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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 computationTue, 22 Nov 2016 18:55:22 +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/22/t1479837625e8m7ngte5gqvgme.htm/, Retrieved Sun, 05 May 2024 15:42:48 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=296960, Retrieved Sun, 05 May 2024 15:42:48 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact67

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] [matrix] [2016-11-22 17:55:22] [d42b2dfaed369a60e2334709a5cede2f] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
1800
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2350
2350
2250
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1750
1950
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2400
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3300
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6650

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=296960&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=296960&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296960&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)2551010Range5650Trim Var.1959780
V(Y[t],d=1,D=0)102746Range1700Trim Var.51069.3
V(Y[t],d=2,D=0)267420Range2800Trim Var.124677
V(Y[t],d=3,D=0)786159Range4950Trim Var.392095
V(Y[t],d=0,D=1)294890Range2150Trim Var.200012
V(Y[t],d=1,D=1)49684.6Range1200Trim Var.26095.5
V(Y[t],d=2,D=1)127700Range2150Trim Var.71838.6
V(Y[t],d=3,D=1)412256Range3800Trim Var.241141
V(Y[t],d=0,D=2)616342Range3350Trim Var.399730
V(Y[t],d=1,D=2)129303Range1700Trim Var.80111.4
V(Y[t],d=2,D=2)319384Range2500Trim Var.198629
V(Y[t],d=3,D=2)1046850Range4400Trim Var.640269

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 2551010 & Range & 5650 & Trim Var. & 1959780 \tabularnewline
V(Y[t],d=1,D=0) & 102746 & Range & 1700 & Trim Var. & 51069.3 \tabularnewline
V(Y[t],d=2,D=0) & 267420 & Range & 2800 & Trim Var. & 124677 \tabularnewline
V(Y[t],d=3,D=0) & 786159 & Range & 4950 & Trim Var. & 392095 \tabularnewline
V(Y[t],d=0,D=1) & 294890 & Range & 2150 & Trim Var. & 200012 \tabularnewline
V(Y[t],d=1,D=1) & 49684.6 & Range & 1200 & Trim Var. & 26095.5 \tabularnewline
V(Y[t],d=2,D=1) & 127700 & Range & 2150 & Trim Var. & 71838.6 \tabularnewline
V(Y[t],d=3,D=1) & 412256 & Range & 3800 & Trim Var. & 241141 \tabularnewline
V(Y[t],d=0,D=2) & 616342 & Range & 3350 & Trim Var. & 399730 \tabularnewline
V(Y[t],d=1,D=2) & 129303 & Range & 1700 & Trim Var. & 80111.4 \tabularnewline
V(Y[t],d=2,D=2) & 319384 & Range & 2500 & Trim Var. & 198629 \tabularnewline
V(Y[t],d=3,D=2) & 1046850 & Range & 4400 & Trim Var. & 640269 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=296960&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]2551010[/C][C]Range[/C][C]5650[/C][C]Trim Var.[/C][C]1959780[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]102746[/C][C]Range[/C][C]1700[/C][C]Trim Var.[/C][C]51069.3[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]267420[/C][C]Range[/C][C]2800[/C][C]Trim Var.[/C][C]124677[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]786159[/C][C]Range[/C][C]4950[/C][C]Trim Var.[/C][C]392095[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]294890[/C][C]Range[/C][C]2150[/C][C]Trim Var.[/C][C]200012[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]49684.6[/C][C]Range[/C][C]1200[/C][C]Trim Var.[/C][C]26095.5[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]127700[/C][C]Range[/C][C]2150[/C][C]Trim Var.[/C][C]71838.6[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]412256[/C][C]Range[/C][C]3800[/C][C]Trim Var.[/C][C]241141[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]616342[/C][C]Range[/C][C]3350[/C][C]Trim Var.[/C][C]399730[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]129303[/C][C]Range[/C][C]1700[/C][C]Trim Var.[/C][C]80111.4[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]319384[/C][C]Range[/C][C]2500[/C][C]Trim Var.[/C][C]198629[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1046850[/C][C]Range[/C][C]4400[/C][C]Trim Var.[/C][C]640269[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=296960&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=296960&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)2551010Range5650Trim Var.1959780
V(Y[t],d=1,D=0)102746Range1700Trim Var.51069.3
V(Y[t],d=2,D=0)267420Range2800Trim Var.124677
V(Y[t],d=3,D=0)786159Range4950Trim Var.392095
V(Y[t],d=0,D=1)294890Range2150Trim Var.200012
V(Y[t],d=1,D=1)49684.6Range1200Trim Var.26095.5
V(Y[t],d=2,D=1)127700Range2150Trim Var.71838.6
V(Y[t],d=3,D=1)412256Range3800Trim Var.241141
V(Y[t],d=0,D=2)616342Range3350Trim Var.399730
V(Y[t],d=1,D=2)129303Range1700Trim Var.80111.4
V(Y[t],d=2,D=2)319384Range2500Trim Var.198629
V(Y[t],d=3,D=2)1046850Range4400Trim Var.640269


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()