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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 11:16:56 +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/t14824884636tnq0qv3sbx8ztb.htm/, Retrieved Tue, 07 May 2024 19:54:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302836, Retrieved Tue, 07 May 2024 19:54:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact57

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] [variance reductio...] [2016-12-23 10:16:56] [bd7223969ac5b08f41438741a34686d6] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1785
2040
2060
1825
1910
1710
1925
2025
1955
1940
1925
1870
1745
1800
1795
1760
1815
1910
1785
1955
1930
1850
1735
1785
1775
1875
2040
1705
1985
1850
1885
1670
2260
2350
1815
1850
2340
2245
2315
2455
2170
1825
2095
2070
2110
2245
1850
1770
1845
1910
1815
1770
1750
1635
1560
1785
1745
1735
1690
1600
1420
1480
1615
1585
1510
1540
1205
1485
1350
1210
1350
1235
1080
1200
1230
1205
1170
1095
1100
1490
1130
1125
1260
1320
1370
1220
1395
1540
1455
1310
1375
1645
1305
1680
1155
1245
1545
1375
1810
2110
1965
2435
2600
2270
2250
2840
1960
2340
2430
2390
2380
3090
3100
3040
3295
2665
4350
3470
3285
3610
3310
3850
3880
3670
4015
5180

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=302836&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=302836&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302836&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)523630Range4100Trim Var.242349
V(Y[t],d=1,D=0)97448.5Range2565Trim Var.31127.5
V(Y[t],d=2,D=0)262291Range4880Trim Var.93183.4
V(Y[t],d=3,D=0)848399Range8140Trim Var.267331
V(Y[t],d=0,D=1)317052Range2825Trim Var.189825
V(Y[t],d=1,D=1)135687Range3175Trim Var.48083.2
V(Y[t],d=2,D=1)379849Range5340Trim Var.149794
V(Y[t],d=3,D=1)1225150Range10520Trim Var.442435
V(Y[t],d=0,D=2)243517Range2970Trim Var.126815
V(Y[t],d=1,D=2)248908Range3440Trim Var.93968.8
V(Y[t],d=2,D=2)650472Range5805Trim Var.316105
V(Y[t],d=3,D=2)1992270Range9960Trim Var.919049

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 523630 & Range & 4100 & Trim Var. & 242349 \tabularnewline
V(Y[t],d=1,D=0) & 97448.5 & Range & 2565 & Trim Var. & 31127.5 \tabularnewline
V(Y[t],d=2,D=0) & 262291 & Range & 4880 & Trim Var. & 93183.4 \tabularnewline
V(Y[t],d=3,D=0) & 848399 & Range & 8140 & Trim Var. & 267331 \tabularnewline
V(Y[t],d=0,D=1) & 317052 & Range & 2825 & Trim Var. & 189825 \tabularnewline
V(Y[t],d=1,D=1) & 135687 & Range & 3175 & Trim Var. & 48083.2 \tabularnewline
V(Y[t],d=2,D=1) & 379849 & Range & 5340 & Trim Var. & 149794 \tabularnewline
V(Y[t],d=3,D=1) & 1225150 & Range & 10520 & Trim Var. & 442435 \tabularnewline
V(Y[t],d=0,D=2) & 243517 & Range & 2970 & Trim Var. & 126815 \tabularnewline
V(Y[t],d=1,D=2) & 248908 & Range & 3440 & Trim Var. & 93968.8 \tabularnewline
V(Y[t],d=2,D=2) & 650472 & Range & 5805 & Trim Var. & 316105 \tabularnewline
V(Y[t],d=3,D=2) & 1992270 & Range & 9960 & Trim Var. & 919049 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302836&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]523630[/C][C]Range[/C][C]4100[/C][C]Trim Var.[/C][C]242349[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]97448.5[/C][C]Range[/C][C]2565[/C][C]Trim Var.[/C][C]31127.5[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]262291[/C][C]Range[/C][C]4880[/C][C]Trim Var.[/C][C]93183.4[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]848399[/C][C]Range[/C][C]8140[/C][C]Trim Var.[/C][C]267331[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]317052[/C][C]Range[/C][C]2825[/C][C]Trim Var.[/C][C]189825[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]135687[/C][C]Range[/C][C]3175[/C][C]Trim Var.[/C][C]48083.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]379849[/C][C]Range[/C][C]5340[/C][C]Trim Var.[/C][C]149794[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1225150[/C][C]Range[/C][C]10520[/C][C]Trim Var.[/C][C]442435[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]243517[/C][C]Range[/C][C]2970[/C][C]Trim Var.[/C][C]126815[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]248908[/C][C]Range[/C][C]3440[/C][C]Trim Var.[/C][C]93968.8[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]650472[/C][C]Range[/C][C]5805[/C][C]Trim Var.[/C][C]316105[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1992270[/C][C]Range[/C][C]9960[/C][C]Trim Var.[/C][C]919049[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302836&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302836&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)523630Range4100Trim Var.242349
V(Y[t],d=1,D=0)97448.5Range2565Trim Var.31127.5
V(Y[t],d=2,D=0)262291Range4880Trim Var.93183.4
V(Y[t],d=3,D=0)848399Range8140Trim Var.267331
V(Y[t],d=0,D=1)317052Range2825Trim Var.189825
V(Y[t],d=1,D=1)135687Range3175Trim Var.48083.2
V(Y[t],d=2,D=1)379849Range5340Trim Var.149794
V(Y[t],d=3,D=1)1225150Range10520Trim Var.442435
V(Y[t],d=0,D=2)243517Range2970Trim Var.126815
V(Y[t],d=1,D=2)248908Range3440Trim Var.93968.8
V(Y[t],d=2,D=2)650472Range5805Trim Var.316105
V(Y[t],d=3,D=2)1992270Range9960Trim Var.919049


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()