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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 computationSun, 20 Jan 2019 21:34:25 +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/2019/Jan/20/t1548016471y23a2zkgl6bfqh9.htm/, Retrieved Fri, 03 May 2024 07:10:40 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=316573, Retrieved Fri, 03 May 2024 07:10:40 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact53

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] [] [2019-01-20 20:34:25] [9db4ee138061c7275d614be51b570c40] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4121
2610
3835
3853
2922
3456
3002
2972
2759
2619
3116
1973
3678
3149
3978
4108
3839
4068
2774
3305
3074
3455
3195
1604
4550
3524
4735
4420
4502
3801
2700
3148
3158
2946
2988
1704

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=316573&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=316573&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=316573&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)566584Range3131Trim Var.346426
V(Y[t],d=1,D=0)890234Range4537Trim Var.450905
V(Y[t],d=2,D=0)2727140Range8509Trim Var.1396690
V(Y[t],d=3,D=0)9378380Range14718Trim Var.4613190
V(Y[t],d=0,D=1)187237Range1426Trim Var.127628
V(Y[t],d=1,D=1)339838Range2171Trim Var.189662
V(Y[t],d=2,D=1)977180Range3427Trim Var.634296
V(Y[t],d=3,D=1)3213450Range6044Trim Var.2216810
V(Y[t],d=0,D=2)482850Range2660Trim Var.195691
V(Y[t],d=1,D=2)800666Range2538Trim Var.592830
V(Y[t],d=2,D=2)2179170Range3934Trim Var.1694750
V(Y[t],d=3,D=2)7568010Range7138Trim Var.5815450

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 566584 & Range & 3131 & Trim Var. & 346426 \tabularnewline
V(Y[t],d=1,D=0) & 890234 & Range & 4537 & Trim Var. & 450905 \tabularnewline
V(Y[t],d=2,D=0) & 2727140 & Range & 8509 & Trim Var. & 1396690 \tabularnewline
V(Y[t],d=3,D=0) & 9378380 & Range & 14718 & Trim Var. & 4613190 \tabularnewline
V(Y[t],d=0,D=1) & 187237 & Range & 1426 & Trim Var. & 127628 \tabularnewline
V(Y[t],d=1,D=1) & 339838 & Range & 2171 & Trim Var. & 189662 \tabularnewline
V(Y[t],d=2,D=1) & 977180 & Range & 3427 & Trim Var. & 634296 \tabularnewline
V(Y[t],d=3,D=1) & 3213450 & Range & 6044 & Trim Var. & 2216810 \tabularnewline
V(Y[t],d=0,D=2) & 482850 & Range & 2660 & Trim Var. & 195691 \tabularnewline
V(Y[t],d=1,D=2) & 800666 & Range & 2538 & Trim Var. & 592830 \tabularnewline
V(Y[t],d=2,D=2) & 2179170 & Range & 3934 & Trim Var. & 1694750 \tabularnewline
V(Y[t],d=3,D=2) & 7568010 & Range & 7138 & Trim Var. & 5815450 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=316573&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]566584[/C][C]Range[/C][C]3131[/C][C]Trim Var.[/C][C]346426[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]890234[/C][C]Range[/C][C]4537[/C][C]Trim Var.[/C][C]450905[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]2727140[/C][C]Range[/C][C]8509[/C][C]Trim Var.[/C][C]1396690[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]9378380[/C][C]Range[/C][C]14718[/C][C]Trim Var.[/C][C]4613190[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]187237[/C][C]Range[/C][C]1426[/C][C]Trim Var.[/C][C]127628[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]339838[/C][C]Range[/C][C]2171[/C][C]Trim Var.[/C][C]189662[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]977180[/C][C]Range[/C][C]3427[/C][C]Trim Var.[/C][C]634296[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3213450[/C][C]Range[/C][C]6044[/C][C]Trim Var.[/C][C]2216810[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]482850[/C][C]Range[/C][C]2660[/C][C]Trim Var.[/C][C]195691[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]800666[/C][C]Range[/C][C]2538[/C][C]Trim Var.[/C][C]592830[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2179170[/C][C]Range[/C][C]3934[/C][C]Trim Var.[/C][C]1694750[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]7568010[/C][C]Range[/C][C]7138[/C][C]Trim Var.[/C][C]5815450[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=316573&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=316573&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)566584Range3131Trim Var.346426
V(Y[t],d=1,D=0)890234Range4537Trim Var.450905
V(Y[t],d=2,D=0)2727140Range8509Trim Var.1396690
V(Y[t],d=3,D=0)9378380Range14718Trim Var.4613190
V(Y[t],d=0,D=1)187237Range1426Trim Var.127628
V(Y[t],d=1,D=1)339838Range2171Trim Var.189662
V(Y[t],d=2,D=1)977180Range3427Trim Var.634296
V(Y[t],d=3,D=1)3213450Range6044Trim Var.2216810
V(Y[t],d=0,D=2)482850Range2660Trim Var.195691
V(Y[t],d=1,D=2)800666Range2538Trim Var.592830
V(Y[t],d=2,D=2)2179170Range3934Trim Var.1694750
V(Y[t],d=3,D=2)7568010Range7138Trim Var.5815450


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 2 ; par2 = 1 ; par3 = TRUE ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- '2'
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()