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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 computationSat, 06 Dec 2008 03:45:14 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/06/t12285604024tmi5diio636kbg.htm/, Retrieved Fri, 17 May 2024 03:21:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29484, Retrieved Fri, 17 May 2024 03:21:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact214

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Standard Deviation-Mean Plot] [sdm ] [2008-12-05 13:33:27] [de72ca3f4fcfd0997c84e1ac92aea119]
F RM D      [Variance Reduction Matrix] [Q2 eigen tijdreeks] [2008-12-06 10:45:14] [56fd94b954e08a6655cb7790b21ee404] [Current]
F RMP         [(Partial) Autocorrelation Function] [Q2 eigen tijdreeks] [2008-12-06 10:52:06] [de72ca3f4fcfd0997c84e1ac92aea119]
F RMP           [Spectral Analysis] [Q2 eigen tijdreeks] [2008-12-06 10:56:27] [de72ca3f4fcfd0997c84e1ac92aea119]
-   P             [Spectral Analysis] [Q3 Eigen tijdreeks] [2008-12-06 11:07:10] [de72ca3f4fcfd0997c84e1ac92aea119]
-   P               [Spectral Analysis] [Q3 Eigen tijdreeks] [2008-12-06 13:01:00] [de72ca3f4fcfd0997c84e1ac92aea119]
-   P           [(Partial) Autocorrelation Function] [Q3 Eigen tijdreeks] [2008-12-06 13:06:08] [de72ca3f4fcfd0997c84e1ac92aea119]
-   P             [(Partial) Autocorrelation Function] [Q3 Eigen tijdreeks] [2008-12-06 13:14:50] [de72ca3f4fcfd0997c84e1ac92aea119]
- RMP         [Spectral Analysis] [step 3] [2008-12-09 15:58:44] [de72ca3f4fcfd0997c84e1ac92aea119]
F RMP         [(Partial) Autocorrelation Function] [step 3] [2008-12-09 16:02:19] [de72ca3f4fcfd0997c84e1ac92aea119]
Feedback Forum
2008-12-14 14:15:56 [Hannes Van Hoof] [reply] 
De kleinste variantie is bij de differentiatie d=1 en D=0. We differentieren hier dus enkel niet seizoenaal.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0.9059
0.8883
0.8924
0.8833
0.87
0.8758
0.8858
0.917
0.9554
0.9922
0.9778
0.9808
0.9811
1.0014
1.0183
1.0622
1.0773
1.0807
1.0848
1.1582
1.1663
1.1372
1.1139
1.1222
1.1692
1.1702
1.2286
1.2613
1.2646
1.2262
1.1985
1.2007
1.2138
1.2266
1.2176
1.2218
1.249
1.2991
1.3408
1.3119
1.3014
1.3201
1.2938
1.2694
1.2165
1.2037
1.2292
1.2256
1.2015
1.1786
1.1856
1.2103
1.1938
1.202
1.2271
1.277
1.265
1.2684
1.2811
1.2727
1.2611
1.2881
1.3213
1.2999
1.3074
1.3242
1.3516
1.3511
1.3419
1.3716
1.3622
1.3896
1.4227
1.4684

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29484&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29484&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29484&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0221909272436135Range0.5984Trim Var.0.0158649061934732
V(Y[t],d=1,D=0)0.000623467747336377Range0.1263Trim Var.0.000405097884615384
V(Y[t],d=2,D=0)0.000907875757042251Range0.1399Trim Var.0.000588032976190475
V(Y[t],d=3,D=0)0.00225803519517102Range0.238Trim Var.0.00139965128008192
V(Y[t],d=0,D=1)0.00809063292437863Range0.3964Trim Var.0.00457269519566737
V(Y[t],d=1,D=1)0.00133054746448087Range0.147300000000000Trim Var.0.000885902111756168
V(Y[t],d=2,D=1)0.00200094840677965Range0.1608Trim Var.0.001595413081761
V(Y[t],d=3,D=1)0.00492952545295146Range0.290299999999999Trim Var.0.00346416634978227
V(Y[t],d=0,D=2)0.0171803409632653Range0.5583Trim Var.0.0108380736997886
V(Y[t],d=1,D=2)0.00408069913265305Range0.247599999999999Trim Var.0.00268041445182725
V(Y[t],d=2,D=2)0.0064470029078014Range0.309299999999999Trim Var.0.0046288919860627
V(Y[t],d=3,D=2)0.0152778083533764Range0.551799999999999Trim Var.0.00915409989024384

