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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 computationMon, 23 Jan 2017 12:04:07 +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/2017/Jan/23/t1485169467p83i9bh92cjsbzn.htm/, Retrieved Wed, 15 May 2024 23:15:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=304975, Retrieved Wed, 15 May 2024 23:15:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact45

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] [] [2017-01-23 11:04:07] [c126b310dbdf6496413f2aa350bebe01] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
6
7
2
11
13
3
17
10
4
12
7
11
3
5
1
12
18
8
6
1

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=304975&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=304975&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=304975&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)25.1868Range17Trim Var.17.5588
V(Y[t],d=1,D=0)53.6491Range24Trim Var.38.0625
V(Y[t],d=2,D=0)161.529Range45Trim Var.115.062
V(Y[t],d=3,D=0)555.779Range81Trim Var.397.314
V(Y[t],d=0,D=1)67.8625Range26Trim Var.36.5769
V(Y[t],d=1,D=1)162.6Range38Trim Var.129.256
V(Y[t],d=2,D=1)511.324Range67Trim Var.340.873
V(Y[t],d=3,D=1)1703.73Range132Trim Var.1168.07
V(Y[t],d=0,D=2)182.629Range41Trim Var.125.378
V(Y[t],d=1,D=2)486.255Range67Trim Var.320.028
V(Y[t],d=2,D=2)1533.96Range132Trim Var.721.357
V(Y[t],d=3,D=2)5037.19Range218Trim Var.2613.62

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 25.1868 & Range & 17 & Trim Var. & 17.5588 \tabularnewline
V(Y[t],d=1,D=0) & 53.6491 & Range & 24 & Trim Var. & 38.0625 \tabularnewline
V(Y[t],d=2,D=0) & 161.529 & Range & 45 & Trim Var. & 115.062 \tabularnewline
V(Y[t],d=3,D=0) & 555.779 & Range & 81 & Trim Var. & 397.314 \tabularnewline
V(Y[t],d=0,D=1) & 67.8625 & Range & 26 & Trim Var. & 36.5769 \tabularnewline
V(Y[t],d=1,D=1) & 162.6 & Range & 38 & Trim Var. & 129.256 \tabularnewline
V(Y[t],d=2,D=1) & 511.324 & Range & 67 & Trim Var. & 340.873 \tabularnewline
V(Y[t],d=3,D=1) & 1703.73 & Range & 132 & Trim Var. & 1168.07 \tabularnewline
V(Y[t],d=0,D=2) & 182.629 & Range & 41 & Trim Var. & 125.378 \tabularnewline
V(Y[t],d=1,D=2) & 486.255 & Range & 67 & Trim Var. & 320.028 \tabularnewline
V(Y[t],d=2,D=2) & 1533.96 & Range & 132 & Trim Var. & 721.357 \tabularnewline
V(Y[t],d=3,D=2) & 5037.19 & Range & 218 & Trim Var. & 2613.62 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=304975&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]25.1868[/C][C]Range[/C][C]17[/C][C]Trim Var.[/C][C]17.5588[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]53.6491[/C][C]Range[/C][C]24[/C][C]Trim Var.[/C][C]38.0625[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]161.529[/C][C]Range[/C][C]45[/C][C]Trim Var.[/C][C]115.062[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]555.779[/C][C]Range[/C][C]81[/C][C]Trim Var.[/C][C]397.314[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]67.8625[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]36.5769[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]162.6[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]129.256[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]511.324[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]340.873[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1703.73[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]1168.07[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]182.629[/C][C]Range[/C][C]41[/C][C]Trim Var.[/C][C]125.378[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]486.255[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]320.028[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1533.96[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]721.357[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]5037.19[/C][C]Range[/C][C]218[/C][C]Trim Var.[/C][C]2613.62[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=304975&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=304975&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)25.1868Range17Trim Var.17.5588
V(Y[t],d=1,D=0)53.6491Range24Trim Var.38.0625
V(Y[t],d=2,D=0)161.529Range45Trim Var.115.062
V(Y[t],d=3,D=0)555.779Range81Trim Var.397.314
V(Y[t],d=0,D=1)67.8625Range26Trim Var.36.5769
V(Y[t],d=1,D=1)162.6Range38Trim Var.129.256
V(Y[t],d=2,D=1)511.324Range67Trim Var.340.873
V(Y[t],d=3,D=1)1703.73Range132Trim Var.1168.07
V(Y[t],d=0,D=2)182.629Range41Trim Var.125.378
V(Y[t],d=1,D=2)486.255Range67Trim Var.320.028
V(Y[t],d=2,D=2)1533.96Range132Trim Var.721.357
V(Y[t],d=3,D=2)5037.19Range218Trim Var.2613.62


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 4 ;
Parameters (R input):
par1 = 4 ;
R code (references can be found in the software module):
par1 <- '12'
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()