trim Var. & 2138140 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302304&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]13629000[/C][C]Range[/C][C]10850[/C][C]Trim Var.[/C][C]11624300[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]476680[/C][C]Range[/C][C]3400[/C][C]Trim Var.[/C][C]176932[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1481630[/C][C]Range[/C][C]6500[/C][C]Trim Var.[/C][C]611987[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]5163400[/C][C]Range[/C][C]10900[/C][C]Trim Var.[/C][C]2405710[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]939189[/C][C]Range[/C][C]3400[/C][C]Trim Var.[/C][C]603341[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]127045[/C][C]Range[/C][C]1600[/C][C]Trim Var.[/C][C]69671.6[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]351737[/C][C]Range[/C][C]2550[/C][C]Trim Var.[/C][C]215581[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1195030[/C][C]Range[/C][C]4750[/C][C]Trim Var.[/C][C]722298[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]2092970[/C][C]Range[/C][C]4600[/C][C]Trim Var.[/C][C]1670480[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]317570[/C][C]Range[/C][C]2750[/C][C]Trim Var.[/C][C]147172[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]907378[/C][C]Range[/C][C]4150[/C][C]Trim Var.[/C][C]559160[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3134580[/C][C]Range[/C][C]7300[/C][C]Trim Var.[/C][C]2138140[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302304&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302304&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)13629000Range10850Trim Var.11624300
V(Y[t],d=1,D=0)476680Range3400Trim Var.176932
V(Y[t],d=2,D=0)1481630Range6500Trim Var.611987
V(Y[t],d=3,D=0)5163400Range10900Trim Var.2405710
V(Y[t],d=0,D=1)939189Range3400Trim Var.603341
V(Y[t],d=1,D=1)127045Range1600Trim Var.69671.6
V(Y[t],d=2,D=1)351737Range2550Trim Var.215581
V(Y[t],d=3,D=1)1195030Range4750Trim Var.722298
V(Y[t],d=0,D=2)2092970Range4600Trim Var.1670480
V(Y[t],d=1,D=2)317570Range2750Trim Var.147172
V(Y[t],d=2,D=2)907378Range4150Trim Var.559160
V(Y[t],d=3,D=2)3134580Range7300Trim Var.2138140


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()