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0221909272436135 & Range & 0.5984 & Trim Var. & 0.0158649061934732 \tabularnewline
V(Y[t],d=1,D=0) & 0.000623467747336377 & Range & 0.1263 & Trim Var. & 0.000405097884615384 \tabularnewline
V(Y[t],d=2,D=0) & 0.000907875757042251 & Range & 0.1399 & Trim Var. & 0.000588032976190475 \tabularnewline
V(Y[t],d=3,D=0) & 0.00225803519517102 & Range & 0.238 & Trim Var. & 0.00139965128008192 \tabularnewline
V(Y[t],d=0,D=1) & 0.00809063292437863 & Range & 0.3964 & Trim Var. & 0.00457269519566737 \tabularnewline
V(Y[t],d=1,D=1) & 0.00133054746448087 & Range & 0.147300000000000 & Trim Var. & 0.000885902111756168 \tabularnewline
V(Y[t],d=2,D=1) & 0.00200094840677965 & Range & 0.1608 & Trim Var. & 0.001595413081761 \tabularnewline
V(Y[t],d=3,D=1) & 0.00492952545295146 & Range & 0.290299999999999 & Trim Var. & 0.00346416634978227 \tabularnewline
V(Y[t],d=0,D=2) & 0.0171803409632653 & Range & 0.5583 & Trim Var. & 0.0108380736997886 \tabularnewline
V(Y[t],d=1,D=2) & 0.00408069913265305 & Range & 0.247599999999999 & Trim Var. & 0.00268041445182725 \tabularnewline
V(Y[t],d=2,D=2) & 0.0064470029078014 & Range & 0.309299999999999 & Trim Var. & 0.0046288919860627 \tabularnewline
V(Y[t],d=3,D=2) & 0.0152778083533764 & Range & 0.551799999999999 & Trim Var. & 0.00915409989024384 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29484&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0221909272436135[/C][C]Range[/C][C]0.5984[/C][C]Trim Var.[/C][C]0.0158649061934732[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000623467747336377[/C][C]Range[/C][C]0.1263[/C][C]Trim Var.[/C][C]0.000405097884615384[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.000907875757042251[/C][C]Range[/C][C]0.1399[/C][C]Trim Var.[/C][C]0.000588032976190475[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00225803519517102[/C][C]Range[/C][C]0.238[/C][C]Trim Var.[/C][C]0.00139965128008192[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00809063292437863[/C][C]Range[/C][C]0.3964[/C][C]Trim Var.[/C][C]0.00457269519566737[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00133054746448087[/C][C]Range[/C][C]0.147300000000000[/C][C]Trim Var.[/C][C]0.000885902111756168[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00200094840677965[/C][C]Range[/C][C]0.1608[/C][C]Trim Var.[/C][C]0.001595413081761[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00492952545295146[/C][C]Range[/C][C]0.290299999999999[/C][C]Trim Var.[/C][C]0.00346416634978227[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.0171803409632653[/C][C]Range[/C][C]0.5583[/C][C]Trim Var.[/C][C]0.0108380736997886[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00408069913265305[/C][C]Range[/C][C]0.247599999999999[/C][C]Trim Var.[/C][C]0.00268041445182725[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0064470029078014[/C][C]Range[/C][C]0.309299999999999[/C][C]Trim Var.[/C][C]0.0046288919860627[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0152778083533764[/C][C]Range[/C][C]0.551799999999999[/C][C]Trim Var.[/C][C]0.00915409989024384[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29484&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29484&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)0.0221909272436135Range0.5984Trim Var.0.0158649061934732
V(Y[t],d=1,D=0)0.000623467747336377Range0.1263Trim Var.0.000405097884615384
V(Y[t],d=2,D=0)0.000907875757042251Range0.1399Trim Var.0.000588032976190475
V(Y[t],d=3,D=0)0.00225803519517102Range0.238Trim Var.0.00139965128008192
V(Y[t],d=0,D=1)0.00809063292437863Range0.3964Trim Var.0.00457269519566737
V(Y[t],d=1,D=1)0.00133054746448087Range0.147300000000000Trim Var.0.000885902111756168
V(Y[t],d=2,D=1)0.00200094840677965Range0.1608Trim Var.0.001595413081761
V(Y[t],d=3,D=1)0.00492952545295146Range0.290299999999999Trim Var.0.00346416634978227
V(Y[t],d=0,D=2)0.0171803409632653Range0.5583Trim Var.0.0108380736997886
V(Y[t],d=1,D=2)0.00408069913265305Range0.247599999999999Trim Var.0.00268041445182725
V(Y[t],d=2,D=2)0.0064470029078014Range0.309299999999999Trim Var.0.0046288919860627
V(Y[t],d=3,D=2)0.0152778083533764Range0.551799999999999Trim Var.0.00915409989024384


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
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)
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(x,lag=1,differences=smalld)
if (bigd > 0) myx <- diff(myx,lag=par1,differences=bigd)
a<-table.element(a,var(myx))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,max(myx)-min(myx))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,var(smyx[smyx>quantile(smyx,0.05) & smyxa<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')