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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, 07 Dec 2008 06:13:31 -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/07/t1228655649dw4nli2coybbiyr.htm/, Retrieved Fri, 17 May 2024 07:01:19 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29932, Retrieved Fri, 17 May 2024 07:01:19 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact246

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Variance Reduction Matrix] [] [2008-11-30 18:13:06] [b745fd448f60064800b631a75a630267]
F RM D    [Standard Deviation-Mean Plot] [SMP Q1] [2008-12-07 13:12:10] [e5d91604aae608e98a8ea24759233f66]
F RM          [Variance Reduction Matrix] [VRM Q1] [2008-12-07 13:13:31] [55ca0ca4a201c9689dcf5fae352c92eb] [Current]
F RMP           [(Partial) Autocorrelation Function] [ACF Q2] [2008-12-07 13:20:49] [e5d91604aae608e98a8ea24759233f66]
- RMP             [Spectral Analysis] [Spectral Q2] [2008-12-07 13:23:21] [e5d91604aae608e98a8ea24759233f66]
F   P               [Spectral Analysis] [Spectral Q3] [2008-12-07 13:28:29] [e5d91604aae608e98a8ea24759233f66]
-   P                 [Spectral Analysis] [spectrum aangepast] [2008-12-18 14:46:11] [e5d91604aae608e98a8ea24759233f66]
-                   [Spectral Analysis] [spectrum] [2008-12-18 14:39:41] [e5d91604aae608e98a8ea24759233f66]
-    D                [Spectral Analysis] [spectrum zonder d...] [2008-12-18 15:10:35] [e5d91604aae608e98a8ea24759233f66]
-    D                  [Spectral Analysis] [spectrum aangepast] [2008-12-18 15:14:31] [e5d91604aae608e98a8ea24759233f66]
F   P             [(Partial) Autocorrelation Function] [ACF Q3] [2008-12-07 13:30:19] [e5d91604aae608e98a8ea24759233f66]
F RMP             [ARIMA Backward Selection] [ARMA Q5] [2008-12-07 13:46:58] [e5d91604aae608e98a8ea24759233f66]
-   P               [ARIMA Backward Selection] [ARIMA] [2008-12-10 17:52:14] [e5d91604aae608e98a8ea24759233f66]
- RMPD              [Histogram] [Histogram inflatie] [2008-12-10 18:06:14] [e5d91604aae608e98a8ea24759233f66]
- RMPD              [Variance Reduction Matrix] [VRM werkloosheid] [2008-12-10 18:11:05] [e5d91604aae608e98a8ea24759233f66]
- RMPD              [Standard Deviation-Mean Plot] [SD mean plot] [2008-12-10 18:14:21] [e5d91604aae608e98a8ea24759233f66]
-   PD              [ARIMA Backward Selection] [ARIMA Inflatie op...] [2008-12-10 18:24:04] [e5d91604aae608e98a8ea24759233f66]
-   PD              [ARIMA Backward Selection] [ARIMA Inflatie op...] [2008-12-10 18:32:43] [e5d91604aae608e98a8ea24759233f66]
-   P                 [ARIMA Backward Selection] [Arima backward 1] [2008-12-18 15:19:24] [e5d91604aae608e98a8ea24759233f66]
F RMPD              [ARIMA Forecasting] [Forecasting Infla...] [2008-12-10 18:36:07] [e5d91604aae608e98a8ea24759233f66]
-   P                 [ARIMA Forecasting] [Forecasting] [2008-12-18 16:01:41] [e5d91604aae608e98a8ea24759233f66]
-   P             [(Partial) Autocorrelation Function] [Verbetering works...] [2008-12-15 09:55:17] [cf9c64468d04c2c4dd548cc66b4e3677]
-   PD          [Variance Reduction Matrix] [vrm] [2008-12-18 15:08:52] [e5d91604aae608e98a8ea24759233f66]
Feedback Forum
2008-12-15 20:09:12 [Jeroen Aerts] [reply] 
Correct, er is inderdaad af te lezen op de tabel dat je bij d=1 en D=0 de laagste waarden bekomt.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
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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'Gwilym Jenkins' @ 72.249.127.135

