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Author's title

Author

*The author of this computation has been verified*

R Software Module

rwasp_variancereduction.wasp

Title produced by software

Variance Reduction Matrix

Date of computation

Mon, 01 Dec 2008 13:20:44 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/01/t1228162885yyd5ca8zhsdg3vp.htm/, Retrieved Sun, 05 May 2024 14:30:13 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=27327, Retrieved Sun, 05 May 2024 14:30:13 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

252

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

F     [Univariate Data Series] [Airline data] [2007-10-18 09:58:47] [42daae401fd3def69a25014f2252b4c2]
F RMPD  [Cross Correlation Function] [Q7 - zonder trans...] [2008-12-01 20:04:13] [299afd6311e4c20059ea2f05c8dd029d]
F RM D      [Variance Reduction Matrix] [Q8] [2008-12-01 20:20:44] [5e2b1e7aa808f9f0d23fd35605d4968f] [Current]
F    D        [Variance Reduction Matrix] [Q8 - 2] [2008-12-01 20:25:07] [299afd6311e4c20059ea2f05c8dd029d] 
- RM            [Standard Deviation-Mean Plot] [Q8 standard devia...] [2008-12-06 19:18:56] [7d3039e6253bb5fb3b26df1537d500b4] 
- RM            [Standard Deviation-Mean Plot] [Verbetering Q7 - 2] [2008-12-08 19:52:58] [299afd6311e4c20059ea2f05c8dd029d] 
F RM D          [Standard Deviation-Mean Plot] [Deel 2: Step 1] [2008-12-08 20:09:35] [299afd6311e4c20059ea2f05c8dd029d] 
- RM D            [Variance Reduction Matrix] [Deel 2: Step 2 - VRM] [2008-12-08 20:13:17] [299afd6311e4c20059ea2f05c8dd029d] 
-                   [Variance Reduction Matrix] [Totale Uitvoer - VRM] [2008-12-17 16:00:59] [299afd6311e4c20059ea2f05c8dd029d] 
-  MPD                [Variance Reduction Matrix] [] [2010-12-24 11:50:15] [4dfa50539945b119a90a7606969443b9] 
- RM D            [(Partial) Autocorrelation Function] [Deel 2:  Step 2 -...] [2008-12-08 20:20:51] [299afd6311e4c20059ea2f05c8dd029d] 
- RM D            [(Partial) Autocorrelation Function] [Deel 2: Step 2 - ...] [2008-12-08 20:22:18] [299afd6311e4c20059ea2f05c8dd029d] 
-   P               [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:33:20] [299afd6311e4c20059ea2f05c8dd029d] 
-   P                 [(Partial) Autocorrelation Function] [Uitvoer vanuit Be...] [2008-12-13 16:37:32] [299afd6311e4c20059ea2f05c8dd029d] 
-   P                   [(Partial) Autocorrelation Function] [d=0 D=1] [2008-12-14 13:55:01] [299afd6311e4c20059ea2f05c8dd029d] 
-   P               [(Partial) Autocorrelation Function] [Totale Uitvoer d=...] [2008-12-17 16:03:30] [299afd6311e4c20059ea2f05c8dd029d] 
- RM D            [(Partial) Autocorrelation Function] [Deel 2: Step 2 - ...] [2008-12-08 20:24:54] [299afd6311e4c20059ea2f05c8dd029d] 
- RM D            [Spectral Analysis] [Deel 2: Step 2 - ...] [2008-12-08 20:27:07] [299afd6311e4c20059ea2f05c8dd029d] 
-   P               [Spectral Analysis] [Totale Uitvoer - ...] [2008-12-17 16:07:59] [299afd6311e4c20059ea2f05c8dd029d] 
-  M D                [Spectral Analysis] [Spectral Analysis...] [2010-12-16 10:45:51] [616fb52b46273b7e6805de1e68b3a688] 
-  MPD                [Spectral Analysis] [Spectral Analysis...] [2010-12-16 11:12:29] [616fb52b46273b7e6805de1e68b3a688] 
-   P                   [Spectral Analysis] [Spectral Analysis...] [2010-12-16 11:14:45] [616fb52b46273b7e6805de1e68b3a688] 
-  MPD                [Spectral Analysis] [] [2010-12-24 12:24:57] [4dfa50539945b119a90a7606969443b9] 
-  MPD                [Spectral Analysis] [] [2010-12-24 12:35:52] [4dfa50539945b119a90a7606969443b9] 
F RM D            [Spectral Analysis] [Deel 2: Step 2 - ...] [2008-12-08 20:29:17] [299afd6311e4c20059ea2f05c8dd029d] 
