FreeStatistics.org

Free Statistics

of Irreproducible Research!

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, 12 Dec 2008 04:08:27 -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/12/t1229080216ddtak89wjorkjxk.htm/, Retrieved Mon, 13 May 2024 22:14:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=32548, Retrieved Mon, 13 May 2024 22:14:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact193

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] [VRM - vaste rente...] [2008-12-12 10:51:08] [c5a66f1c8528a963efc2b82a8519f117]
- RM D  [Standard Deviation-Mean Plot] [SDMP inschrijving...] [2008-12-12 11:03:14] [c5a66f1c8528a963efc2b82a8519f117]
- RM        [Variance Reduction Matrix] [VRM - inschrijvin...] [2008-12-12 11:08:27] [b4fc5040f26b33db57f84cfb8d1d2b82] [Current]
- RMP         [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:14:36] [c5a66f1c8528a963efc2b82a8519f117]
- RMP           [Spectral Analysis] [SA - inschrijving...] [2008-12-12 11:17:12] [c5a66f1c8528a963efc2b82a8519f117]
-                 [Spectral Analysis] [SA - inschrijving...] [2008-12-12 11:25:51] [c5a66f1c8528a963efc2b82a8519f117]
-  M D            [Spectral Analysis] [spectraalanalyse ...] [2009-12-11 14:10:59] [37a8d600db9abe09a2528d150ccff095]
-  MPD            [Spectral Analysis] [spectraalanalyse ...] [2009-12-11 14:34:45] [37a8d600db9abe09a2528d150ccff095]
-   P           [(Partial) Autocorrelation Function] [SA - inschrijving...] [2008-12-12 11:30:34] [c5a66f1c8528a963efc2b82a8519f117]
-   P           [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:32:48] [c5a66f1c8528a963efc2b82a8519f117]
-                 [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 11:37:19] [c5a66f1c8528a963efc2b82a8519f117]
- RM                [ARIMA Backward Selection] [ARIMA backward se...] [2008-12-12 11:51:13] [c5a66f1c8528a963efc2b82a8519f117]
- RM                  [ARIMA Forecasting] [ARIMA forecasting...] [2008-12-12 11:57:42] [c5a66f1c8528a963efc2b82a8519f117]
F                       [ARIMA Forecasting] [ARIMA forecasting...] [2008-12-12 12:06:55] [c5a66f1c8528a963efc2b82a8519f117]
-  MPD                    [ARIMA Forecasting] [ARIMA forecasting...] [2009-12-16 20:44:06] [37a8d600db9abe09a2528d150ccff095]
-  MPD                    [ARIMA Forecasting] [Arima forecast - ...] [2009-12-16 20:56:07] [37a8d600db9abe09a2528d150ccff095]
-  MPD                [ARIMA Backward Selection] [Arima backward se...] [2009-12-16 15:42:38] [37a8d600db9abe09a2528d150ccff095]
-  MPD              [(Partial) Autocorrelation Function] [ACF en PACF - uit...] [2009-12-11 15:34:04] [37a8d600db9abe09a2528d150ccff095]
-   P           [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:06:23] [c5a66f1c8528a963efc2b82a8519f117]
-   P             [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:09:53] [c5a66f1c8528a963efc2b82a8519f117]
-   P               [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:13:00] [c5a66f1c8528a963efc2b82a8519f117]
-   P                 [(Partial) Autocorrelation Function] [ACF - inschrijvin...] [2008-12-12 14:23:53] [c5a66f1c8528a963efc2b82a8519f117]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
17704
15548
28029
29383
36438
32034
22679
24319
18004
17537
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698
31956
29506
34506
27165
26736
23691
18157
17328
18205
20995
17382
9367
31124
26551
30651
25859
25100
25778
20418
18688
20424
24776
19814
12738
31566
30111
30019
31934
25826
26835
20205
17789
20520
22518
15572

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\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 & 3 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32548&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32548&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32548&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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)36577825.9032787Range27071Trim Var.22913991.7880987
V(Y[t],d=1,D=0)46217085.5073446Range31112Trim Var.22395134.6977638
V(Y[t],d=2,D=0)124431017.430158Range56102Trim Var.60443327.6139332
V(Y[t],d=3,D=0)407039050.951301Range91616Trim Var.225094159.197587
V(Y[t],d=0,D=1)7845175.7542517Range13417Trim Var.4495733.30232558
V(Y[t],d=1,D=1)9454972.52083333Range14391Trim Var.5498754.54645761
V(Y[t],d=2,D=1)27689723.5217391Range23280Trim Var.15114021.1475610
V(Y[t],d=3,D=1)97190865.2082126Range45511Trim Var.52204870.7121795
V(Y[t],d=0,D=2)23090047.2477477Range22017Trim Var.14995407.4393939
V(Y[t],d=1,D=2)20652234.9992063Range22090Trim Var.12342326.8346774
V(Y[t],d=2,D=2)56272359.4756303Range31755Trim Var.34483924.9225806
V(Y[t],d=3,D=2)200069262.685383Range56797Trim Var.124941305.098851

