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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 computationFri, 23 Dec 2016 10:34:40 +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/23/t1482485705feimj2wj8paz6rw.htm/, Retrieved Tue, 07 May 2024 07:09:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302817, Retrieved Tue, 07 May 2024 07:09:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact94

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] [VRM N2583] [2016-12-23 09:34:40] [11b61e09f442d73f657668491c17a736] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4782
4540
4588
4740
4646
4736
4794
4730
4752
4804
4818
4948
4906
4666
4696
4872
4742
4858
4868
4782
4824
4820
4882
5062
4996
4800
4828
5002
4926
5090
5140
5116
5210
5224
5292
5538
5414
5160
5258
5492
5448
5618
5704
5684
5722
5754
5894
6280
6114
5744
5736
6020
5880
5888
5886
5812
5784
5914
5884
5972
5918
5586
5600
5842
5662
5826
5862
5782
5750
5778
5802
5978
5810
5516
5520
5664
5470
5534
5636
5542
5526
5608
5630
5830
5656
5426
5432
5600
5380
5504
5546
5534
5562
5564
5612
5798
5556
5364
5406
5558
5438
5602
5622
5580
5570
5674
5818
6058
5998
5928
6052
6276
6166
6226
6354
6396

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=302817&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=302817&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302817&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)207277Range1856Trim Var.152638
V(Y[t],d=1,D=0)19291.9Range756Trim Var.11931.9
V(Y[t],d=2,D=0)41648Range914Trim Var.28355.8
V(Y[t],d=3,D=0)111475Range1564Trim Var.74706.8
V(Y[t],d=0,D=1)81109Range1124Trim Var.57972.2
V(Y[t],d=1,D=1)5417.4Range480Trim Var.2796.88
V(Y[t],d=2,D=1)9315.27Range678Trim Var.4271.81
V(Y[t],d=3,D=1)26084.7Range1022Trim Var.13148.4
V(Y[t],d=0,D=2)119348Range1820Trim Var.60364.4
V(Y[t],d=1,D=2)14959.9Range824Trim Var.6781.7
V(Y[t],d=2,D=2)27388.8Range1204Trim Var.12326.6
V(Y[t],d=3,D=2)76282.2Range1612Trim Var.35891.2

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 207277 & Range & 1856 & Trim Var. & 152638 \tabularnewline
V(Y[t],d=1,D=0) & 19291.9 & Range & 756 & Trim Var. & 11931.9 \tabularnewline
V(Y[t],d=2,D=0) & 41648 & Range & 914 & Trim Var. & 28355.8 \tabularnewline
V(Y[t],d=3,D=0) & 111475 & Range & 1564 & Trim Var. & 74706.8 \tabularnewline
V(Y[t],d=0,D=1) & 81109 & Range & 1124 & Trim Var. & 57972.2 \tabularnewline
V(Y[t],d=1,D=1) & 5417.4 & Range & 480 & Trim Var. & 2796.88 \tabularnewline
V(Y[t],d=2,D=1) & 9315.27 & Range & 678 & Trim Var. & 4271.81 \tabularnewline
V(Y[t],d=3,D=1) & 26084.7 & Range & 1022 & Trim Var. & 13148.4 \tabularnewline
V(Y[t],d=0,D=2) & 119348 & Range & 1820 & Trim Var. & 60364.4 \tabularnewline
V(Y[t],d=1,D=2) & 14959.9 & Range & 824 & Trim Var. & 6781.7 \tabularnewline
V(Y[t],d=2,D=2) & 27388.8 & Range & 1204 & Trim Var. & 12326.6 \tabularnewline
V(Y[t],d=3,D=2) & 76282.2 & Range & 1612 & Trim Var. & 35891.2 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302817&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]207277[/C][C]Range[/C][C]1856[/C][C]Trim Var.[/C][C]152638[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]19291.9[/C][C]Range[/C][C]756[/C][C]Trim Var.[/C][C]11931.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]41648[/C][C]Range[/C][C]914[/C][C]Trim Var.[/C][C]28355.8[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]111475[/C][C]Range[/C][C]1564[/C][C]Trim Var.[/C][C]74706.8[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]81109[/C][C]Range[/C][C]1124[/C][C]Trim Var.[/C][C]57972.2[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]5417.4[/C][C]Range[/C][C]480[/C][C]Trim Var.[/C][C]2796.88[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]9315.27[/C][C]Range[/C][C]678[/C][C]Trim Var.[/C][C]4271.81[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]26084.7[/C][C]Range[/C][C]1022[/C][C]Trim Var.[/C][C]13148.4[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]119348[/C][C]Range[/C][C]1820[/C][C]Trim Var.[/C][C]60364.4[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]14959.9[/C][C]Range[/C][C]824[/C][C]Trim Var.[/C][C]6781.7[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]27388.8[/C][C]Range[/C][C]1204[/C][C]Trim Var.[/C][C]12326.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]76282.2[/C][C]Range[/C][C]1612[/C][C]Trim Var.[/C][C]35891.2[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302817&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302817&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)207277Range1856Trim Var.152638
V(Y[t],d=1,D=0)19291.9Range756Trim Var.11931.9
V(Y[t],d=2,D=0)41648Range914Trim Var.28355.8
V(Y[t],d=3,D=0)111475Range1564Trim Var.74706.8
V(Y[t],d=0,D=1)81109Range1124Trim Var.57972.2
V(Y[t],d=1,D=1)5417.4Range480Trim Var.2796.88
V(Y[t],d=2,D=1)9315.27Range678Trim Var.4271.81
V(Y[t],d=3,D=1)26084.7Range1022Trim Var.13148.4
V(Y[t],d=0,D=2)119348Range1820Trim Var.60364.4
V(Y[t],d=1,D=2)14959.9Range824Trim Var.6781.7
V(Y[t],d=2,D=2)27388.8Range1204Trim Var.12326.6
V(Y[t],d=3,D=2)76282.2Range1612Trim Var.35891.2


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()