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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 computationThu, 31 Jan 2019 14:40:59 +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/31/t1548942068ie6dm16vh3l3tgw.htm/, Retrieved Sun, 05 May 2024 18:56:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=317694, Retrieved Sun, 05 May 2024 18:56:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact27

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] [] [2019-01-31 13:40:59] [9f050f8aed6d13342aa7dd8a5b9f6dd8] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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=317694&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=317694&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=317694&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)26.1985Range30Trim Var.11.2679
V(Y[t],d=1,D=0)52.2499Range47Trim Var.23.2896
V(Y[t],d=2,D=0)155.058Range79Trim Var.79.4305
V(Y[t],d=3,D=0)511.898Range156Trim Var.265.819
V(Y[t],d=0,D=1)56.8263Range47Trim Var.26.9787
V(Y[t],d=1,D=1)107.606Range69Trim Var.53.2744
V(Y[t],d=2,D=1)314.198Range111Trim Var.171.137
V(Y[t],d=3,D=1)1030.28Range193Trim Var.579.184
V(Y[t],d=0,D=2)172.628Range79Trim Var.86.9161
V(Y[t],d=1,D=2)322.374Range126Trim Var.176.488
V(Y[t],d=2,D=2)943.478Range172Trim Var.534.699
V(Y[t],d=3,D=2)3102.36Range323Trim Var.1798.72

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 26.1985 & Range & 30 & Trim Var. & 11.2679 \tabularnewline
V(Y[t],d=1,D=0) & 52.2499 & Range & 47 & Trim Var. & 23.2896 \tabularnewline
V(Y[t],d=2,D=0) & 155.058 & Range & 79 & Trim Var. & 79.4305 \tabularnewline
V(Y[t],d=3,D=0) & 511.898 & Range & 156 & Trim Var. & 265.819 \tabularnewline
V(Y[t],d=0,D=1) & 56.8263 & Range & 47 & Trim Var. & 26.9787 \tabularnewline
V(Y[t],d=1,D=1) & 107.606 & Range & 69 & Trim Var. & 53.2744 \tabularnewline
V(Y[t],d=2,D=1) & 314.198 & Range & 111 & Trim Var. & 171.137 \tabularnewline
V(Y[t],d=3,D=1) & 1030.28 & Range & 193 & Trim Var. & 579.184 \tabularnewline
V(Y[t],d=0,D=2) & 172.628 & Range & 79 & Trim Var. & 86.9161 \tabularnewline
V(Y[t],d=1,D=2) & 322.374 & Range & 126 & Trim Var. & 176.488 \tabularnewline
V(Y[t],d=2,D=2) & 943.478 & Range & 172 & Trim Var. & 534.699 \tabularnewline
V(Y[t],d=3,D=2) & 3102.36 & Range & 323 & Trim Var. & 1798.72 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=317694&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]26.1985[/C][C]Range[/C][C]30[/C][C]Trim Var.[/C][C]11.2679[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]52.2499[/C][C]Range[/C][C]47[/C][C]Trim Var.[/C][C]23.2896[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]155.058[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]79.4305[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]511.898[/C][C]Range[/C][C]156[/C][C]Trim Var.[/C][C]265.819[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]56.8263[/C][C]Range[/C][C]47[/C][C]Trim Var.[/C][C]26.9787[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]107.606[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]53.2744[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]314.198[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]171.137[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1030.28[/C][C]Range[/C][C]193[/C][C]Trim Var.[/C][C]579.184[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]172.628[/C][C]Range[/C][C]79[/C][C]Trim Var.[/C][C]86.9161[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]322.374[/C][C]Range[/C][C]126[/C][C]Trim Var.[/C][C]176.488[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]943.478[/C][C]Range[/C][C]172[/C][C]Trim Var.[/C][C]534.699[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3102.36[/C][C]Range[/C][C]323[/C][C]Trim Var.[/C][C]1798.72[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=317694&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=317694&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)26.1985Range30Trim Var.11.2679
V(Y[t],d=1,D=0)52.2499Range47Trim Var.23.2896
V(Y[t],d=2,D=0)155.058Range79Trim Var.79.4305
V(Y[t],d=3,D=0)511.898Range156Trim Var.265.819
V(Y[t],d=0,D=1)56.8263Range47Trim Var.26.9787
V(Y[t],d=1,D=1)107.606Range69Trim Var.53.2744
V(Y[t],d=2,D=1)314.198Range111Trim Var.171.137
V(Y[t],d=3,D=1)1030.28Range193Trim Var.579.184
V(Y[t],d=0,D=2)172.628Range79Trim Var.86.9161
V(Y[t],d=1,D=2)322.374Range126Trim Var.176.488
V(Y[t],d=2,D=2)943.478Range172Trim Var.534.699
V(Y[t],d=3,D=2)3102.36Range323Trim Var.1798.72


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = 2 ; par3 = 3 ; par4 = TRUE ;
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()