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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 computationTue, 21 Dec 2010 20:22:15 +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/2010/Dec/21/t1292962805479kdoojqiw19mj.htm/, Retrieved Wed, 08 May 2024 19:32:57 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=113940, Retrieved Wed, 08 May 2024 19:32:57 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact178

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]
- RMP   [Spectral Analysis] [Unemployment] [2010-11-29 09:21:38] [b98453cac15ba1066b407e146608df68]
-   PD    [Spectral Analysis] [W9 CP d=0 D=0] [2010-12-03 09:52:55] [56d90b683fcd93137645f9226b43c62b]
-    D      [Spectral Analysis] [W9 CP origineel] [2010-12-03 11:43:03] [56d90b683fcd93137645f9226b43c62b]
-   P         [Spectral Analysis] [Spectral analysis] [2010-12-07 21:00:24] [608064602fec1c42028cf50c6f981c88]
-   P           [Spectral Analysis] [Cumulatief period...] [2010-12-07 21:35:11] [608064602fec1c42028cf50c6f981c88]
- RMP             [Variance Reduction Matrix] [Variantie-reducti...] [2010-12-07 21:40:21] [608064602fec1c42028cf50c6f981c88]
-   PD                [Variance Reduction Matrix] [Variantie-reducti...] [2010-12-21 20:22:15] [8bf9de033bd61652831a8b7489bc3566] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
8.1
9.9
11.5
23.4
25.4
27.9
26.1
18.8
14.1
11.5
15.8
12.4
4.5
-2.2
-4.2
-9.4
-14.5
-17.9
-15.1
-15.2
-15.7
-18
-18.1
-13.5
-9.9
-4.8
-1.7
-0.1
2.2
10.2
7.6
10.8
3.8
11
10.8
20.1
14.9
13
10.9
9.6
4
-1.1
-7.7
-8.9
-8
-7.1
-5.3
-2.5
-2.4
-2.9
-4.8
-7.2
1.7
2.2
13.4
12.3
13.7
4.4
-2.5

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 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 & 1 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113940&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]1 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=113940&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113940&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 time1 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24






Variance Reduction Matrix
V(Y[t],d=0,D=0)144.566031560491Range46Trim Var.103.882053701016
V(Y[t],d=1,D=0)22.9832062915910Range21.2Trim Var.14.6993778280543
V(Y[t],d=2,D=0)36.1021804511278Range28.7Trim Var.22.0425254901961
V(Y[t],d=3,D=0)117.544350649351Range48.4Trim Var.73.7659142857143
V(Y[t],d=0,D=1)487.976799259945Range79.4Trim Var.360.843780487805
V(Y[t],d=1,D=1)60.1891014492754Range34.9Trim Var.37.8160961538462
V(Y[t],d=2,D=1)77.4704343434343Range33.7Trim Var.51.5234412955466
V(Y[t],d=3,D=1)248.310169133192Range55.7Trim Var.177.228648648649
V(Y[t],d=0,D=2)1603.61946218487Range130.1Trim Var.1329.842
V(Y[t],d=1,D=2)186.897762923351Range48.4Trim Var.140.750068965517
V(Y[t],d=2,D=2)203.500587121212Range56.1Trim Var.126.852586206897
V(Y[t],d=3,D=2)629.370322580645Range100.4Trim Var.435.048095238095

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 144.566031560491 & Range & 46 & Trim Var. & 103.882053701016 \tabularnewline
V(Y[t],d=1,D=0) & 22.9832062915910 & Range & 21.2 & Trim Var. & 14.6993778280543 \tabularnewline
V(Y[t],d=2,D=0) & 36.1021804511278 & Range & 28.7 & Trim Var. & 22.0425254901961 \tabularnewline
V(Y[t],d=3,D=0) & 117.544350649351 & Range & 48.4 & Trim Var. & 73.7659142857143 \tabularnewline
V(Y[t],d=0,D=1) & 487.976799259945 & Range & 79.4 & Trim Var. & 360.843780487805 \tabularnewline
V(Y[t],d=1,D=1) & 60.1891014492754 & Range & 34.9 & Trim Var. & 37.8160961538462 \tabularnewline
V(Y[t],d=2,D=1) & 77.4704343434343 & Range & 33.7 & Trim Var. & 51.5234412955466 \tabularnewline
V(Y[t],d=3,D=1) & 248.310169133192 & Range & 55.7 & Trim Var. & 177.228648648649 \tabularnewline
V(Y[t],d=0,D=2) & 1603.61946218487 & Range & 130.1 & Trim Var. & 1329.842 \tabularnewline
V(Y[t],d=1,D=2) & 186.897762923351 & Range & 48.4 & Trim Var. & 140.750068965517 \tabularnewline
V(Y[t],d=2,D=2) & 203.500587121212 & Range & 56.1 & Trim Var. & 126.852586206897 \tabularnewline
V(Y[t],d=3,D=2) & 629.370322580645 & Range & 100.4 & Trim Var. & 435.048095238095 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=113940&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]144.566031560491[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]103.882053701016[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]22.9832062915910[/C][C]Range[/C][C]21.2[/C][C]Trim Var.[/C][C]14.6993778280543[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]36.1021804511278[/C][C]Range[/C][C]28.7[/C][C]Trim Var.[/C][C]22.0425254901961[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]117.544350649351[/C][C]Range[/C][C]48.4[/C][C]Trim Var.[/C][C]73.7659142857143[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]487.976799259945[/C][C]Range[/C][C]79.4[/C][C]Trim Var.[/C][C]360.843780487805[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]60.1891014492754[/C][C]Range[/C][C]34.9[/C][C]Trim Var.[/C][C]37.8160961538462[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]77.4704343434343[/C][C]Range[/C][C]33.7[/C][C]Trim Var.[/C][C]51.5234412955466[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]248.310169133192[/C][C]Range[/C][C]55.7[/C][C]Trim Var.[/C][C]177.228648648649[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1603.61946218487[/C][C]Range[/C][C]130.1[/C][C]Trim Var.[/C][C]1329.842[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]186.897762923351[/C][C]Range[/C][C]48.4[/C][C]Trim Var.[/C][C]140.750068965517[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]203.500587121212[/C][C]Range[/C][C]56.1[/C][C]Trim Var.[/C][C]126.852586206897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]629.370322580645[/C][C]Range[/C][C]100.4[/C][C]Trim Var.[/C][C]435.048095238095[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=113940&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=113940&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)144.566031560491Range46Trim Var.103.882053701016
V(Y[t],d=1,D=0)22.9832062915910Range21.2Trim Var.14.6993778280543
V(Y[t],d=2,D=0)36.1021804511278Range28.7Trim Var.22.0425254901961
V(Y[t],d=3,D=0)117.544350649351Range48.4Trim Var.73.7659142857143
V(Y[t],d=0,D=1)487.976799259945Range79.4Trim Var.360.843780487805
V(Y[t],d=1,D=1)60.1891014492754Range34.9Trim Var.37.8160961538462
V(Y[t],d=2,D=1)77.4704343434343Range33.7Trim Var.51.5234412955466
V(Y[t],d=3,D=1)248.310169133192Range55.7Trim Var.177.228648648649
V(Y[t],d=0,D=2)1603.61946218487Range130.1Trim Var.1329.842
V(Y[t],d=1,D=2)186.897762923351Range48.4Trim Var.140.750068965517
V(Y[t],d=2,D=2)203.500587121212Range56.1Trim Var.126.852586206897
V(Y[t],d=3,D=2)629.370322580645Range100.4Trim Var.435.048095238095


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 1 ; par2 = Include Monthly Dummies ; par3 = Linear Trend ;
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')