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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 12:45:42 +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/t1485171947zrxm3vifl0enxge.htm/, Retrieved Wed, 15 May 2024 07:25:34 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=305106, Retrieved Wed, 15 May 2024 07:25:34 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact57

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 11:45:42] [36d120036157652e56f5c110bf74543e] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10.24
10.89
9
12.25
13.69
7.29
12.96
12.25
14.44
11.56
13.69
12.25
7.84
14.44
18.49
10.89
12.96
12.96
10.89
7.84

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=305106&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=305106&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305106&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)7.10363Range11.2Trim Var.4.1061
V(Y[t],d=1,D=0)14.7047Range14.2Trim Var.10.222
V(Y[t],d=2,D=0)42.971Range23.72Trim Var.29.9199
V(Y[t],d=3,D=0)141.326Range39.77Trim Var.104.736
V(Y[t],d=0,D=1)22.7426Range13.9Trim Var.11.1999
V(Y[t],d=1,D=1)49.0953Range17.25Trim Var.33.8189
V(Y[t],d=2,D=1)132.927Range28.27Trim Var.86.7242
V(Y[t],d=3,D=1)471.433Range48.18Trim Var.346.542
V(Y[t],d=0,D=2)NARange-InfTrim Var.NA
V(Y[t],d=1,D=2)NARange-InfTrim Var.NA
V(Y[t],d=2,D=2)NARange-InfTrim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 7.10363 & Range & 11.2 & Trim Var. & 4.1061 \tabularnewline
V(Y[t],d=1,D=0) & 14.7047 & Range & 14.2 & Trim Var. & 10.222 \tabularnewline
V(Y[t],d=2,D=0) & 42.971 & Range & 23.72 & Trim Var. & 29.9199 \tabularnewline
V(Y[t],d=3,D=0) & 141.326 & Range & 39.77 & Trim Var. & 104.736 \tabularnewline
V(Y[t],d=0,D=1) & 22.7426 & Range & 13.9 & Trim Var. & 11.1999 \tabularnewline
V(Y[t],d=1,D=1) & 49.0953 & Range & 17.25 & Trim Var. & 33.8189 \tabularnewline
V(Y[t],d=2,D=1) & 132.927 & Range & 28.27 & Trim Var. & 86.7242 \tabularnewline
V(Y[t],d=3,D=1) & 471.433 & Range & 48.18 & Trim Var. & 346.542 \tabularnewline
V(Y[t],d=0,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=1,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
V(Y[t],d=3,D=2) & NA & Range & -Inf & Trim Var. & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305106&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]7.10363[/C][C]Range[/C][C]11.2[/C][C]Trim Var.[/C][C]4.1061[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.7047[/C][C]Range[/C][C]14.2[/C][C]Trim Var.[/C][C]10.222[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]42.971[/C][C]Range[/C][C]23.72[/C][C]Trim Var.[/C][C]29.9199[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]141.326[/C][C]Range[/C][C]39.77[/C][C]Trim Var.[/C][C]104.736[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]22.7426[/C][C]Range[/C][C]13.9[/C][C]Trim Var.[/C][C]11.1999[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]49.0953[/C][C]Range[/C][C]17.25[/C][C]Trim Var.[/C][C]33.8189[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]132.927[/C][C]Range[/C][C]28.27[/C][C]Trim Var.[/C][C]86.7242[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]471.433[/C][C]Range[/C][C]48.18[/C][C]Trim Var.[/C][C]346.542[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]NA[/C][C]Range[/C][C]-Inf[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305106&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305106&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)7.10363Range11.2Trim Var.4.1061
V(Y[t],d=1,D=0)14.7047Range14.2Trim Var.10.222
V(Y[t],d=2,D=0)42.971Range23.72Trim Var.29.9199
V(Y[t],d=3,D=0)141.326Range39.77Trim Var.104.736
V(Y[t],d=0,D=1)22.7426Range13.9Trim Var.11.1999
V(Y[t],d=1,D=1)49.0953Range17.25Trim Var.33.8189
V(Y[t],d=2,D=1)132.927Range28.27Trim Var.86.7242
V(Y[t],d=3,D=1)471.433Range48.18Trim Var.346.542
V(Y[t],d=0,D=2)NARange-InfTrim Var.NA
V(Y[t],d=1,D=2)NARange-InfTrim Var.NA
V(Y[t],d=2,D=2)NARange-InfTrim Var.NA
V(Y[t],d=3,D=2)NARange-InfTrim Var.NA


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
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()