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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 15:42:55 +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/t1482331411wyluya5t4saqy4d.htm/, Retrieved Mon, 06 May 2024 17:01:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302342, Retrieved Mon, 06 May 2024 17:01:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact58

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] [] [2016-12-21 14:42:55] [361c8dad91b3f1ef2e651cd04783c23b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5300
3800
3900
5400
6100
4200
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4600
7300
4400
4000
5300
9300
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3400
2900
5000
5800
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2300
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5800
2900
2200
3900
5300
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3700
6000
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3900
5400
2400
1700
3500
5400
3900
2900
4600
5400
2900
2700
4500
6300
2800
1900
5100
6200
3500
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6000
3400
2800
4900

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=302342&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=302342&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302342&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)2333380Range7600Trim Var.1502450
V(Y[t],d=1,D=0)4074780Range9000Trim Var.2986210
V(Y[t],d=2,D=0)9023100Range13100Trim Var.6339030
V(Y[t],d=3,D=0)21492300Range24800Trim Var.13384500
V(Y[t],d=0,D=1)1358830Range7500Trim Var.579837
V(Y[t],d=1,D=1)1041830Range5600Trim Var.464012
V(Y[t],d=2,D=1)2287690Range7700Trim Var.1201670
V(Y[t],d=3,D=1)6547450Range13100Trim Var.2791950
V(Y[t],d=0,D=2)3377800Range10600Trim Var.1169680
V(Y[t],d=1,D=2)2659630Range8600Trim Var.1159830
V(Y[t],d=2,D=2)5374080Range9700Trim Var.3305160
V(Y[t],d=3,D=2)14166700Range16700Trim Var.8106010

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2333380 & Range & 7600 & Trim Var. & 1502450 \tabularnewline
V(Y[t],d=1,D=0) & 4074780 & Range & 9000 & Trim Var. & 2986210 \tabularnewline
V(Y[t],d=2,D=0) & 9023100 & Range & 13100 & Trim Var. & 6339030 \tabularnewline
V(Y[t],d=3,D=0) & 21492300 & Range & 24800 & Trim Var. & 13384500 \tabularnewline
V(Y[t],d=0,D=1) & 1358830 & Range & 7500 & Trim Var. & 579837 \tabularnewline
V(Y[t],d=1,D=1) & 1041830 & Range & 5600 & Trim Var. & 464012 \tabularnewline
V(Y[t],d=2,D=1) & 2287690 & Range & 7700 & Trim Var. & 1201670 \tabularnewline
V(Y[t],d=3,D=1) & 6547450 & Range & 13100 & Trim Var. & 2791950 \tabularnewline
V(Y[t],d=0,D=2) & 3377800 & Range & 10600 & Trim Var. & 1169680 \tabularnewline
V(Y[t],d=1,D=2) & 2659630 & Range & 8600 & Trim Var. & 1159830 \tabularnewline
V(Y[t],d=2,D=2) & 5374080 & Range & 9700 & Trim Var. & 3305160 \tabularnewline
V(Y[t],d=3,D=2) & 14166700 & Range & 16700 & Trim Var. & 8106010 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302342&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2333380[/C][C]Range[/C][C]7600[/C][C]Trim Var.[/C][C]1502450[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4074780[/C][C]Range[/C][C]9000[/C][C]Trim Var.[/C][C]2986210[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]9023100[/C][C]Range[/C][C]13100[/C][C]Trim Var.[/C][C]6339030[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]21492300[/C][C]Range[/C][C]24800[/C][C]Trim Var.[/C][C]13384500[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1358830[/C][C]Range[/C][C]7500[/C][C]Trim Var.[/C][C]579837[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1041830[/C][C]Range[/C][C]5600[/C][C]Trim Var.[/C][C]464012[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2287690[/C][C]Range[/C][C]7700[/C][C]Trim Var.[/C][C]1201670[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]6547450[/C][C]Range[/C][C]13100[/C][C]Trim Var.[/C][C]2791950[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3377800[/C][C]Range[/C][C]10600[/C][C]Trim Var.[/C][C]1169680[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2659630[/C][C]Range[/C][C]8600[/C][C]Trim Var.[/C][C]1159830[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5374080[/C][C]Range[/C][C]9700[/C][C]Trim Var.[/C][C]3305160[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]14166700[/C][C]Range[/C][C]16700[/C][C]Trim Var.[/C][C]8106010[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302342&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302342&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)2333380Range7600Trim Var.1502450
V(Y[t],d=1,D=0)4074780Range9000Trim Var.2986210
V(Y[t],d=2,D=0)9023100Range13100Trim Var.6339030
V(Y[t],d=3,D=0)21492300Range24800Trim Var.13384500
V(Y[t],d=0,D=1)1358830Range7500Trim Var.579837
V(Y[t],d=1,D=1)1041830Range5600Trim Var.464012
V(Y[t],d=2,D=1)2287690Range7700Trim Var.1201670
V(Y[t],d=3,D=1)6547450Range13100Trim Var.2791950
V(Y[t],d=0,D=2)3377800Range10600Trim Var.1169680
V(Y[t],d=1,D=2)2659630Range8600Trim Var.1159830
V(Y[t],d=2,D=2)5374080Range9700Trim Var.3305160
V(Y[t],d=3,D=2)14166700Range16700Trim Var.8106010


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; 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()