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 Module--
Title produced by softwareVariance Reduction Matrix
Date of computationWed, 14 Dec 2011 11:31:21 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/14/t1323880295etox8qf4rj1y85d.htm/, Retrieved Sun, 28 Apr 2024 06:56:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=155118, Retrieved Sun, 28 Apr 2024 06:56:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact106

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]
-    D    [Spectral Analysis] [Workshop 9, Cumul...] [2010-12-05 17:58:39] [3635fb7041b1998c5a1332cf9de22bce]
- R  D      [Spectral Analysis] [] [2011-12-01 13:50:22] [74be16979710d4c4e7c6647856088456]
- RMP         [Variance Reduction Matrix] [] [2011-12-01 14:05:51] [86a47bcc75cd2e0d5b5c9888edc893c2]
- R PD          [Variance Reduction Matrix] [] [2011-12-14 16:17:24] [86a47bcc75cd2e0d5b5c9888edc893c2]
-  M                [Variance Reduction Matrix] [] [2011-12-14 16:31:21] [d34c5d8ebaf8c35edbecb57bc39ed04e] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
9676
8642
9402
9610
9294
9448
10319
9548
9801
9596
8923
9746
9829
9125
9782
9441
9162
9915
10444
10209
9985
9842
9429
10132
9849
9172
10313
9819
9955
10048
10082
10541
10208
10233
9439
9963
10158
9225
10474
9757
10490
10281
10444
10640
10695
10786
9832
9747
10411
9511
10402
9701
10540
10112
10915
11183
10384
10834
9886
10216
10943
9867
10203
10837
10573
10647
11502
10656
10866
10835
9945
10331

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'Gwilym Jenkins' @ jenkins.wessa.net

\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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=155118&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]'Gwilym Jenkins' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=155118&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155118&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'Gwilym Jenkins' @ jenkins.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)316684.633607199Range2860Trim Var.200757.138888889
V(Y[t],d=1,D=0)367962.491348089Range2325Trim Var.279178.243215566
V(Y[t],d=2,D=0)1131640.78674948Range4148Trim Var.834420.661290323
V(Y[t],d=3,D=0)3742580.93009378Range7564Trim Var.2697148.77213115
V(Y[t],d=0,D=1)93820.813559322Range1663Trim Var.56505.2313067785
V(Y[t],d=1,D=1)221213.922852133Range2449Trim Var.122337.856313498
V(Y[t],d=2,D=1)688816.273442226Range4561Trim Var.373976.897435897
V(Y[t],d=3,D=1)2338453.25062657Range8371Trim Var.1252463.08078431
V(Y[t],d=0,D=2)209706.106382979Range2262Trim Var.118322.009872242
V(Y[t],d=1,D=2)424750.561517114Range3122Trim Var.216964.856097561
V(Y[t],d=2,D=2)1240730.17391304Range5752Trim Var.617344.048717949
V(Y[t],d=3,D=2)4104971.99191919Range10210Trim Var.1963878.7462888

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 316684.633607199 & Range & 2860 & Trim Var. & 200757.138888889 \tabularnewline
V(Y[t],d=1,D=0) & 367962.491348089 & Range & 2325 & Trim Var. & 279178.243215566 \tabularnewline
V(Y[t],d=2,D=0) & 1131640.78674948 & Range & 4148 & Trim Var. & 834420.661290323 \tabularnewline
V(Y[t],d=3,D=0) & 3742580.93009378 & Range & 7564 & Trim Var. & 2697148.77213115 \tabularnewline
V(Y[t],d=0,D=1) & 93820.813559322 & Range & 1663 & Trim Var. & 56505.2313067785 \tabularnewline
V(Y[t],d=1,D=1) & 221213.922852133 & Range & 2449 & Trim Var. & 122337.856313498 \tabularnewline
V(Y[t],d=2,D=1) & 688816.273442226 & Range & 4561 & Trim Var. & 373976.897435897 \tabularnewline
V(Y[t],d=3,D=1) & 2338453.25062657 & Range & 8371 & Trim Var. & 1252463.08078431 \tabularnewline
V(Y[t],d=0,D=2) & 209706.106382979 & Range & 2262 & Trim Var. & 118322.009872242 \tabularnewline
V(Y[t],d=1,D=2) & 424750.561517114 & Range & 3122 & Trim Var. & 216964.856097561 \tabularnewline
V(Y[t],d=2,D=2) & 1240730.17391304 & Range & 5752 & Trim Var. & 617344.048717949 \tabularnewline
V(Y[t],d=3,D=2) & 4104971.99191919 & Range & 10210 & Trim Var. & 1963878.7462888 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=155118&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]316684.633607199[/C][C]Range[/C][C]2860[/C][C]Trim Var.[/C][C]200757.138888889[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]367962.491348089[/C][C]Range[/C][C]2325[/C][C]Trim Var.[/C][C]279178.243215566[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]1131640.78674948[/C][C]Range[/C][C]4148[/C][C]Trim Var.[/C][C]834420.661290323[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]3742580.93009378[/C][C]Range[/C][C]7564[/C][C]Trim Var.[/C][C]2697148.77213115[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]93820.813559322[/C][C]Range[/C][C]1663[/C][C]Trim Var.[/C][C]56505.2313067785[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]221213.922852133[/C][C]Range[/C][C]2449[/C][C]Trim Var.[/C][C]122337.856313498[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]688816.273442226[/C][C]Range[/C][C]4561[/C][C]Trim Var.[/C][C]373976.897435897[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2338453.25062657[/C][C]Range[/C][C]8371[/C][C]Trim Var.[/C][C]1252463.08078431[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]209706.106382979[/C][C]Range[/C][C]2262[/C][C]Trim Var.[/C][C]118322.009872242[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]424750.561517114[/C][C]Range[/C][C]3122[/C][C]Trim Var.[/C][C]216964.856097561[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1240730.17391304[/C][C]Range[/C][C]5752[/C][C]Trim Var.[/C][C]617344.048717949[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]4104971.99191919[/C][C]Range[/C][C]10210[/C][C]Trim Var.[/C][C]1963878.7462888[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=155118&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=155118&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)316684.633607199Range2860Trim Var.200757.138888889
V(Y[t],d=1,D=0)367962.491348089Range2325Trim Var.279178.243215566
V(Y[t],d=2,D=0)1131640.78674948Range4148Trim Var.834420.661290323
V(Y[t],d=3,D=0)3742580.93009378Range7564Trim Var.2697148.77213115
V(Y[t],d=0,D=1)93820.813559322Range1663Trim Var.56505.2313067785
V(Y[t],d=1,D=1)221213.922852133Range2449Trim Var.122337.856313498
V(Y[t],d=2,D=1)688816.273442226Range4561Trim Var.373976.897435897
V(Y[t],d=3,D=1)2338453.25062657Range8371Trim Var.1252463.08078431
V(Y[t],d=0,D=2)209706.106382979Range2262Trim Var.118322.009872242
V(Y[t],d=1,D=2)424750.561517114Range3122Trim Var.216964.856097561
V(Y[t],d=2,D=2)1240730.17391304Range5752Trim Var.617344.048717949
V(Y[t],d=3,D=2)4104971.99191919Range10210Trim Var.1963878.7462888


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ;
Parameters (R input):
par1 = 12 ; par2 = ; par3 = ; par4 = ; par5 = ; par6 = ; par7 = ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;
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(myx,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')
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()