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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 computationFri, 27 Nov 2015 10:54:56 +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/27/t1448621709gubjocvrwec1uz2.htm/, Retrieved Wed, 15 May 2024 11:54:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=284301, Retrieved Wed, 15 May 2024 11:54:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact90

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] [] [2015-11-27 10:54:56] [11e09077693c238f0a6e6f4d2cf77105] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
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NA
NA
NA
NA
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NA
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NA
NA
76.83
77.74
80.47
79.56
82.28
100.92
113.2
90.92
86.83
82.74
83.65
80.92
83.19
83.65
83.65
83.65
86.83
100.47
91.38
101.38
95.92
88.19
88.19
80.47
80.92
79.56
80.92
88.19
91.83
96.38
97.29
102.29
99.1
92.74
87.29
85.47
91.38
92.74
89.56
88.65
93.2
99.56
109.11
124.56
115.47
96.38
92.29
86.83
87.29
85.92
85.92
88.65
91.83
112.29
101.83
125.02
102.74
95.01
91.83
86.38
87.29
88.19
89.1
89.1
103.65
127.75
125.47
125.47
109.11
100.01
95.01
85.01
86.83
86.83
86.83
86.83
100.47
111.38
105.47
102.74
105.01
96.38
94.1
86.83
92.74
93.2
95.47
96.38
99.56
120.47
123.2
114.11
120.93
102.74
101.83
95.47
100.01
100.01
98.2
100.01
103.65
114.56
134.11
131.84
113.65
107.29
102.29
94.56
97.29
98.2
95.47
100.47
116.38
117.29
140.93
120.02
111.38
108.65
105.92
99.1
101.83
102.74
102.74
105.47
108.65
139.57
110.47
118.65
120.02
109.11
108.2
101.38
106.38
108.65
107.74
105.92
129.56
139.11
125.93
123.65
118.65
110.47
110.02
100.47
104.1
106.6
105.5
107.5
117.9
136.3
156.8
135.8
130
117.5
115.8
105.5
111.6
113.2
113.1
112.5
120
147.6
149.9
131.2
134.6
122.2
117.7
106.8
111.5
111.3
109.5
112.1
127
135.9
150.4
135.6
134.9
124.1
120.8
112.8
117.4
118.6
119.2
119.7
128.6
142.8
170
145.9
140.1
128.7
123.4
114.6
120.2
122
121.3
123.2
141.1
129.7
152.4
141.9
137
129
124.6
117.3
122.7
121
122
122
126.3
158.1
164.9
143.3
151.4
136.8
133.1
124.8
132.6
130.2
129.6
129.7
133.7
148.3
155.1
157.2
147.2
142.7
135.9
123.8
132.3
132.7
130.7
129.9
145.5
156.6
161.7
156
146.1
136.8
132.5
129.5
129.5
134.7
136.6
138.4
149.6
159.5
171.4
162.1
163.1
152.4
145.5
133.9
136.6
139.4
141.2
144.9
181.4
187
211.4
178.1
168
154.4
150.4
139.4
144.7
143
148.3
152.7
173.3
226.3
218.2
184.6
174.9
161.4
161.4
145.8

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'Sir Maurice George Kendall' @ kendall.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 & 'Sir Maurice George Kendall' @ kendall.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=284301&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]'Sir Maurice George Kendall' @ kendall.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=284301&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=284301&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'Sir Maurice George Kendall' @ kendall.wessa.net






Variance Reduction Matrix
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.
V(Y[t],d=0,D=0)696.181Range149.47Trim Var.423.986
V(Y[t],d=1,D=0)118.981Range86.6Trim Var.53.467
V(Y[t],d=2,D=0)222.106Range98.38Trim Var.95.1548
V(Y[t],d=3,D=0)665.052Range190.8Trim Var.275.842
V(Y[t],d=0,D=1)74.2553Range70.46Trim Var.26.0687
V(Y[t],d=1,D=1)105.41Range100.14Trim Var.31.787
V(Y[t],d=2,D=1)308.409Range164.58Trim Var.93.4426
V(Y[t],d=3,D=1)1025.14Range307.78Trim Var.313.087
V(Y[t],d=0,D=2)191.998Range89.56Trim Var.86.7858
V(Y[t],d=1,D=2)280Range129.2Trim Var.98.6657
V(Y[t],d=2,D=2)828.71Range228.25Trim Var.254.871
V(Y[t],d=3,D=2)2772.91Range432.86Trim Var.873.716

