FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 17 Nov 2016 10:11:27 +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/Nov/17/t14793739907mxoqgy3glg34dw.htm/, Retrieved Sun, 05 May 2024 08:52:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=296786, Retrieved Sun, 05 May 2024 08:52:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact82

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] [] [2016-11-17 09:11:27] [219800a2f11ddd28e3280d87dbde8c8d] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4506
4311
4436
4376.5
4428
4394.5
4289
4313.5
4489.5
4294.5
4383.5
4208
4104
4296
4296.5
4439.5
4688.5
4673.5
4935.5
4946
4954.5
4919.5
5020
5106
4952
5061.5
5291.5
5275
5362
5482
5670
5946.5
5675
5892
6091.5
6321
6351
6405.5
6480
6556.5
6820.5
6974.5
7028.5
7043.5

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=296786&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=296786&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296786&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)817058Range2939.5Trim Var.598839
V(Y[t],d=1,D=0)18960Range548Trim Var.11841.3
V(Y[t],d=2,D=0)42575.9Range1036.5Trim Var.23079.7
V(Y[t],d=3,D=0)132975Range1673Trim Var.74081.3
V(Y[t],d=0,D=1)227728Range1894.5Trim Var.141407
V(Y[t],d=1,D=1)33317.1Range667Trim Var.22274.5
V(Y[t],d=2,D=1)78369Range1078Trim Var.52543.1
V(Y[t],d=3,D=1)245523Range1964Trim Var.153986
V(Y[t],d=0,D=2)95378Range1162Trim Var.64449.4
V(Y[t],d=1,D=2)85559.3Range881.5Trim Var.71876.9
V(Y[t],d=2,D=2)214805Range1539.5Trim Var.163957
V(Y[t],d=3,D=2)639914Range2819Trim Var.447045

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 817058 & Range & 2939.5 & Trim Var. & 598839 \tabularnewline
V(Y[t],d=1,D=0) & 18960 & Range & 548 & Trim Var. & 11841.3 \tabularnewline
V(Y[t],d=2,D=0) & 42575.9 & Range & 1036.5 & Trim Var. & 23079.7 \tabularnewline
V(Y[t],d=3,D=0) & 132975 & Range & 1673 & Trim Var. & 74081.3 \tabularnewline
V(Y[t],d=0,D=1) & 227728 & Range & 1894.5 & Trim Var. & 141407 \tabularnewline
V(Y[t],d=1,D=1) & 33317.1 & Range & 667 & Trim Var. & 22274.5 \tabularnewline
V(Y[t],d=2,D=1) & 78369 & Range & 1078 & Trim Var. & 52543.1 \tabularnewline
V(Y[t],d=3,D=1) & 245523 & Range & 1964 & Trim Var. & 153986 \tabularnewline
V(Y[t],d=0,D=2) & 95378 & Range & 1162 & Trim Var. & 64449.4 \tabularnewline
V(Y[t],d=1,D=2) & 85559.3 & Range & 881.5 & Trim Var. & 71876.9 \tabularnewline
V(Y[t],d=2,D=2) & 214805 & Range & 1539.5 & Trim Var. & 163957 \tabularnewline
V(Y[t],d=3,D=2) & 639914 & Range & 2819 & Trim Var. & 447045 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=296786&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]817058[/C][C]Range[/C][C]2939.5[/C][C]Trim Var.[/C][C]598839[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]18960[/C][C]Range[/C][C]548[/C][C]Trim Var.[/C][C]11841.3[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]42575.9[/C][C]Range[/C][C]1036.5[/C][C]Trim Var.[/C][C]23079.7[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]132975[/C][C]Range[/C][C]1673[/C][C]Trim Var.[/C][C]74081.3[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]227728[/C][C]Range[/C][C]1894.5[/C][C]Trim Var.[/C][C]141407[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]33317.1[/C][C]Range[/C][C]667[/C][C]Trim Var.[/C][C]22274.5[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]78369[/C][C]Range[/C][C]1078[/C][C]Trim Var.[/C][C]52543.1[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]245523[/C][C]Range[/C][C]1964[/C][C]Trim Var.[/C][C]153986[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]95378[/C][C]Range[/C][C]1162[/C][C]Trim Var.[/C][C]64449.4[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]85559.3[/C][C]Range[/C][C]881.5[/C][C]Trim Var.[/C][C]71876.9[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]214805[/C][C]Range[/C][C]1539.5[/C][C]Trim Var.[/C][C]163957[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]639914[/C][C]Range[/C][C]2819[/C][C]Trim Var.[/C][C]447045[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=296786&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296786&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)817058Range2939.5Trim Var.598839
V(Y[t],d=1,D=0)18960Range548Trim Var.11841.3
V(Y[t],d=2,D=0)42575.9Range1036.5Trim Var.23079.7
V(Y[t],d=3,D=0)132975Range1673Trim Var.74081.3
V(Y[t],d=0,D=1)227728Range1894.5Trim Var.141407
V(Y[t],d=1,D=1)33317.1Range667Trim Var.22274.5
V(Y[t],d=2,D=1)78369Range1078Trim Var.52543.1
V(Y[t],d=3,D=1)245523Range1964Trim Var.153986
V(Y[t],d=0,D=2)95378Range1162Trim Var.64449.4
V(Y[t],d=1,D=2)85559.3Range881.5Trim Var.71876.9
V(Y[t],d=2,D=2)214805Range1539.5Trim Var.163957
V(Y[t],d=3,D=2)639914Range2819Trim Var.447045


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()