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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, 16 Dec 2011 10:35:13 -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/16/t132404973680xvlmm3pn0gacq.htm/, Retrieved Fri, 29 Mar 2024 09:25:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=156055, Retrieved Fri, 29 Mar 2024 09:25:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact99
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Univariate Data Series] [HPC Retail Sales] [2008-03-02 15:42:48] [74be16979710d4c4e7c6647856088456]
- RMPD  [Central Tendency] [Workshop 8 STAP 1...] [2011-11-26 13:04:08] [de8512d9b386046939a89973b76869e3]
- RMPD    [Decomposition by Loess] [Workshop 8 STAP 3...] [2011-11-26 14:09:35] [de8512d9b386046939a89973b76869e3]
- RMP       [Structural Time Series Models] [Workshop 8 STAP 3...] [2011-11-26 14:16:57] [de8512d9b386046939a89973b76869e3]
- RMPD        [Multiple Regression] [Workshop 8 STAP 5...] [2011-11-26 14:57:33] [de8512d9b386046939a89973b76869e3]
- RMPD            [Variance Reduction Matrix] [Paper SHW Deel 2...] [2011-12-16 15:35:13] [5c44e6aad476a1bab98fc6774eca4c08] [Current]
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Dataseries X:
235.10
280.70
264.60
240.70
201.40
240.80
241.10
223.80
206.10
174.70
203.30
220.50
299.50
347.40
338.30
327.70
351.60
396.60
438.80
395.60
363.50
378.80
357.00
369.00
464.80
479.10
431.30
366.50
326.30
355.10
331.60
261.30
249.00
205.50
235.60
240.90
264.90
253.80
232.30
193.80
177.00
213.20
207.20
180.60
188.60
175.40
199.00
179.60
225.80
234.00
200.20
183.60
178.20
203.20
208.50
191.80
172.80
148.00
159.40
154.50
213.20
196.40
182.80
176.40
153.60
173.20
171.00
151.20
161.90
157.20
201.70
236.40
356.10
398.30
403.70
384.60
365.80
368.10
367.90
347.00
343.30
292.90
311.50
300.90
366.90
356.90
329.70
316.20
269.00
289.30
266.20
253.60
233.80
228.40
253.60
260.10
306.60
309.20
309.50
271.00
279.90
317.90
298.40
246.70
227.30
209.10
259.90
266.00
320.60
308.50
282.20
262.70
263.50
313.10
284.30
252.60
250.30
246.50
312.70
333.20
446.40
511.60
515.50
506.40
483.20
522.30
509.80
460.70
405.80
375.00
378.50
406.80
467.80
469.80
429.80
355.80
332.70
378.00
360.50
334.70
319.50
323.10
363.60
352.10
411.90
388.60
416.40
360.70
338.00
417.20
388.40
371.10
331.50
353.70
396.70
447.00
533.50
565.40
542.30
488.70
467.10
531.30
496.10
444.00
403.40
386.30
394.10
404.10
462.10
448.10
432.30
386.30
395.20
421.90
382.90
384.20
345.50
323.40
372.60
376.00
462.70
487.00
444.20
399.30
394.90
455.40
414.00
375.50
347.00
339.40
385.80
378.80
451.80
446.10
422.50
383.10
352.80
445.30
367.50
355.10
326.20
319.80
331.80
340.90
394.10
417.20
369.90
349.20
321.40
405.70
342.90
316.50
284.20
270.90
288.80
278.80
324.40
310.90
299.00
273.00
279.30
359.20
305.00
282.10
250.30
246.50
257.90
266.50
315.90
318.40
295.40
266.40
245.80
362.80
324.90
294.20
289.50
295.20
290.30
272.00
307.40
328.70
292.90
249.10
230.40
361.50
321.70
277.20
260.70
251.00
257.60
241.80
287.50
292.30
274.70
254.20
230.00
339.00
318.20
287.00
295.80
284.00
271.00
262.70
340.60
379.40
373.30
355.20
338.40
466.90
451.00
422.00
429.20
425.90
460.70
463.60
541.40
544.20
517.50
469.40
439.40
549.00
533.00
506.10
484.00
457.00
481.50
469.50
544.70
541.20
521.50
469.70
434.40
542.60
517.30
485.70
465.80
447.00
426.60
411.60
467.50
484.50
451.20
417.40
379.90
484.70
455.00
420.80
416.50
376.30
405.60
405.80
500.80
514.00
475.50
430.10
414.40
538.00
526.00
488.50
520.20
504.40
568.50
610.60
818.00
830.90
835.90
782.00
762.30
856.90
820.90
769.60
752.20
724.40
723.10
719.50
817.40
803.30
752.50
689.00
630.40
765.50
757.70
732.20
702.60
683.30
709.50
702.20
784.80
810.90
755.60
656.80
615.10
745.30
694.10
675.70
643.70
622.10
634.60
588.00
689.70
673.90
647.90
568.80
545.70
632.60
643.80
593.10
579.70
546.00
562.90
572.50




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'AstonUniversity' @ aston.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 & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=156055&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]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=156055&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=156055&T=0

