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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 computationMon, 19 Dec 2016 17:16:09 +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/19/t1482164461j6rghnnyxfez3q2.htm/, Retrieved Fri, 17 May 2024 13:49:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=301405, Retrieved Fri, 17 May 2024 13:49:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact71

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] [] [2016-12-19 16:16:09] [361c8dad91b3f1ef2e651cd04783c23b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
2755
2765
3000
2890
2940
3290
2815
3035
3070
3040
2685
2540
3090
2995
3440
3335
3205
3285
2790
3225
3360
3275
3505
3185
3470
3510
3840
3605
3655
3555
3140
3380
3255
3460
3245
3120
3265
3220
3140
3050
3300
2950
2630
2795
2840
2945
2790
2605
4590
4230
4245
4300
4475
3910
4100
3500
4390
3550
3865
3715
3310
3945
5050
4350
4060
4345
4360
4915
4650
4805
4775
4220
3975
3820
5515
4895
5535
4230
3695
5590
5000
4875
4360
4405
4500
4070
4800
4080
4850
4105
3805
5060
4060
4600
4635
3900
4120
3960
4400
3700
3970
4550
5140
5000
3650
4300
3650
3355
4000
3450
3295
3390
3415
3440
3680
3900
3965
4295
4210
4100
4690
3860
4250
4495
3800
3845

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=301405&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=301405&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301405&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)498771Range3050Trim Var.326000
V(Y[t],d=1,D=0)284346Range3335Trim Var.124016
V(Y[t],d=2,D=0)811867Range4915Trim Var.374442
V(Y[t],d=3,D=0)2677720Range8710Trim Var.1369520
V(Y[t],d=0,D=1)448383Range3010Trim Var.298810
V(Y[t],d=1,D=1)383519Range4230Trim Var.181473
V(Y[t],d=2,D=1)991104Range5905Trim Var.504875
V(Y[t],d=3,D=1)3027720Range9865Trim Var.1628580
V(Y[t],d=0,D=2)1142220Range4855Trim Var.719989
V(Y[t],d=1,D=2)1060740Range6780Trim Var.475698
V(Y[t],d=2,D=2)2742850Range9875Trim Var.1387480
V(Y[t],d=3,D=2)8354160Range17190Trim Var.4277380

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 498771 & Range & 3050 & Trim Var. & 326000 \tabularnewline
V(Y[t],d=1,D=0) & 284346 & Range & 3335 & Trim Var. & 124016 \tabularnewline
V(Y[t],d=2,D=0) & 811867 & Range & 4915 & Trim Var. & 374442 \tabularnewline
V(Y[t],d=3,D=0) & 2677720 & Range & 8710 & Trim Var. & 1369520 \tabularnewline
V(Y[t],d=0,D=1) & 448383 & Range & 3010 & Trim Var. & 298810 \tabularnewline
V(Y[t],d=1,D=1) & 383519 & Range & 4230 & Trim Var. & 181473 \tabularnewline
V(Y[t],d=2,D=1) & 991104 & Range & 5905 & Trim Var. & 504875 \tabularnewline
V(Y[t],d=3,D=1) & 3027720 & Range & 9865 & Trim Var. & 1628580 \tabularnewline
V(Y[t],d=0,D=2) & 1142220 & Range & 4855 & Trim Var. & 719989 \tabularnewline
V(Y[t],d=1,D=2) & 1060740 & Range & 6780 & Trim Var. & 475698 \tabularnewline
V(Y[t],d=2,D=2) & 2742850 & Range & 9875 & Trim Var. & 1387480 \tabularnewline
V(Y[t],d=3,D=2) & 8354160 & Range & 17190 & Trim Var. & 4277380 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=301405&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]498771[/C][C]Range[/C][C]3050[/C][C]Trim Var.[/C][C]326000[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]284346[/C][C]Range[/C][C]3335[/C][C]Trim Var.[/C][C]124016[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]811867[/C][C]Range[/C][C]4915[/C][C]Trim Var.[/C][C]374442[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2677720[/C][C]Range[/C][C]8710[/C][C]Trim Var.[/C][C]1369520[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]448383[/C][C]Range[/C][C]3010[/C][C]Trim Var.[/C][C]298810[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]383519[/C][C]Range[/C][C]4230[/C][C]Trim Var.[/C][C]181473[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]991104[/C][C]Range[/C][C]5905[/C][C]Trim Var.[/C][C]504875[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3027720[/C][C]Range[/C][C]9865[/C][C]Trim Var.[/C][C]1628580[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1142220[/C][C]Range[/C][C]4855[/C][C]Trim Var.[/C][C]719989[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1060740[/C][C]Range[/C][C]6780[/C][C]Trim Var.[/C][C]475698[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2742850[/C][C]Range[/C][C]9875[/C][C]Trim Var.[/C][C]1387480[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8354160[/C][C]Range[/C][C]17190[/C][C]Trim Var.[/C][C]4277380[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=301405&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=301405&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)498771Range3050Trim Var.326000
V(Y[t],d=1,D=0)284346Range3335Trim Var.124016
V(Y[t],d=2,D=0)811867Range4915Trim Var.374442
V(Y[t],d=3,D=0)2677720Range8710Trim Var.1369520
V(Y[t],d=0,D=1)448383Range3010Trim Var.298810
V(Y[t],d=1,D=1)383519Range4230Trim Var.181473
V(Y[t],d=2,D=1)991104Range5905Trim Var.504875
V(Y[t],d=3,D=1)3027720Range9865Trim Var.1628580
V(Y[t],d=0,D=2)1142220Range4855Trim Var.719989
V(Y[t],d=1,D=2)1060740Range6780Trim Var.475698
V(Y[t],d=2,D=2)2742850Range9875Trim Var.1387480
V(Y[t],d=3,D=2)8354160Range17190Trim Var.4277380


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 <- 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()