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Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Mon, 23 Jan 2017 12:24:11 +0100

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Jan/23/t148517083874dqhorftkn0h5d.htm/, Retrieved Wed, 15 May 2024 22:00:24 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=305053, Retrieved Wed, 15 May 2024 22:00:24 +0000

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Estimated Impact

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

-       [Variance Reduction Matrix] [examen opl 5] [2017-01-23 11:24:11] [36d120036157652e56f5c110bf74543e] [Current]

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Dataseries X:

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Histogram

Boxplots

0.7923
-2.468
-2.996
3.119
0.04315
0.731
2.45
2.119
-1.429
-1.644
-3.065
-1.461
1.141
1.329
0.3396
0.8429
2.225
-1.924
0.4999
-0.6433

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	0 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 time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305053&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]

0 seconds[/C][/ROW] [ROW]

R Server[/C]

Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=305053&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305053&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	0 seconds
R Server	Big Analytics Cloud Computing Center

Variance Reduction Matrix
V(Y[t],d=0,D=0)	3.47028	Range	6.184	Trim Var.	2.7537
V(Y[t],d=1,D=0)	6.2646	Range	10.264	Trim Var.	3.59895
V(Y[t],d=2,D=0)	16.7672	Range	15.8339	Trim Var.	10.3553
V(Y[t],d=3,D=0)	52.9011	Range	28.7884	Trim Var.	30.6744
V(Y[t],d=0,D=1)	6.2646	Range	10.264	Trim Var.	3.59895
V(Y[t],d=1,D=1)	16.7672	Range	15.8339	Trim Var.	10.3553
V(Y[t],d=2,D=1)	52.9011	Range	28.7884	Trim Var.	30.6744
V(Y[t],d=3,D=1)	177.484	Range	51.0324	Trim Var.	101.595
V(Y[t],d=0,D=2)	16.7672	Range	15.8339	Trim Var.	10.3553
V(Y[t],d=1,D=2)	52.9011	Range	28.7884	Trim Var.	30.6744
V(Y[t],d=2,D=2)	177.484	Range	51.0324	Trim Var.	101.595
V(Y[t],d=3,D=2)	566.591	Range	93.0085	Trim Var.	299.656

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3.47028 & Range & 6.184 & Trim Var. & 2.7537 \tabularnewline
V(Y[t],d=1,D=0) & 6.2646 & Range & 10.264 & Trim Var. & 3.59895 \tabularnewline
V(Y[t],d=2,D=0) & 16.7672 & Range & 15.8339 & Trim Var. & 10.3553 \tabularnewline
V(Y[t],d=3,D=0) & 52.9011 & Range & 28.7884 & Trim Var. & 30.6744 \tabularnewline
V(Y[t],d=0,D=1) & 6.2646 & Range & 10.264 & Trim Var. & 3.59895 \tabularnewline
V(Y[t],d=1,D=1) & 16.7672 & Range & 15.8339 & Trim Var. & 10.3553 \tabularnewline
V(Y[t],d=2,D=1) & 52.9011 & Range & 28.7884 & Trim Var. & 30.6744 \tabularnewline
V(Y[t],d=3,D=1) & 177.484 & Range & 51.0324 & Trim Var. & 101.595 \tabularnewline
V(Y[t],d=0,D=2) & 16.7672 & Range & 15.8339 & Trim Var. & 10.3553 \tabularnewline
V(Y[t],d=1,D=2) & 52.9011 & Range & 28.7884 & Trim Var. & 30.6744 \tabularnewline
V(Y[t],d=2,D=2) & 177.484 & Range & 51.0324 & Trim Var. & 101.595 \tabularnewline
V(Y[t],d=3,D=2) & 566.591 & Range & 93.0085 & Trim Var. & 299.656 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305053&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3.47028[/C][C]Range[/C][C]6.184[/C][C]Trim Var.[/C][C]2.7537[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]6.2646[/C][C]Range[/C][C]10.264[/C][C]Trim Var.[/C][C]3.59895[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]16.7672[/C][C]Range[/C][C]15.8339[/C][C]Trim Var.[/C][C]10.3553[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]52.9011[/C][C]Range[/C][C]28.7884[/C][C]Trim Var.[/C][C]30.6744[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]6.2646[/C][C]Range[/C][C]10.264[/C][C]Trim Var.[/C][C]3.59895[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]16.7672[/C][C]Range[/C][C]15.8339[/C][C]Trim Var.[/C][C]10.3553[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]52.9011[/C][C]Range[/C][C]28.7884[/C][C]Trim Var.[/C][C]30.6744[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]177.484[/C][C]Range[/C][C]51.0324[/C][C]Trim Var.[/C][C]101.595[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]16.7672[/C][C]Range[/C][C]15.8339[/C][C]Trim Var.[/C][C]10.3553[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]52.9011[/C][C]Range[/C][C]28.7884[/C][C]Trim Var.[/C][C]30.6744[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]177.484[/C][C]Range[/C][C]51.0324[/C][C]Trim Var.[/C][C]101.595[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]566.591[/C][C]Range[/C][C]93.0085[/C][C]Trim Var.[/C][C]299.656[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305053&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305053&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)	3.47028	Range	6.184	Trim Var.	2.7537
V(Y[t],d=1,D=0)	6.2646	Range	10.264	Trim Var.	3.59895
V(Y[t],d=2,D=0)	16.7672	Range	15.8339	Trim Var.	10.3553
V(Y[t],d=3,D=0)	52.9011	Range	28.7884	Trim Var.	30.6744
V(Y[t],d=0,D=1)	6.2646	Range	10.264	Trim Var.	3.59895
V(Y[t],d=1,D=1)	16.7672	Range	15.8339	Trim Var.	10.3553
V(Y[t],d=2,D=1)	52.9011	Range	28.7884	Trim Var.	30.6744
V(Y[t],d=3,D=1)	177.484	Range	51.0324	Trim Var.	101.595
V(Y[t],d=0,D=2)	16.7672	Range	15.8339	Trim Var.	10.3553
V(Y[t],d=1,D=2)	52.9011	Range	28.7884	Trim Var.	30.6744
V(Y[t],d=2,D=2)	177.484	Range	51.0324	Trim Var.	101.595
V(Y[t],d=3,D=2)	566.591	Range	93.0085	Trim Var.	299.656

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;

Parameters (R input):

par1 = 1 ;

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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Dataset

Tables (Output of Computation)

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Input Parameters & R Code