-   P               [Spectral Analysis] [Totale Uitvoer - ...] [2008-12-17 16:10:49] [299afd6311e4c20059ea2f05c8dd029d] 
F RM D            [ARIMA Backward Selection] [Deel 2: Step 5] [2008-12-08 20:35:27] [299afd6311e4c20059ea2f05c8dd029d] 
-   P               [ARIMA Backward Selection] [Uitvoer vanuit Be...] [2008-12-14 15:42:25] [299afd6311e4c20059ea2f05c8dd029d] 
- RMPD                [Multiple Regression] [] [2010-12-21 16:18:28] [1c63f3c303537b65dfa698074d619a3e] 
F RMP               [ARIMA Forecasting] [Uitvoer vanuit Be...] [2008-12-14 15:56:40] [299afd6311e4c20059ea2f05c8dd029d] 
- RMPD                [ARIMA Forecasting] [Arima Forecasting] [2010-12-28 19:01:32] [74be16979710d4c4e7c6647856088456] 
-    D            [Standard Deviation-Mean Plot] [Totale Uitvoer - SMP] [2008-12-17 15:57:12] [299afd6311e4c20059ea2f05c8dd029d] 
-  M D              [Standard Deviation-Mean Plot] [Standard Deviatio...] [2010-12-24 13:19:31] [9f313cc7203314d73bf17d2b325aee79] 
- RM D              [Variance Reduction Matrix] [Variance Reductio...] [2010-12-24 13:29:11] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD              [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2010-12-24 13:35:08] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD              [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2010-12-24 13:37:51] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD              [Spectral Analysis] [Spectral Analysis] [2010-12-24 13:45:16] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD              [Spectral Analysis] [Spectral Analysis] [2010-12-24 13:47:24] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD              [Spectral Analysis] [Spectral Analysis] [2010-12-24 13:51:23] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD              [ARIMA Backward Selection] [ARIMA Backward Se...] [2010-12-24 14:04:47] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD              [ARIMA Forecasting] [ARIMA Forecasting] [2010-12-24 14:15:31] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD                [Standard Deviation-Mean Plot] [Standard Deviatio...] [2010-12-27 09:50:14] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD                [Variance Reduction Matrix] [Variance Reductio...] [2010-12-27 09:53:20] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD                [Spectral Analysis] [Spectral Analysis] [2010-12-27 10:01:30] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD                [Spectral Analysis] [Spectral Analysis] [2010-12-27 10:03:10] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD                [Classical Decomposition] [Classical Decompo...] [2010-12-27 10:06:19] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD                [Decomposition by Loess] [Decomposition by ...] [2010-12-27 10:08:53] [9f313cc7203314d73bf17d2b325aee79] 
- RMPD                [ARIMA Backward Selection] [ARIMA Backward Se...] [2010-12-27 10:15:12] [9f313cc7203314d73bf17d2b325aee79] 
-   PD                [ARIMA Forecasting] [ARIMA Forecasting] [2010-12-27 10:20:40] [9f313cc7203314d73bf17d2b325aee79] 
- RM          [Standard Deviation-Mean Plot] [Q8 standard devia...] [2008-12-06 19:09:24] [7d3039e6253bb5fb3b26df1537d500b4] 

Feedback Forum

2008-12-06 19:12:15 [Stéphanie Claes] [reply] 
V(Y[t],d=0,D=1) 782223.166632653  
Voor deze tijdreeks is dit de kleinste variantie, de student heeft dit fout. 
We zien dus dat deze tijdrijks onderhevig is aan seizoenaliteit (D=1). Door bij de cross relation functie D in te stellen op 1 gaan we de seizoenaliteit eruit halen.

