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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 computationTue, 09 Dec 2008 14:59:36 -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/09/t1228860009o45f5f1uj434pjp.htm/, Retrieved Fri, 17 May 2024 06:38:05 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31824, Retrieved Fri, 17 May 2024 06:38:05 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact162

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 RMPD    [Variance Reduction Matrix] [Identification an...] [2008-12-09 21:59:36] [74a138e5b32af267311b5ad4cd13bf7e] [Current]
-    D      [Variance Reduction Matrix] [Paper Variance Re...] [2008-12-24 14:39:33] [1a689e9ccc515e1757f0522229a687e9]
- RMPD        [(Partial) Autocorrelation Function] [Paper Autocorrela...] [2008-12-24 14:44:07] [1a689e9ccc515e1757f0522229a687e9]
-   P           [(Partial) Autocorrelation Function] [Paper Variance Re...] [2008-12-24 14:47:06] [1a689e9ccc515e1757f0522229a687e9]
-   P             [(Partial) Autocorrelation Function] [Paper Autocorrela...] [2008-12-24 14:50:15] [1a689e9ccc515e1757f0522229a687e9]
Feedback Forum
2008-12-14 14:26:11 [Gert-Jan Geudens] [reply] 
Zeer correct en dus hebben we hier niets aan toe te voegen.
2008-12-14 14:28:30 [Gert-Jan Geudens] [reply] 
Zeer correct.
Een correlatiecoeffïenct is de weergave tussen een yt en yt met 1 periode opgeschoven. Als positieve coëfficiënten gevolgd worden door positieve en negatieve coëfficiënten door negatieve, dan is er sprake van autocorrelatie.

We zien hier inderdaad een lineaire trend maar van seizonaliteit is hier geen sprake.
2008-12-14 14:29:37 [Gert-Jan Geudens] [reply] 
De bovenstaande feedback moet bij de volgende link staan. Onze excuses hiervoor
2008-12-15 14:23:27 [Stefan Temmerman] [reply] 
Correcte interpretatie van de VRM.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
93,7
105,7
109,5
105,3
102,8
100,6
97,6
110,3
107,2
107,2
108,1
97,1
92,2
112,2
111,6
115,7
111,3
104,2
103,2
112,7
106,4
102,6
110,6
95,2
89
112,5
116,8
107,2
113,6
101,8
102,6
122,7
110,3
110,5
121,6
100,3
100,7
123,4
127,1
124,1
131,2
111,6
114,2
130,1
125,9
119
133,8
107,5
113,5
134,4
126,8
135,6
139,9
129,8
131
153,1
134,1
144,1
155,9
123,3
128,1
144,3
153
149,9
150,9
141
138,9
157,4
142,9
151,7
161
138,5
135,9
151,5
164
159,1
157
142,1
144,8
152,1
154,6
148,7
157,7
146,4
136,5

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31824&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31824&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31824&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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)407.024201680672Range75Trim Var.311.658025225225
V(Y[t],d=1,D=0)136.061353987378Range56.1Trim Var.79.143887449093
V(Y[t],d=2,D=0)346.525263003233Range81.8Trim Var.224.121632420091
V(Y[t],d=3,D=0)1019.95797651310Range144.6Trim Var.616.372949921753
V(Y[t],d=0,D=1)51.4686111111111Range34.7Trim Var.29.9337884615385
V(Y[t],d=1,D=1)52.4153345070423Range31.8Trim Var.31.3844444444445
V(Y[t],d=2,D=1)167.022185110664Range63.4Trim Var.98.6457654889914
V(Y[t],d=3,D=1)572.791861283644Range112.6Trim Var.336.672863564252
V(Y[t],d=0,D=2)104.155240437158Range45.4Trim Var.59.3238679245283
V(Y[t],d=1,D=2)123.384505649718Range51.3Trim Var.74.608459119497
V(Y[t],d=2,D=2)400.473471654004Range98.3Trim Var.264.125058055153
V(Y[t],d=3,D=2)1425.95620084695Range162.2Trim Var.936.47608974359

