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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 12:51:32 +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/t1482493902f7okuq2rd3mvzjh.htm/, Retrieved Wed, 08 May 2024 00:37:50 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=302883, Retrieved Wed, 08 May 2024 00:37:50 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact81

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] [N1023] [2016-12-23 11:51:32] [8e56909c70ba580a071e942d9a393c42] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2742
2812.5
2915
3148
3204
3262
3462.5
3452
3506
3884
3783.5
4032.5
4268.5
4148
4195.5
4414.5
4586
4727
4877
4913.5
5047.5
5250
5390.5
5544
5640
5847
6071
6036
6094
6241.5
6299.5
6458
6735
6720
6830
7009
7037
7509.5
7463.5
7728.5
7861
8174.5
8193
8328

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

\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
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302883&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] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=302883&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302883&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






Variance Reduction Matrix
V(Y[t],d=0,D=0)2759010Range5586Trim Var.2014400
V(Y[t],d=1,D=0)14609.4Range593Trim Var.7051.69
V(Y[t],d=2,D=0)43120.5Range963Trim Var.20455.3
V(Y[t],d=3,D=0)144416Range1792.5Trim Var.66189.2
V(Y[t],d=0,D=1)32998.3Range666.5Trim Var.22271
V(Y[t],d=1,D=1)25555.1Range597.5Trim Var.16678.9
V(Y[t],d=2,D=1)66814.4Range1105.5Trim Var.36906
V(Y[t],d=3,D=1)215869Range1974.5Trim Var.124207
V(Y[t],d=0,D=2)64139.8Range1078Trim Var.36873.5
V(Y[t],d=1,D=2)62645.9Range1000.5Trim Var.39082.2
V(Y[t],d=2,D=2)111228Range1472Trim Var.40207
V(Y[t],d=3,D=2)307074Range2751.5Trim Var.80555.6

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2759010 & Range & 5586 & Trim Var. & 2014400 \tabularnewline
V(Y[t],d=1,D=0) & 14609.4 & Range & 593 & Trim Var. & 7051.69 \tabularnewline
V(Y[t],d=2,D=0) & 43120.5 & Range & 963 & Trim Var. & 20455.3 \tabularnewline
V(Y[t],d=3,D=0) & 144416 & Range & 1792.5 & Trim Var. & 66189.2 \tabularnewline
V(Y[t],d=0,D=1) & 32998.3 & Range & 666.5 & Trim Var. & 22271 \tabularnewline
V(Y[t],d=1,D=1) & 25555.1 & Range & 597.5 & Trim Var. & 16678.9 \tabularnewline
V(Y[t],d=2,D=1) & 66814.4 & Range & 1105.5 & Trim Var. & 36906 \tabularnewline
V(Y[t],d=3,D=1) & 215869 & Range & 1974.5 & Trim Var. & 124207 \tabularnewline
V(Y[t],d=0,D=2) & 64139.8 & Range & 1078 & Trim Var. & 36873.5 \tabularnewline
V(Y[t],d=1,D=2) & 62645.9 & Range & 1000.5 & Trim Var. & 39082.2 \tabularnewline
V(Y[t],d=2,D=2) & 111228 & Range & 1472 & Trim Var. & 40207 \tabularnewline
V(Y[t],d=3,D=2) & 307074 & Range & 2751.5 & Trim Var. & 80555.6 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=302883&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2759010[/C][C]Range[/C][C]5586[/C][C]Trim Var.[/C][C]2014400[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14609.4[/C][C]Range[/C][C]593[/C][C]Trim Var.[/C][C]7051.69[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]43120.5[/C][C]Range[/C][C]963[/C][C]Trim Var.[/C][C]20455.3[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]144416[/C][C]Range[/C][C]1792.5[/C][C]Trim Var.[/C][C]66189.2[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]32998.3[/C][C]Range[/C][C]666.5[/C][C]Trim Var.[/C][C]22271[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]25555.1[/C][C]Range[/C][C]597.5[/C][C]Trim Var.[/C][C]16678.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]66814.4[/C][C]Range[/C][C]1105.5[/C][C]Trim Var.[/C][C]36906[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]215869[/C][C]Range[/C][C]1974.5[/C][C]Trim Var.[/C][C]124207[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]64139.8[/C][C]Range[/C][C]1078[/C][C]Trim Var.[/C][C]36873.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]62645.9[/C][C]Range[/C][C]1000.5[/C][C]Trim Var.[/C][C]39082.2[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]111228[/C][C]Range[/C][C]1472[/C][C]Trim Var.[/C][C]40207[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]307074[/C][C]Range[/C][C]2751.5[/C][C]Trim Var.[/C][C]80555.6[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=302883&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=302883&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)2759010Range5586Trim Var.2014400
V(Y[t],d=1,D=0)14609.4Range593Trim Var.7051.69
V(Y[t],d=2,D=0)43120.5Range963Trim Var.20455.3
V(Y[t],d=3,D=0)144416Range1792.5Trim Var.66189.2
V(Y[t],d=0,D=1)32998.3Range666.5Trim Var.22271
V(Y[t],d=1,D=1)25555.1Range597.5Trim Var.16678.9
V(Y[t],d=2,D=1)66814.4Range1105.5Trim Var.36906
V(Y[t],d=3,D=1)215869Range1974.5Trim Var.124207
V(Y[t],d=0,D=2)64139.8Range1078Trim Var.36873.5
V(Y[t],d=1,D=2)62645.9Range1000.5Trim Var.39082.2
V(Y[t],d=2,D=2)111228Range1472Trim Var.40207
V(Y[t],d=3,D=2)307074Range2751.5Trim Var.80555.6


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = additive ; par2 = 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()