As an alternative you can also use a 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'AstonUniversity' @ aston.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)24040.7319917109Range708.9Trim Var.14891.1423067379
V(Y[t],d=1,D=0)1855.27831616522Range306.2Trim Var.1019.21726473461
V(Y[t],d=2,D=0)3601.51571083278Range388.2Trim Var.1764.0716917519
V(Y[t],d=3,D=0)10155.4683153647Range595.5Trim Var.5250.86267655406
V(Y[t],d=0,D=1)10061.5318845559Range585.7Trim Var.5798.12009737033
V(Y[t],d=1,D=1)795.483036989776Range221.9Trim Var.451.063415764475
V(Y[t],d=2,D=1)1251.20020977106Range223.4Trim Var.751.938251968809
V(Y[t],d=3,D=1)3933.17493248985Range389.7Trim Var.2351.74535475078
V(Y[t],d=0,D=2)23022.65043915Range819Trim Var.13637.4877562041
V(Y[t],d=1,D=2)2352.87163598807Range333.6Trim Var.1332.90434353283
V(Y[t],d=2,D=2)3506.43060400436Range407Trim Var.2059.39114521349
V(Y[t],d=3,D=2)10920.6579647792Range659.1Trim Var.6490.07402051023

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 24040.7319917109 & Range & 708.9 & Trim Var. & 14891.1423067379 \tabularnewline
V(Y[t],d=1,D=0) & 1855.27831616522 & Range & 306.2 & Trim Var. & 1019.21726473461 \tabularnewline
V(Y[t],d=2,D=0) & 3601.51571083278 & Range & 388.2 & Trim Var. & 1764.0716917519 \tabularnewline
V(Y[t],d=3,D=0) & 10155.4683153647 & Range & 595.5 & Trim Var. & 5250.86267655406 \tabularnewline
V(Y[t],d=0,D=1) & 10061.5318845559 & Range & 585.7 & Trim Var. & 5798.12009737033 \tabularnewline
V(Y[t],d=1,D=1) & 795.483036989776 & Range & 221.9 & Trim Var. & 451.063415764475 \tabularnewline
V(Y[t],d=2,D=1) & 1251.20020977106 & Range & 223.4 & Trim Var. & 751.938251968809 \tabularnewline
V(Y[t],d=3,D=1) & 3933.17493248985 & Range & 389.7 & Trim Var. & 2351.74535475078 \tabularnewline
V(Y[t],d=0,D=2) & 23022.65043915 & Range & 819 & Trim Var. & 13637.4877562041 \tabularnewline
V(Y[t],d=1,D=2) & 2352.87163598807 & Range & 333.6 & Trim Var. & 1332.90434353283 \tabularnewline
V(Y[t],d=2,D=2) & 3506.43060400436 & Range & 407 & Trim Var. & 2059.39114521349 \tabularnewline
V(Y[t],d=3,D=2) & 10920.6579647792 & Range & 659.1 & Trim Var. & 6490.07402051023 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=156055&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]24040.7319917109[/C][C]Range[/C][C]708.9[/C][C]Trim Var.[/C][C]14891.1423067379[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1855.27831616522[/C][C]Range[/C][C]306.2[/C][C]Trim Var.[/C][C]1019.21726473461[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3601.51571083278[/C][C]Range[/C][C]388.2[/C][C]Trim Var.[/C][C]1764.0716917519[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]10155.4683153647[/C][C]Range[/C][C]595.5[/C][C]Trim Var.[/C][C]5250.86267655406[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]10061.5318845559[/C][C]Range[/C][C]585.7[/C][C]Trim Var.[/C][C]5798.12009737033[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]795.483036989776[/C][C]Range[/C][C]221.9[/C][C]Trim Var.[/C][C]451.063415764475[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]1251.20020977106[/C][C]Range[/C][C]223.4[/C][C]Trim Var.[/C][C]751.938251968809[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]3933.17493248985[/C][C]Range[/C][C]389.7[/C][C]Trim Var.[/C][C]2351.74535475078[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]23022.65043915[/C][C]Range[/C][C]819[/C][C]Trim Var.[/C][C]13637.4877562041[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]2352.87163598807[/C][C]Range[/C][C]333.6[/C][C]Trim Var.[/C][C]1332.90434353283[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]3506.43060400436[/C][C]Range[/C][C]407[/C][C]Trim Var.[/C][C]2059.39114521349[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]10920.6579647792[/C][C]Range[/C][C]659.1[/C][C]Trim Var.[/C][C]6490.07402051023[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=156055&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=156055&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)24040.7319917109Range708.9Trim Var.14891.1423067379
V(Y[t],d=1,D=0)1855.27831616522Range306.2Trim Var.1019.21726473461
V(Y[t],d=2,D=0)3601.51571083278Range388.2Trim Var.1764.0716917519
V(Y[t],d=3,D=0)10155.4683153647Range595.5Trim Var.5250.86267655406
V(Y[t],d=0,D=1)10061.5318845559Range585.7Trim Var.5798.12009737033
V(Y[t],d=1,D=1)795.483036989776Range221.9Trim Var.451.063415764475
V(Y[t],d=2,D=1)1251.20020977106Range223.4Trim Var.751.938251968809
V(Y[t],d=3,D=1)3933.17493248985Range389.7Trim Var.2351.74535475078
V(Y[t],d=0,D=2)23022.65043915Range819Trim Var.13637.4877562041
V(Y[t],d=1,D=2)2352.87163598807Range333.6Trim Var.1332.90434353283
V(Y[t],d=2,D=2)3506.43060400436Range407Trim Var.2059.39114521349
V(Y[t],d=3,D=2)10920.6579647792Range659.1Trim Var.6490.07402051023



Parameters (Session):
par1 = additive ; par2 = 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(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()