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 407.024201680672 & Range & 75 & Trim Var. & 311.658025225225 \tabularnewline
V(Y[t],d=1,D=0) & 136.061353987378 & Range & 56.1 & Trim Var. & 79.143887449093 \tabularnewline
V(Y[t],d=2,D=0) & 346.525263003233 & Range & 81.8 & Trim Var. & 224.121632420091 \tabularnewline
V(Y[t],d=3,D=0) & 1019.95797651310 & Range & 144.6 & Trim Var. & 616.372949921753 \tabularnewline
V(Y[t],d=0,D=1) & 51.4686111111111 & Range & 34.7 & Trim Var. & 29.9337884615385 \tabularnewline
V(Y[t],d=1,D=1) & 52.4153345070423 & Range & 31.8 & Trim Var. & 31.3844444444445 \tabularnewline
V(Y[t],d=2,D=1) & 167.022185110664 & Range & 63.4 & Trim Var. & 98.6457654889914 \tabularnewline
V(Y[t],d=3,D=1) & 572.791861283644 & Range & 112.6 & Trim Var. & 336.672863564252 \tabularnewline
V(Y[t],d=0,D=2) & 104.155240437158 & Range & 45.4 & Trim Var. & 59.3238679245283 \tabularnewline
V(Y[t],d=1,D=2) & 123.384505649718 & Range & 51.3 & Trim Var. & 74.608459119497 \tabularnewline
V(Y[t],d=2,D=2) & 400.473471654004 & Range & 98.3 & Trim Var. & 264.125058055153 \tabularnewline
V(Y[t],d=3,D=2) & 1425.95620084695 & Range & 162.2 & Trim Var. & 936.47608974359 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31824&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]407.024201680672[/C][C]Range[/C][C]75[/C][C]Trim Var.[/C][C]311.658025225225[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]136.061353987378[/C][C]Range[/C][C]56.1[/C][C]Trim Var.[/C][C]79.143887449093[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]346.525263003233[/C][C]Range[/C][C]81.8[/C][C]Trim Var.[/C][C]224.121632420091[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1019.95797651310[/C][C]Range[/C][C]144.6[/C][C]Trim Var.[/C][C]616.372949921753[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]51.4686111111111[/C][C]Range[/C][C]34.7[/C][C]Trim Var.[/C][C]29.9337884615385[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]52.4153345070423[/C][C]Range[/C][C]31.8[/C][C]Trim Var.[/C][C]31.3844444444445[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]167.022185110664[/C][C]Range[/C][C]63.4[/C][C]Trim Var.[/C][C]98.6457654889914[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]572.791861283644[/C][C]Range[/C][C]112.6[/C][C]Trim Var.[/C][C]336.672863564252[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]104.155240437158[/C][C]Range[/C][C]45.4[/C][C]Trim Var.[/C][C]59.3238679245283[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]123.384505649718[/C][C]Range[/C][C]51.3[/C][C]Trim Var.[/C][C]74.608459119497[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]400.473471654004[/C][C]Range[/C][C]98.3[/C][C]Trim Var.[/C][C]264.125058055153[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1425.95620084695[/C][C]Range[/C][C]162.2[/C][C]Trim Var.[/C][C]936.47608974359[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31824&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31824&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)407.024201680672Range75Trim Var.311.658025225225
V(Y[t],d=1,D=0)136.061353987378Range56.1Trim Var.79.143887449093
V(Y[t],d=2,D=0)346.525263003233Range81.8Trim Var.224.121632420091
V(Y[t],d=3,D=0)1019.95797651310Range144.6Trim Var.616.372949921753
V(Y[t],d=0,D=1)51.4686111111111Range34.7Trim Var.29.9337884615385
V(Y[t],d=1,D=1)52.4153345070423Range31.8Trim Var.31.3844444444445
V(Y[t],d=2,D=1)167.022185110664Range63.4Trim Var.98.6457654889914
V(Y[t],d=3,D=1)572.791861283644Range112.6Trim Var.336.672863564252
V(Y[t],d=0,D=2)104.155240437158Range45.4Trim Var.59.3238679245283
V(Y[t],d=1,D=2)123.384505649718Range51.3Trim Var.74.608459119497
V(Y[t],d=2,D=2)400.473471654004Range98.3Trim Var.264.125058055153
V(Y[t],d=3,D=2)1425.95620084695Range162.2Trim Var.936.47608974359


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')