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
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. \tabularnewline
V(Y[t],d=0,D=0) & 696.181 & Range & 149.47 & Trim Var. & 423.986 \tabularnewline
V(Y[t],d=1,D=0) & 118.981 & Range & 86.6 & Trim Var. & 53.467 \tabularnewline
V(Y[t],d=2,D=0) & 222.106 & Range & 98.38 & Trim Var. & 95.1548 \tabularnewline
V(Y[t],d=3,D=0) & 665.052 & Range & 190.8 & Trim Var. & 275.842 \tabularnewline
V(Y[t],d=0,D=1) & 74.2553 & Range & 70.46 & Trim Var. & 26.0687 \tabularnewline
V(Y[t],d=1,D=1) & 105.41 & Range & 100.14 & Trim Var. & 31.787 \tabularnewline
V(Y[t],d=2,D=1) & 308.409 & Range & 164.58 & Trim Var. & 93.4426 \tabularnewline
V(Y[t],d=3,D=1) & 1025.14 & Range & 307.78 & Trim Var. & 313.087 \tabularnewline
V(Y[t],d=0,D=2) & 191.998 & Range & 89.56 & Trim Var. & 86.7858 \tabularnewline
V(Y[t],d=1,D=2) & 280 & Range & 129.2 & Trim Var. & 98.6657 \tabularnewline
V(Y[t],d=2,D=2) & 828.71 & Range & 228.25 & Trim Var. & 254.871 \tabularnewline
V(Y[t],d=3,D=2) & 2772.91 & Range & 432.86 & Trim Var. & 873.716 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=284301&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]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.[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]696.181[/C][C]Range[/C][C]149.47[/C][C]Trim Var.[/C][C]423.986[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]118.981[/C][C]Range[/C][C]86.6[/C][C]Trim Var.[/C][C]53.467[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]222.106[/C][C]Range[/C][C]98.38[/C][C]Trim Var.[/C][C]95.1548[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]665.052[/C][C]Range[/C][C]190.8[/C][C]Trim Var.[/C][C]275.842[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]74.2553[/C][C]Range[/C][C]70.46[/C][C]Trim Var.[/C][C]26.0687[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]105.41[/C][C]Range[/C][C]100.14[/C][C]Trim Var.[/C][C]31.787[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]308.409[/C][C]Range[/C][C]164.58[/C][C]Trim Var.[/C][C]93.4426[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1025.14[/C][C]Range[/C][C]307.78[/C][C]Trim Var.[/C][C]313.087[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]191.998[/C][C]Range[/C][C]89.56[/C][C]Trim Var.[/C][C]86.7858[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]280[/C][C]Range[/C][C]129.2[/C][C]Trim Var.[/C][C]98.6657[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]828.71[/C][C]Range[/C][C]228.25[/C][C]Trim Var.[/C][C]254.871[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]2772.91[/C][C]Range[/C][C]432.86[/C][C]Trim Var.[/C][C]873.716[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=284301&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=284301&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
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.
V(Y[t],d=0,D=0)696.181Range149.47Trim Var.423.986
V(Y[t],d=1,D=0)118.981Range86.6Trim Var.53.467
V(Y[t],d=2,D=0)222.106Range98.38Trim Var.95.1548
V(Y[t],d=3,D=0)665.052Range190.8Trim Var.275.842
V(Y[t],d=0,D=1)74.2553Range70.46Trim Var.26.0687
V(Y[t],d=1,D=1)105.41Range100.14Trim Var.31.787
V(Y[t],d=2,D=1)308.409Range164.58Trim Var.93.4426
V(Y[t],d=3,D=1)1025.14Range307.78Trim Var.313.087
V(Y[t],d=0,D=2)191.998Range89.56Trim Var.86.7858
V(Y[t],d=1,D=2)280Range129.2Trim Var.98.6657
V(Y[t],d=2,D=2)828.71Range228.25Trim Var.254.871
V(Y[t],d=3,D=2)2772.91Range432.86Trim Var.873.716


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = Default ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;
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()