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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 computationThu, 22 Dec 2016 21:44:22 +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/22/t1482439641j8s4jh88g8kx76e.htm/, Retrieved Mon, 29 Apr 2024 00:07:23 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302685, Retrieved Mon, 29 Apr 2024 00:07:23 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact73

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [(Partial) Autocorrelation Function] [ACF1] [2016-12-22 17:08:50] [267314984f6394bb93cd815224aa34ba]
- RM D    [Variance Reduction Matrix] [VRM1] [2016-12-22 20:44:22] [636d0f72197ac5e1dae4a755427db02a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
3120
3360
3540
2700
2580
3480
3240
4440
3000
3720
1620
3360
3180
2100
3000
2520
2160
1980
4020
3480
2750
2640
3420
2640
2520
2040
2820
1860
3780
2520
2580
2880
2100
3060
2100
3720
2940
2820
4980
2400
2940
2640
2340
1680
4140
2640
3600
3240
3120
2460
2940

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
R Framework error message
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.

\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
R Framework error message & 
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302685&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] [ROW]R Framework error message[/C][C]
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.
[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302685&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302685&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
R Framework error message
Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.






Variance Reduction Matrix
V(Y[t],d=0,D=0)486306Range3360Trim Var.270208
V(Y[t],d=1,D=0)1160540Range5040Trim Var.666556
V(Y[t],d=2,D=0)3856690Range8580Trim Var.2441650
V(Y[t],d=3,D=0)13792800Range14940Trim Var.8897740
V(Y[t],d=0,D=1)1034490Range4200Trim Var.701777
V(Y[t],d=1,D=1)2318190Range5760Trim Var.1648070
V(Y[t],d=2,D=1)7465640Range10080Trim Var.5317210
V(Y[t],d=3,D=1)26469400Range19980Trim Var.18718200
V(Y[t],d=0,D=2)3264440Range7020Trim Var.1892100
V(Y[t],d=1,D=2)7234110Range9540Trim Var.4893440
V(Y[t],d=2,D=2)23522700Range17580Trim Var.15472000
V(Y[t],d=3,D=2)85141200Range31290Trim Var.54822600

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 486306 & Range & 3360 & Trim Var. & 270208 \tabularnewline
V(Y[t],d=1,D=0) & 1160540 & Range & 5040 & Trim Var. & 666556 \tabularnewline
V(Y[t],d=2,D=0) & 3856690 & Range & 8580 & Trim Var. & 2441650 \tabularnewline
V(Y[t],d=3,D=0) & 13792800 & Range & 14940 & Trim Var. & 8897740 \tabularnewline
V(Y[t],d=0,D=1) & 1034490 & Range & 4200 & Trim Var. & 701777 \tabularnewline
V(Y[t],d=1,D=1) & 2318190 & Range & 5760 & Trim Var. & 1648070 \tabularnewline
V(Y[t],d=2,D=1) & 7465640 & Range & 10080 & Trim Var. & 5317210 \tabularnewline
V(Y[t],d=3,D=1) & 26469400 & Range & 19980 & Trim Var. & 18718200 \tabularnewline
V(Y[t],d=0,D=2) & 3264440 & Range & 7020 & Trim Var. & 1892100 \tabularnewline
V(Y[t],d=1,D=2) & 7234110 & Range & 9540 & Trim Var. & 4893440 \tabularnewline
V(Y[t],d=2,D=2) & 23522700 & Range & 17580 & Trim Var. & 15472000 \tabularnewline
V(Y[t],d=3,D=2) & 85141200 & Range & 31290 & Trim Var. & 54822600 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302685&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]486306[/C][C]Range[/C][C]3360[/C][C]Trim Var.[/C][C]270208[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1160540[/C][C]Range[/C][C]5040[/C][C]Trim Var.[/C][C]666556[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3856690[/C][C]Range[/C][C]8580[/C][C]Trim Var.[/C][C]2441650[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]13792800[/C][C]Range[/C][C]14940[/C][C]Trim Var.[/C][C]8897740[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1034490[/C][C]Range[/C][C]4200[/C][C]Trim Var.[/C][C]701777[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2318190[/C][C]Range[/C][C]5760[/C][C]Trim Var.[/C][C]1648070[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7465640[/C][C]Range[/C][C]10080[/C][C]Trim Var.[/C][C]5317210[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]26469400[/C][C]Range[/C][C]19980[/C][C]Trim Var.[/C][C]18718200[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3264440[/C][C]Range[/C][C]7020[/C][C]Trim Var.[/C][C]1892100[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7234110[/C][C]Range[/C][C]9540[/C][C]Trim Var.[/C][C]4893440[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]23522700[/C][C]Range[/C][C]17580[/C][C]Trim Var.[/C][C]15472000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]85141200[/C][C]Range[/C][C]31290[/C][C]Trim Var.[/C][C]54822600[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302685&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302685&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)486306Range3360Trim Var.270208
V(Y[t],d=1,D=0)1160540Range5040Trim Var.666556
V(Y[t],d=2,D=0)3856690Range8580Trim Var.2441650
V(Y[t],d=3,D=0)13792800Range14940Trim Var.8897740
V(Y[t],d=0,D=1)1034490Range4200Trim Var.701777
V(Y[t],d=1,D=1)2318190Range5760Trim Var.1648070
V(Y[t],d=2,D=1)7465640Range10080Trim Var.5317210
V(Y[t],d=3,D=1)26469400Range19980Trim Var.18718200
V(Y[t],d=0,D=2)3264440Range7020Trim Var.1892100
V(Y[t],d=1,D=2)7234110Range9540Trim Var.4893440
V(Y[t],d=2,D=2)23522700Range17580Trim Var.15472000
V(Y[t],d=3,D=2)85141200Range31290Trim Var.54822600


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ; par2 = -0.3 ; par3 = 0 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 0 ; par10 = FALSE ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- '1'
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()