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R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Thu, 17 Nov 2016 11:08:35 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Nov/17/t1479377339wsqbgyaiszrsmsa.htm/, Retrieved Sun, 05 May 2024 11:46:46 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=296810, Retrieved Sun, 05 May 2024 11:46:46 +0000

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Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [Variance Reduction Matrix] [] [2016-11-17 10:08:35] [219800a2f11ddd28e3280d87dbde8c8d] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	Big 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=296810&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=296810&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296810&T=0

As an alternative you can also use a 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 Output	view raw output of R engine
Computing time	1 seconds
R Server	Big Analytics Cloud Computing Center

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1799330	Range	4983	Trim Var.	1380510
V(Y[t],d=1,D=0)	1649.08	Range	230	Trim Var.	934.907
V(Y[t],d=2,D=0)	1673.53	Range	233	Trim Var.	1015.68
V(Y[t],d=3,D=0)	4591.75	Range	330	Trim Var.	2673.75
V(Y[t],d=0,D=1)	85629.1	Range	1144	Trim Var.	58866.5
V(Y[t],d=1,D=1)	3245.41	Range	337	Trim Var.	1727.25
V(Y[t],d=2,D=1)	3624.63	Range	391	Trim Var.	1741.71
V(Y[t],d=3,D=1)	9710.33	Range	554	Trim Var.	5022.57
V(Y[t],d=0,D=2)	128040	Range	1468	Trim Var.	82275.1
V(Y[t],d=1,D=2)	8966.42	Range	590	Trim Var.	4630.55
V(Y[t],d=2,D=2)	10426.8	Range	664	Trim Var.	5227.13
V(Y[t],d=3,D=2)	27009.5	Range	909	Trim Var.	15390.4

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1799330 & Range & 4983 & Trim Var. & 1380510 \tabularnewline
V(Y[t],d=1,D=0) & 1649.08 & Range & 230 & Trim Var. & 934.907 \tabularnewline
V(Y[t],d=2,D=0) & 1673.53 & Range & 233 & Trim Var. & 1015.68 \tabularnewline
V(Y[t],d=3,D=0) & 4591.75 & Range & 330 & Trim Var. & 2673.75 \tabularnewline
V(Y[t],d=0,D=1) & 85629.1 & Range & 1144 & Trim Var. & 58866.5 \tabularnewline
V(Y[t],d=1,D=1) & 3245.41 & Range & 337 & Trim Var. & 1727.25 \tabularnewline
V(Y[t],d=2,D=1) & 3624.63 & Range & 391 & Trim Var. & 1741.71 \tabularnewline
V(Y[t],d=3,D=1) & 9710.33 & Range & 554 & Trim Var. & 5022.57 \tabularnewline
V(Y[t],d=0,D=2) & 128040 & Range & 1468 & Trim Var. & 82275.1 \tabularnewline
V(Y[t],d=1,D=2) & 8966.42 & Range & 590 & Trim Var. & 4630.55 \tabularnewline
V(Y[t],d=2,D=2) & 10426.8 & Range & 664 & Trim Var. & 5227.13 \tabularnewline
V(Y[t],d=3,D=2) & 27009.5 & Range & 909 & Trim Var. & 15390.4 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=296810&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1799330[/C][C]Range[/C][C]4983[/C][C]Trim Var.[/C][C]1380510[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1649.08[/C][C]Range[/C][C]230[/C][C]Trim Var.[/C][C]934.907[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1673.53[/C][C]Range[/C][C]233[/C][C]Trim Var.[/C][C]1015.68[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]4591.75[/C][C]Range[/C][C]330[/C][C]Trim Var.[/C][C]2673.75[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]85629.1[/C][C]Range[/C][C]1144[/C][C]Trim Var.[/C][C]58866.5[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]3245.41[/C][C]Range[/C][C]337[/C][C]Trim Var.[/C][C]1727.25[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3624.63[/C][C]Range[/C][C]391[/C][C]Trim Var.[/C][C]1741.71[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]9710.33[/C][C]Range[/C][C]554[/C][C]Trim Var.[/C][C]5022.57[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]128040[/C][C]Range[/C][C]1468[/C][C]Trim Var.[/C][C]82275.1[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]8966.42[/C][C]Range[/C][C]590[/C][C]Trim Var.[/C][C]4630.55[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]10426.8[/C][C]Range[/C][C]664[/C][C]Trim Var.[/C][C]5227.13[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]27009.5[/C][C]Range[/C][C]909[/C][C]Trim Var.[/C][C]15390.4[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=296810&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296810&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)	1799330	Range	4983	Trim Var.	1380510
V(Y[t],d=1,D=0)	1649.08	Range	230	Trim Var.	934.907
V(Y[t],d=2,D=0)	1673.53	Range	233	Trim Var.	1015.68
V(Y[t],d=3,D=0)	4591.75	Range	330	Trim Var.	2673.75
V(Y[t],d=0,D=1)	85629.1	Range	1144	Trim Var.	58866.5
V(Y[t],d=1,D=1)	3245.41	Range	337	Trim Var.	1727.25
V(Y[t],d=2,D=1)	3624.63	Range	391	Trim Var.	1741.71
V(Y[t],d=3,D=1)	9710.33	Range	554	Trim Var.	5022.57
V(Y[t],d=0,D=2)	128040	Range	1468	Trim Var.	82275.1
V(Y[t],d=1,D=2)	8966.42	Range	590	Trim Var.	4630.55
V(Y[t],d=2,D=2)	10426.8	Range	664	Trim Var.	5227.13
V(Y[t],d=3,D=2)	27009.5	Range	909	Trim Var.	15390.4

Figure 1

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Parameters (Session):

par1 = 200 ; par2 = 5 ; par3 = 0 ; par4 = P1 P5 Q1 Q3 P95 P99 ;

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()

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