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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 11:42:09 -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/t1228848146iufappqgjang4c5.htm/, Retrieved Sat, 25 May 2024 02:06:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31683, Retrieved Sat, 25 May 2024 02:06:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact168

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 RMP   [Standard Deviation-Mean Plot] [step 1] [2008-12-06 15:53:54] [74be16979710d4c4e7c6647856088456]
F RM D      [Variance Reduction Matrix] [step 3] [2008-12-09 18:42:09] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum
2008-12-16 18:04:01 [6066575aa30c0611e452e930b1dff53d] [reply] 
Hier vinden we inderdaad de kleinste variantie bij d=1 en D=1. Dit geldt ook voor de getrimde variantie waar het effect van de outliers beperkt is.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
113438
109416
109406
105645
101328
97686
93093
91382
122257
139183
139887
131822
116805
113706
113012
110452
107005
102841
98173
98181
137277
147579
146571
138920
130340
128140
127059
122860
117702
113537
108366
111078
150739
159129
157928
147768
137507
136919
136151
133001
125554
119647
114158
116193
152803
161761
160942
149470
139208
134588
130322
126611
122401
117352
112135
112879
148729
157230
157221
146681
136524
132111
125326
122716
116615
113719
110737
112093
143565
149946
149147
134339
122683
115614
116566
111272
104609
101802
94542
93051
124129
130374
123946
114971
105531
104919
104782
101281
94545
93248
84031
87486
115867
120327
117008
108811
104519

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' @ 72.249.76.132

\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' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31683&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' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31683&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31683&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' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)357888392.367483Range77730Trim Var.257068691.663459
V(Y[t],d=1,D=0)135710810.991118Range54678Trim Var.60725413.8086183
V(Y[t],d=2,D=0)182747573.283315Range70359Trim Var.81297272.177311
V(Y[t],d=3,D=0)428365245.582819Range102632Trim Var.176829810.686604
V(Y[t],d=0,D=1)93208009.4711485Range40221Trim Var.64398678.783063
V(Y[t],d=1,D=1)7463676.16336776Range14845Trim Var.3304967.29526101
V(Y[t],d=2,D=1)15708867.3808404Range26307Trim Var.6203534.21499239
V(Y[t],d=3,D=1)48353553.9260765Range41104Trim Var.19272074.6383020
V(Y[t],d=0,D=2)68820967.6510655Range36519Trim Var.44703709.6586538
V(Y[t],d=1,D=2)16041330.9546166Range19082Trim Var.8380337.80729167
V(Y[t],d=2,D=2)37693078.5496982Range32879Trim Var.17771678.3707117
V(Y[t],d=3,D=2)119508069.093996Range58402Trim Var.58339458.9013749

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 357888392.367483 & Range & 77730 & Trim Var. & 257068691.663459 \tabularnewline
V(Y[t],d=1,D=0) & 135710810.991118 & Range & 54678 & Trim Var. & 60725413.8086183 \tabularnewline
V(Y[t],d=2,D=0) & 182747573.283315 & Range & 70359 & Trim Var. & 81297272.177311 \tabularnewline
V(Y[t],d=3,D=0) & 428365245.582819 & Range & 102632 & Trim Var. & 176829810.686604 \tabularnewline
V(Y[t],d=0,D=1) & 93208009.4711485 & Range & 40221 & Trim Var. & 64398678.783063 \tabularnewline
V(Y[t],d=1,D=1) & 7463676.16336776 & Range & 14845 & Trim Var. & 3304967.29526101 \tabularnewline
V(Y[t],d=2,D=1) & 15708867.3808404 & Range & 26307 & Trim Var. & 6203534.21499239 \tabularnewline
V(Y[t],d=3,D=1) & 48353553.9260765 & Range & 41104 & Trim Var. & 19272074.6383020 \tabularnewline
V(Y[t],d=0,D=2) & 68820967.6510655 & Range & 36519 & Trim Var. & 44703709.6586538 \tabularnewline
V(Y[t],d=1,D=2) & 16041330.9546166 & Range & 19082 & Trim Var. & 8380337.80729167 \tabularnewline
V(Y[t],d=2,D=2) & 37693078.5496982 & Range & 32879 & Trim Var. & 17771678.3707117 \tabularnewline
V(Y[t],d=3,D=2) & 119508069.093996 & Range & 58402 & Trim Var. & 58339458.9013749 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31683&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]357888392.367483[/C][C]Range[/C][C]77730[/C][C]Trim Var.[/C][C]257068691.663459[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]135710810.991118[/C][C]Range[/C][C]54678[/C][C]Trim Var.[/C][C]60725413.8086183[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]182747573.283315[/C][C]Range[/C][C]70359[/C][C]Trim Var.[/C][C]81297272.177311[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]428365245.582819[/C][C]Range[/C][C]102632[/C][C]Trim Var.[/C][C]176829810.686604[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]93208009.4711485[/C][C]Range[/C][C]40221[/C][C]Trim Var.[/C][C]64398678.783063[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]7463676.16336776[/C][C]Range[/C][C]14845[/C][C]Trim Var.[/C][C]3304967.29526101[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]15708867.3808404[/C][C]Range[/C][C]26307[/C][C]Trim Var.[/C][C]6203534.21499239[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]48353553.9260765[/C][C]Range[/C][C]41104[/C][C]Trim Var.[/C][C]19272074.6383020[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]68820967.6510655[/C][C]Range[/C][C]36519[/C][C]Trim Var.[/C][C]44703709.6586538[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]16041330.9546166[/C][C]Range[/C][C]19082[/C][C]Trim Var.[/C][C]8380337.80729167[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]37693078.5496982[/C][C]Range[/C][C]32879[/C][C]Trim Var.[/C][C]17771678.3707117[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]119508069.093996[/C][C]Range[/C][C]58402[/C][C]Trim Var.[/C][C]58339458.9013749[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31683&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31683&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)357888392.367483Range77730Trim Var.257068691.663459
V(Y[t],d=1,D=0)135710810.991118Range54678Trim Var.60725413.8086183
V(Y[t],d=2,D=0)182747573.283315Range70359Trim Var.81297272.177311
V(Y[t],d=3,D=0)428365245.582819Range102632Trim Var.176829810.686604
V(Y[t],d=0,D=1)93208009.4711485Range40221Trim Var.64398678.783063
V(Y[t],d=1,D=1)7463676.16336776Range14845Trim Var.3304967.29526101
V(Y[t],d=2,D=1)15708867.3808404Range26307Trim Var.6203534.21499239
V(Y[t],d=3,D=1)48353553.9260765Range41104Trim Var.19272074.6383020
V(Y[t],d=0,D=2)68820967.6510655Range36519Trim Var.44703709.6586538
V(Y[t],d=1,D=2)16041330.9546166Range19082Trim Var.8380337.80729167
V(Y[t],d=2,D=2)37693078.5496982Range32879Trim Var.17771678.3707117
V(Y[t],d=3,D=2)119508069.093996Range58402Trim Var.58339458.9013749


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')