\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 & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29932&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29932&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29932&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)52.3840336134454Range34Trim Var.27.0021471247199
V(Y[t],d=1,D=0)13.6180031334568Range20Trim Var.6.78607367475292
V(Y[t],d=2,D=0)32.017094017094Range35Trim Var.15.4249775381851
V(Y[t],d=3,D=0)100.377689360448Range63Trim Var.43.4751570531125
V(Y[t],d=0,D=1)88.1276393215646Range55Trim Var.44.838242169238
V(Y[t],d=1,D=1)31.3671310174572Range27Trim Var.16.5631136044881
V(Y[t],d=2,D=1)65.7735849056604Range42Trim Var.34.866163349348
V(Y[t],d=3,D=1)199.390659340659Range70Trim Var.106.326086956522
V(Y[t],d=0,D=2)276.464802631579Range84Trim Var.157.717647058824
V(Y[t],d=1,D=2)98.0821948488242Range49Trim Var.52.3253012048193
V(Y[t],d=2,D=2)191.482955845344Range74Trim Var.95.946811636791
V(Y[t],d=3,D=2)575.357877512856Range132Trim Var.283.031148986189

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 52.3840336134454 & Range & 34 & Trim Var. & 27.0021471247199 \tabularnewline
V(Y[t],d=1,D=0) & 13.6180031334568 & Range & 20 & Trim Var. & 6.78607367475292 \tabularnewline
V(Y[t],d=2,D=0) & 32.017094017094 & Range & 35 & Trim Var. & 15.4249775381851 \tabularnewline
V(Y[t],d=3,D=0) & 100.377689360448 & Range & 63 & Trim Var. & 43.4751570531125 \tabularnewline
V(Y[t],d=0,D=1) & 88.1276393215646 & Range & 55 & Trim Var. & 44.838242169238 \tabularnewline
V(Y[t],d=1,D=1) & 31.3671310174572 & Range & 27 & Trim Var. & 16.5631136044881 \tabularnewline
V(Y[t],d=2,D=1) & 65.7735849056604 & Range & 42 & Trim Var. & 34.866163349348 \tabularnewline
V(Y[t],d=3,D=1) & 199.390659340659 & Range & 70 & Trim Var. & 106.326086956522 \tabularnewline
V(Y[t],d=0,D=2) & 276.464802631579 & Range & 84 & Trim Var. & 157.717647058824 \tabularnewline
V(Y[t],d=1,D=2) & 98.0821948488242 & Range & 49 & Trim Var. & 52.3253012048193 \tabularnewline
V(Y[t],d=2,D=2) & 191.482955845344 & Range & 74 & Trim Var. & 95.946811636791 \tabularnewline
V(Y[t],d=3,D=2) & 575.357877512856 & Range & 132 & Trim Var. & 283.031148986189 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29932&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]52.3840336134454[/C][C]Range[/C][C]34[/C][C]Trim Var.[/C][C]27.0021471247199[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13.6180031334568[/C][C]Range[/C][C]20[/C][C]Trim Var.[/C][C]6.78607367475292[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]32.017094017094[/C][C]Range[/C][C]35[/C][C]Trim Var.[/C][C]15.4249775381851[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]100.377689360448[/C][C]Range[/C][C]63[/C][C]Trim Var.[/C][C]43.4751570531125[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]88.1276393215646[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]44.838242169238[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]31.3671310174572[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]16.5631136044881[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]65.7735849056604[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]34.866163349348[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]199.390659340659[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]106.326086956522[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]276.464802631579[/C][C]Range[/C][C]84[/C][C]Trim Var.[/C][C]157.717647058824[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]98.0821948488242[/C][C]Range[/C][C]49[/C][C]Trim Var.[/C][C]52.3253012048193[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]191.482955845344[/C][C]Range[/C][C]74[/C][C]Trim Var.[/C][C]95.946811636791[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]575.357877512856[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]283.031148986189[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29932&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29932&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)52.3840336134454Range34Trim Var.27.0021471247199
V(Y[t],d=1,D=0)13.6180031334568Range20Trim Var.6.78607367475292
V(Y[t],d=2,D=0)32.017094017094Range35Trim Var.15.4249775381851
V(Y[t],d=3,D=0)100.377689360448Range63Trim Var.43.4751570531125
V(Y[t],d=0,D=1)88.1276393215646Range55Trim Var.44.838242169238
V(Y[t],d=1,D=1)31.3671310174572Range27Trim Var.16.5631136044881
V(Y[t],d=2,D=1)65.7735849056604Range42Trim Var.34.866163349348
V(Y[t],d=3,D=1)199.390659340659Range70Trim Var.106.326086956522
V(Y[t],d=0,D=2)276.464802631579Range84Trim Var.157.717647058824
V(Y[t],d=1,D=2)98.0821948488242Range49Trim Var.52.3253012048193
V(Y[t],d=2,D=2)191.482955845344Range74Trim Var.95.946811636791
V(Y[t],d=3,D=2)575.357877512856Range132Trim Var.283.031148986189


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')