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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, 26 Nov 2015 19:00:34 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2015/Nov/26/t1448564694sdj73yx04nh74jj.htm/, Retrieved Tue, 14 May 2024 13:11:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=284265, Retrieved Tue, 14 May 2024 13:11:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact109

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] [Variance Reductio...] [2015-11-26 19:00:34] [60fe8c82fc27b8a1ae22563c57c4f789] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
115608
194014
159504
270964
199258
152936
179409
218608
147835
212057
152764
170917
114223
213729
182766
256519
170775
190548
183871
233954
151108
226560
166132
211313
116620
192975
226055
276867
223481
155405
167692
207738
152378
171706
229257
185841
136063
199989
221635
276772
243634
158156
169797
235822
149088
224093
198357
191417
135318
221121
205032
280922
242591
174553
178911
240407
154373
229870
190009
196735

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' @ yule.wessa.net

\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' @ yule.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=284265&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' @ yule.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=284265&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=284265&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' @ yule.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)1661940000Range166699Trim Var.1099540000
V(Y[t],d=1,D=0)3526790000Range206153Trim Var.2904550000
V(Y[t],d=2,D=0)10835600000Range354214Trim Var.8897860000
V(Y[t],d=3,D=0)37753500000Range643634Trim Var.30922700000
V(Y[t],d=0,D=1)554582000Range117979Trim Var.285399000
V(Y[t],d=1,D=1)1508640000Range206576Trim Var.612439000
V(Y[t],d=2,D=1)5211530000Range380679Trim Var.2450800000
V(Y[t],d=3,D=1)19260900000Range720767Trim Var.9633670000
V(Y[t],d=0,D=2)1839040000Range201266Trim Var.1031930000
V(Y[t],d=1,D=2)5229790000Range326339Trim Var.2780200000
V(Y[t],d=2,D=2)18751300000Range639406Trim Var.10920400000
V(Y[t],d=3,D=2)70489500000Range1142050Trim Var.41816300000

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1661940000 & Range & 166699 & Trim Var. & 1099540000 \tabularnewline
V(Y[t],d=1,D=0) & 3526790000 & Range & 206153 & Trim Var. & 2904550000 \tabularnewline
V(Y[t],d=2,D=0) & 10835600000 & Range & 354214 & Trim Var. & 8897860000 \tabularnewline
V(Y[t],d=3,D=0) & 37753500000 & Range & 643634 & Trim Var. & 30922700000 \tabularnewline
V(Y[t],d=0,D=1) & 554582000 & Range & 117979 & Trim Var. & 285399000 \tabularnewline
V(Y[t],d=1,D=1) & 1508640000 & Range & 206576 & Trim Var. & 612439000 \tabularnewline
V(Y[t],d=2,D=1) & 5211530000 & Range & 380679 & Trim Var. & 2450800000 \tabularnewline
V(Y[t],d=3,D=1) & 19260900000 & Range & 720767 & Trim Var. & 9633670000 \tabularnewline
V(Y[t],d=0,D=2) & 1839040000 & Range & 201266 & Trim Var. & 1031930000 \tabularnewline
V(Y[t],d=1,D=2) & 5229790000 & Range & 326339 & Trim Var. & 2780200000 \tabularnewline
V(Y[t],d=2,D=2) & 18751300000 & Range & 639406 & Trim Var. & 10920400000 \tabularnewline
V(Y[t],d=3,D=2) & 70489500000 & Range & 1142050 & Trim Var. & 41816300000 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=284265&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1661940000[/C][C]Range[/C][C]166699[/C][C]Trim Var.[/C][C]1099540000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3526790000[/C][C]Range[/C][C]206153[/C][C]Trim Var.[/C][C]2904550000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]10835600000[/C][C]Range[/C][C]354214[/C][C]Trim Var.[/C][C]8897860000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]37753500000[/C][C]Range[/C][C]643634[/C][C]Trim Var.[/C][C]30922700000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]554582000[/C][C]Range[/C][C]117979[/C][C]Trim Var.[/C][C]285399000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1508640000[/C][C]Range[/C][C]206576[/C][C]Trim Var.[/C][C]612439000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]5211530000[/C][C]Range[/C][C]380679[/C][C]Trim Var.[/C][C]2450800000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]19260900000[/C][C]Range[/C][C]720767[/C][C]Trim Var.[/C][C]9633670000[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1839040000[/C][C]Range[/C][C]201266[/C][C]Trim Var.[/C][C]1031930000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]5229790000[/C][C]Range[/C][C]326339[/C][C]Trim Var.[/C][C]2780200000[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]18751300000[/C][C]Range[/C][C]639406[/C][C]Trim Var.[/C][C]10920400000[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]70489500000[/C][C]Range[/C][C]1142050[/C][C]Trim Var.[/C][C]41816300000[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=284265&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=284265&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)1661940000Range166699Trim Var.1099540000
V(Y[t],d=1,D=0)3526790000Range206153Trim Var.2904550000
V(Y[t],d=2,D=0)10835600000Range354214Trim Var.8897860000
V(Y[t],d=3,D=0)37753500000Range643634Trim Var.30922700000
V(Y[t],d=0,D=1)554582000Range117979Trim Var.285399000
V(Y[t],d=1,D=1)1508640000Range206576Trim Var.612439000
V(Y[t],d=2,D=1)5211530000Range380679Trim Var.2450800000
V(Y[t],d=3,D=1)19260900000Range720767Trim Var.9633670000
V(Y[t],d=0,D=2)1839040000Range201266Trim Var.1031930000
V(Y[t],d=1,D=2)5229790000Range326339Trim Var.2780200000
V(Y[t],d=2,D=2)18751300000Range639406Trim Var.10920400000
V(Y[t],d=3,D=2)70489500000Range1142050Trim Var.41816300000


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.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()