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 36577825.9032787 & Range & 27071 & Trim Var. & 22913991.7880987 \tabularnewline
V(Y[t],d=1,D=0) & 46217085.5073446 & Range & 31112 & Trim Var. & 22395134.6977638 \tabularnewline
V(Y[t],d=2,D=0) & 124431017.430158 & Range & 56102 & Trim Var. & 60443327.6139332 \tabularnewline
V(Y[t],d=3,D=0) & 407039050.951301 & Range & 91616 & Trim Var. & 225094159.197587 \tabularnewline
V(Y[t],d=0,D=1) & 7845175.7542517 & Range & 13417 & Trim Var. & 4495733.30232558 \tabularnewline
V(Y[t],d=1,D=1) & 9454972.52083333 & Range & 14391 & Trim Var. & 5498754.54645761 \tabularnewline
V(Y[t],d=2,D=1) & 27689723.5217391 & Range & 23280 & Trim Var. & 15114021.1475610 \tabularnewline
V(Y[t],d=3,D=1) & 97190865.2082126 & Range & 45511 & Trim Var. & 52204870.7121795 \tabularnewline
V(Y[t],d=0,D=2) & 23090047.2477477 & Range & 22017 & Trim Var. & 14995407.4393939 \tabularnewline
V(Y[t],d=1,D=2) & 20652234.9992063 & Range & 22090 & Trim Var. & 12342326.8346774 \tabularnewline
V(Y[t],d=2,D=2) & 56272359.4756303 & Range & 31755 & Trim Var. & 34483924.9225806 \tabularnewline
V(Y[t],d=3,D=2) & 200069262.685383 & Range & 56797 & Trim Var. & 124941305.098851 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=32548&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]36577825.9032787[/C][C]Range[/C][C]27071[/C][C]Trim Var.[/C][C]22913991.7880987[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]46217085.5073446[/C][C]Range[/C][C]31112[/C][C]Trim Var.[/C][C]22395134.6977638[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]124431017.430158[/C][C]Range[/C][C]56102[/C][C]Trim Var.[/C][C]60443327.6139332[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]407039050.951301[/C][C]Range[/C][C]91616[/C][C]Trim Var.[/C][C]225094159.197587[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]7845175.7542517[/C][C]Range[/C][C]13417[/C][C]Trim Var.[/C][C]4495733.30232558[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]9454972.52083333[/C][C]Range[/C][C]14391[/C][C]Trim Var.[/C][C]5498754.54645761[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]27689723.5217391[/C][C]Range[/C][C]23280[/C][C]Trim Var.[/C][C]15114021.1475610[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]97190865.2082126[/C][C]Range[/C][C]45511[/C][C]Trim Var.[/C][C]52204870.7121795[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]23090047.2477477[/C][C]Range[/C][C]22017[/C][C]Trim Var.[/C][C]14995407.4393939[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]20652234.9992063[/C][C]Range[/C][C]22090[/C][C]Trim Var.[/C][C]12342326.8346774[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]56272359.4756303[/C][C]Range[/C][C]31755[/C][C]Trim Var.[/C][C]34483924.9225806[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]200069262.685383[/C][C]Range[/C][C]56797[/C][C]Trim Var.[/C][C]124941305.098851[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=32548&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=32548&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)36577825.9032787Range27071Trim Var.22913991.7880987
V(Y[t],d=1,D=0)46217085.5073446Range31112Trim Var.22395134.6977638
V(Y[t],d=2,D=0)124431017.430158Range56102Trim Var.60443327.6139332
V(Y[t],d=3,D=0)407039050.951301Range91616Trim Var.225094159.197587
V(Y[t],d=0,D=1)7845175.7542517Range13417Trim Var.4495733.30232558
V(Y[t],d=1,D=1)9454972.52083333Range14391Trim Var.5498754.54645761
V(Y[t],d=2,D=1)27689723.5217391Range23280Trim Var.15114021.1475610
V(Y[t],d=3,D=1)97190865.2082126Range45511Trim Var.52204870.7121795
V(Y[t],d=0,D=2)23090047.2477477Range22017Trim Var.14995407.4393939
V(Y[t],d=1,D=2)20652234.9992063Range22090Trim Var.12342326.8346774
V(Y[t],d=2,D=2)56272359.4756303Range31755Trim Var.34483924.9225806
V(Y[t],d=3,D=2)200069262.685383Range56797Trim Var.124941305.098851


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')