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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationSat, 11 Mar 2017 21:53:08 +0000
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/Mar/11/t1489269222wd7os3s7kbly1w1.htm/, Retrieved Tue, 14 May 2024 07:47:53 +0200
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=, Retrieved Tue, 14 May 2024 07:47:53 +0200
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact0

Tree of Dependent Computations

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
17914000
51170000
119966000
24928000
61152000
45617000

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)1.32531e+15Range102052000Trim Var.2.33389e+14
V(Y[t],d=1,D=0)4.06777e+15Range163834000Trim Var.8.44727e+14
V(Y[t],d=2,D=0)1.58061e+16Range295096000Trim Var.3.81056e+15
V(Y[t],d=3,D=0)7.8894e+16Range494470000Trim Var.NA
V(Y[t],d=0,D=1)4.06777e+15Range163834000Trim Var.8.44727e+14
V(Y[t],d=1,D=1)1.58061e+16Range295096000Trim Var.3.81056e+15
V(Y[t],d=2,D=1)7.8894e+16Range494470000Trim Var.NA
V(Y[t],d=3,D=1)4.72963e+17Range972587000Trim Var.NA
V(Y[t],d=0,D=2)1.58061e+16Range295096000Trim Var.3.81056e+15
V(Y[t],d=1,D=2)7.8894e+16Range494470000Trim Var.NA
V(Y[t],d=2,D=2)4.72963e+17Range972587000Trim Var.NA
V(Y[t],d=3,D=2)NARange0Trim Var.NA

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1.32531e+15 & Range & 102052000 & Trim Var. & 2.33389e+14 \tabularnewline
V(Y[t],d=1,D=0) & 4.06777e+15 & Range & 163834000 & Trim Var. & 8.44727e+14 \tabularnewline
V(Y[t],d=2,D=0) & 1.58061e+16 & Range & 295096000 & Trim Var. & 3.81056e+15 \tabularnewline
V(Y[t],d=3,D=0) & 7.8894e+16 & Range & 494470000 & Trim Var. & NA \tabularnewline
V(Y[t],d=0,D=1) & 4.06777e+15 & Range & 163834000 & Trim Var. & 8.44727e+14 \tabularnewline
V(Y[t],d=1,D=1) & 1.58061e+16 & Range & 295096000 & Trim Var. & 3.81056e+15 \tabularnewline
V(Y[t],d=2,D=1) & 7.8894e+16 & Range & 494470000 & Trim Var. & NA \tabularnewline
V(Y[t],d=3,D=1) & 4.72963e+17 & Range & 972587000 & Trim Var. & NA \tabularnewline
V(Y[t],d=0,D=2) & 1.58061e+16 & Range & 295096000 & Trim Var. & 3.81056e+15 \tabularnewline
V(Y[t],d=1,D=2) & 7.8894e+16 & Range & 494470000 & Trim Var. & NA \tabularnewline
V(Y[t],d=2,D=2) & 4.72963e+17 & Range & 972587000 & Trim Var. & NA \tabularnewline
V(Y[t],d=3,D=2) & NA & Range & 0 & Trim Var. & NA \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1.32531e+15[/C][C]Range[/C][C]102052000[/C][C]Trim Var.[/C][C]2.33389e+14[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]4.06777e+15[/C][C]Range[/C][C]163834000[/C][C]Trim Var.[/C][C]8.44727e+14[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1.58061e+16[/C][C]Range[/C][C]295096000[/C][C]Trim Var.[/C][C]3.81056e+15[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]7.8894e+16[/C][C]Range[/C][C]494470000[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]4.06777e+15[/C][C]Range[/C][C]163834000[/C][C]Trim Var.[/C][C]8.44727e+14[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1.58061e+16[/C][C]Range[/C][C]295096000[/C][C]Trim Var.[/C][C]3.81056e+15[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]7.8894e+16[/C][C]Range[/C][C]494470000[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]4.72963e+17[/C][C]Range[/C][C]972587000[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1.58061e+16[/C][C]Range[/C][C]295096000[/C][C]Trim Var.[/C][C]3.81056e+15[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]7.8894e+16[/C][C]Range[/C][C]494470000[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]4.72963e+17[/C][C]Range[/C][C]972587000[/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]0[/C][C]Trim Var.[/C][C]NA[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=&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)1.32531e+15Range102052000Trim Var.2.33389e+14
V(Y[t],d=1,D=0)4.06777e+15Range163834000Trim Var.8.44727e+14
V(Y[t],d=2,D=0)1.58061e+16Range295096000Trim Var.3.81056e+15
V(Y[t],d=3,D=0)7.8894e+16Range494470000Trim Var.NA
V(Y[t],d=0,D=1)4.06777e+15Range163834000Trim Var.8.44727e+14
V(Y[t],d=1,D=1)1.58061e+16Range295096000Trim Var.3.81056e+15
V(Y[t],d=2,D=1)7.8894e+16Range494470000Trim Var.NA
V(Y[t],d=3,D=1)4.72963e+17Range972587000Trim Var.NA
V(Y[t],d=0,D=2)1.58061e+16Range295096000Trim Var.3.81056e+15
V(Y[t],d=1,D=2)7.8894e+16Range494470000Trim Var.NA
V(Y[t],d=2,D=2)4.72963e+17Range972587000Trim Var.NA
V(Y[t],d=3,D=2)NARange0Trim Var.NA


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Simple Box-Cox transform ; par2 = -5 ; par3 = 5 ; par4 = 0 ; par5 = No ;
Parameters (R input):
par1 = 1 ;
R code (references can be found in the software module):
par1 <- '1'
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()