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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, 09 Dec 2016 13:54:50 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2016/Dec/09/t1481288146linjy3ovu39qjkt.htm/, Retrieved Fri, 17 May 2024 12:46:18 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=298512, Retrieved Fri, 17 May 2024 12:46:18 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact81

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...] [2016-12-09 12:54:50] [9fb47d69755d1f4b66b6f2591280f9e0] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2370
4040
3310
2500
2810
3240
2770
3390
3180
3740
3480
4330
3150
3560
3340
3200
2880
3500
2830
3290
4270
4830
4050
4060
3110
2830
3390
3180
2540
2750
4720
3300
3630
3330
4070
2880
3510
2560
2820
2710
2710
3560
2840
2790
2810
3270
4020
3950
2940
2210
2500
2660
2420
2690
2450
3210
3020
3360
2900
3140
2730
3000
2500
2630
2310
4020
2640
2750
3720
3490
3120
3110
2850
3350
2710
2550
2700
2670
2470
3520
3060
3060
2440
2560
2730
2580
2550
2380
2160
2280
2430
2610
2600
3200
3090
2940

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time1 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298512&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]1 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=298512&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298512&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
V(Y[t],d=0,D=0)315418Range2670Trim Var.196970
V(Y[t],d=1,D=0)388029Range3390Trim Var.203181
V(Y[t],d=2,D=0)1066660Range5420Trim Var.583331
V(Y[t],d=3,D=0)3446880Range10290Trim Var.1851060
V(Y[t],d=0,D=1)400760Range3770Trim Var.194042
V(Y[t],d=1,D=1)743345Range5330Trim Var.370752
V(Y[t],d=2,D=1)2139810Range8580Trim Var.1019700
V(Y[t],d=3,D=1)7011850Range14960Trim Var.3384370
V(Y[t],d=0,D=2)1217220Range6020Trim Var.626682
V(Y[t],d=1,D=2)2325220Range8580Trim Var.1109720
V(Y[t],d=2,D=2)6646910Range14960Trim Var.3423330
V(Y[t],d=3,D=2)21739500Range26450Trim Var.11144400

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 315418 & Range & 2670 & Trim Var. & 196970 \tabularnewline
V(Y[t],d=1,D=0) & 388029 & Range & 3390 & Trim Var. & 203181 \tabularnewline
V(Y[t],d=2,D=0) & 1066660 & Range & 5420 & Trim Var. & 583331 \tabularnewline
V(Y[t],d=3,D=0) & 3446880 & Range & 10290 & Trim Var. & 1851060 \tabularnewline
V(Y[t],d=0,D=1) & 400760 & Range & 3770 & Trim Var. & 194042 \tabularnewline
V(Y[t],d=1,D=1) & 743345 & Range & 5330 & Trim Var. & 370752 \tabularnewline
V(Y[t],d=2,D=1) & 2139810 & Range & 8580 & Trim Var. & 1019700 \tabularnewline
V(Y[t],d=3,D=1) & 7011850 & Range & 14960 & Trim Var. & 3384370 \tabularnewline
V(Y[t],d=0,D=2) & 1217220 & Range & 6020 & Trim Var. & 626682 \tabularnewline
V(Y[t],d=1,D=2) & 2325220 & Range & 8580 & Trim Var. & 1109720 \tabularnewline
V(Y[t],d=2,D=2) & 6646910 & Range & 14960 & Trim Var. & 3423330 \tabularnewline
V(Y[t],d=3,D=2) & 21739500 & Range & 26450 & Trim Var. & 11144400 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=298512&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]315418[/C][C]Range[/C][C]2670[/C][C]Trim Var.[/C][C]196970[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]388029[/C][C]Range[/C][C]3390[/C][C]Trim Var.[/C][C]203181[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1066660[/C][C]Range[/C][C]5420[/C][C]Trim Var.[/C][C]583331[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3446880[/C][C]Range[/C][C]10290[/C][C]Trim Var.[/C][C]1851060[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]400760[/C][C]Range[/C][C]3770[/C][C]Trim Var.[/C][C]194042[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]743345[/C][C]Range[/C][C]5330[/C][C]Trim Var.[/C][C]370752[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]2139810[/C][C]Range[/C][C]8580[/C][C]Trim Var.[/C][C]1019700[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]7011850[/C][C]Range[/C][C]14960[/C][C]Trim Var.[/C][C]3384370[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1217220[/C][C]Range[/C][C]6020[/C][C]Trim Var.[/C][C]626682[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2325220[/C][C]Range[/C][C]8580[/C][C]Trim Var.[/C][C]1109720[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]6646910[/C][C]Range[/C][C]14960[/C][C]Trim Var.[/C][C]3423330[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]21739500[/C][C]Range[/C][C]26450[/C][C]Trim Var.[/C][C]11144400[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=298512&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=298512&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)315418Range2670Trim Var.196970
V(Y[t],d=1,D=0)388029Range3390Trim Var.203181
V(Y[t],d=2,D=0)1066660Range5420Trim Var.583331
V(Y[t],d=3,D=0)3446880Range10290Trim Var.1851060
V(Y[t],d=0,D=1)400760Range3770Trim Var.194042
V(Y[t],d=1,D=1)743345Range5330Trim Var.370752
V(Y[t],d=2,D=1)2139810Range8580Trim Var.1019700
V(Y[t],d=3,D=1)7011850Range14960Trim Var.3384370
V(Y[t],d=0,D=2)1217220Range6020Trim Var.626682
V(Y[t],d=1,D=2)2325220Range8580Trim Var.1109720
V(Y[t],d=2,D=2)6646910Range14960Trim Var.3423330
V(Y[t],d=3,D=2)21739500Range26450Trim Var.11144400


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par4 = 12 ;
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- '4'
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()