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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 21:59:02 +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/t1482441248g7lrbczvmtce7bi.htm/, Retrieved Sun, 28 Apr 2024 22:34:59 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302691, Retrieved Sun, 28 Apr 2024 22:34:59 +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)
-     [(Partial) Autocorrelation Function] [ACF1] [2016-12-22 17:08:50] [267314984f6394bb93cd815224aa34ba]
- RM      [Variance Reduction Matrix] [VRM2] [2016-12-22 20:59:02] [636d0f72197ac5e1dae4a755427db02a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2601.76
2819.1
2368.84
2683.5
2649.22
2760.3
2326
2819.3
2957.02
3460.5
2873.16
3252.48
3628.52
3899.22
3049.36
3751.58
4639.42
4991.02
4076.28
4782.4
5173.8
5177.94
4048.46
4828.98
4727.62
5366.84
4597.38
4838.16
4268.2
4769.34
4223.34
4396.38
4911.6
5368.4
4665
5081.46

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
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 time1 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=302691&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] [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=302691&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302691&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
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)962611Range3042.4Trim Var.790786
V(Y[t],d=1,D=0)300319Range2017.32Trim Var.220451
V(Y[t],d=2,D=0)866531Range3318.68Trim Var.645484
V(Y[t],d=3,D=0)2832490Range5835.5Trim Var.2167890
V(Y[t],d=0,D=1)694107Range2616.74Trim Var.482798
V(Y[t],d=1,D=1)269301Range2379.92Trim Var.137512
V(Y[t],d=2,D=1)547354Range2603.7Trim Var.362313
V(Y[t],d=3,D=1)1433480Range4425.64Trim Var.846923
V(Y[t],d=0,D=2)1488080Range3346.48Trim Var.1172060
V(Y[t],d=1,D=2)1026930Range3348.14Trim Var.480630
V(Y[t],d=2,D=2)1915890Range4022.42Trim Var.1254430
V(Y[t],d=3,D=2)4251620Range6355.1Trim Var.1991220

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 962611 & Range & 3042.4 & Trim Var. & 790786 \tabularnewline
V(Y[t],d=1,D=0) & 300319 & Range & 2017.32 & Trim Var. & 220451 \tabularnewline
V(Y[t],d=2,D=0) & 866531 & Range & 3318.68 & Trim Var. & 645484 \tabularnewline
V(Y[t],d=3,D=0) & 2832490 & Range & 5835.5 & Trim Var. & 2167890 \tabularnewline
V(Y[t],d=0,D=1) & 694107 & Range & 2616.74 & Trim Var. & 482798 \tabularnewline
V(Y[t],d=1,D=1) & 269301 & Range & 2379.92 & Trim Var. & 137512 \tabularnewline
V(Y[t],d=2,D=1) & 547354 & Range & 2603.7 & Trim Var. & 362313 \tabularnewline
V(Y[t],d=3,D=1) & 1433480 & Range & 4425.64 & Trim Var. & 846923 \tabularnewline
V(Y[t],d=0,D=2) & 1488080 & Range & 3346.48 & Trim Var. & 1172060 \tabularnewline
V(Y[t],d=1,D=2) & 1026930 & Range & 3348.14 & Trim Var. & 480630 \tabularnewline
V(Y[t],d=2,D=2) & 1915890 & Range & 4022.42 & Trim Var. & 1254430 \tabularnewline
V(Y[t],d=3,D=2) & 4251620 & Range & 6355.1 & Trim Var. & 1991220 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302691&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]962611[/C][C]Range[/C][C]3042.4[/C][C]Trim Var.[/C][C]790786[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]300319[/C][C]Range[/C][C]2017.32[/C][C]Trim Var.[/C][C]220451[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]866531[/C][C]Range[/C][C]3318.68[/C][C]Trim Var.[/C][C]645484[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2832490[/C][C]Range[/C][C]5835.5[/C][C]Trim Var.[/C][C]2167890[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]694107[/C][C]Range[/C][C]2616.74[/C][C]Trim Var.[/C][C]482798[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]269301[/C][C]Range[/C][C]2379.92[/C][C]Trim Var.[/C][C]137512[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]547354[/C][C]Range[/C][C]2603.7[/C][C]Trim Var.[/C][C]362313[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1433480[/C][C]Range[/C][C]4425.64[/C][C]Trim Var.[/C][C]846923[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1488080[/C][C]Range[/C][C]3346.48[/C][C]Trim Var.[/C][C]1172060[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1026930[/C][C]Range[/C][C]3348.14[/C][C]Trim Var.[/C][C]480630[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1915890[/C][C]Range[/C][C]4022.42[/C][C]Trim Var.[/C][C]1254430[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4251620[/C][C]Range[/C][C]6355.1[/C][C]Trim Var.[/C][C]1991220[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302691&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302691&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)962611Range3042.4Trim Var.790786
V(Y[t],d=1,D=0)300319Range2017.32Trim Var.220451
V(Y[t],d=2,D=0)866531Range3318.68Trim Var.645484
V(Y[t],d=3,D=0)2832490Range5835.5Trim Var.2167890
V(Y[t],d=0,D=1)694107Range2616.74Trim Var.482798
V(Y[t],d=1,D=1)269301Range2379.92Trim Var.137512
V(Y[t],d=2,D=1)547354Range2603.7Trim Var.362313
V(Y[t],d=3,D=1)1433480Range4425.64Trim Var.846923
V(Y[t],d=0,D=2)1488080Range3346.48Trim Var.1172060
V(Y[t],d=1,D=2)1026930Range3348.14Trim Var.480630
V(Y[t],d=2,D=2)1915890Range4022.42Trim Var.1254430
V(Y[t],d=3,D=2)4251620Range6355.1Trim Var.1991220


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 <- 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()