Post a new message

Dataseries X:

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\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' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27327&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' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27327&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27327&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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Variance Reduction Matrix
V(Y[t],d=0,D=0)	3750300.91714208	Range	9720.4	Trim Var.	2176124.61552975
V(Y[t],d=1,D=0)	2704541.12288136	Range	6728.6	Trim Var.	1905289.92204403
V(Y[t],d=2,D=0)	7326877.46115722	Range	12068.2	Trim Var.	5204519.14439042
V(Y[t],d=3,D=0)	22231029.0639322	Range	20164.4	Trim Var.	15650152.2158786
V(Y[t],d=0,D=1)	782223.166632653	Range	5200.2	Trim Var.	280073.634075304
V(Y[t],d=1,D=1)	1327467.53467642	Range	6229.8	Trim Var.	632780.138025552
V(Y[t],d=2,D=1)	4208061.00359852	Range	11476.8	Trim Var.	2127877.20809756
V(Y[t],d=3,D=1)	13808155.6882560	Range	21246.2	Trim Var.	5443009.92942949
V(Y[t],d=0,D=2)	1473210.53058559	Range	4975.2	Trim Var.	966045.322291666
V(Y[t],d=1,D=2)	1757298.01253968	Range	5847.1	Trim Var.	1087733.77576613
V(Y[t],d=2,D=2)	5512602.74843698	Range	9896.3	Trim Var.	3361986.21227957
V(Y[t],d=3,D=2)	18622720.5909804	Range	19084.9	Trim Var.	10939950.9446552

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 3750300.91714208 & Range & 9720.4 & Trim Var. & 2176124.61552975 \tabularnewline
V(Y[t],d=1,D=0) & 2704541.12288136 & Range & 6728.6 & Trim Var. & 1905289.92204403 \tabularnewline
V(Y[t],d=2,D=0) & 7326877.46115722 & Range & 12068.2 & Trim Var. & 5204519.14439042 \tabularnewline
V(Y[t],d=3,D=0) & 22231029.0639322 & Range & 20164.4 & Trim Var. & 15650152.2158786 \tabularnewline
V(Y[t],d=0,D=1) & 782223.166632653 & Range & 5200.2 & Trim Var. & 280073.634075304 \tabularnewline
V(Y[t],d=1,D=1) & 1327467.53467642 & Range & 6229.8 & Trim Var. & 632780.138025552 \tabularnewline
V(Y[t],d=2,D=1) & 4208061.00359852 & Range & 11476.8 & Trim Var. & 2127877.20809756 \tabularnewline
V(Y[t],d=3,D=1) & 13808155.6882560 & Range & 21246.2 & Trim Var. & 5443009.92942949 \tabularnewline
V(Y[t],d=0,D=2) & 1473210.53058559 & Range & 4975.2 & Trim Var. & 966045.322291666 \tabularnewline
V(Y[t],d=1,D=2) & 1757298.01253968 & Range & 5847.1 & Trim Var. & 1087733.77576613 \tabularnewline
V(Y[t],d=2,D=2) & 5512602.74843698 & Range & 9896.3 & Trim Var. & 3361986.21227957 \tabularnewline
V(Y[t],d=3,D=2) & 18622720.5909804 & Range & 19084.9 & Trim Var. & 10939950.9446552 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=27327&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]3750300.91714208[/C][C]Range[/C][C]9720.4[/C][C]Trim Var.[/C][C]2176124.61552975[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]2704541.12288136[/C][C]Range[/C][C]6728.6[/C][C]Trim Var.[/C][C]1905289.92204403[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]7326877.46115722[/C][C]Range[/C][C]12068.2[/C][C]Trim Var.[/C][C]5204519.14439042[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]22231029.0639322[/C][C]Range[/C][C]20164.4[/C][C]Trim Var.[/C][C]15650152.2158786[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]782223.166632653[/C][C]Range[/C][C]5200.2[/C][C]Trim Var.[/C][C]280073.634075304[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]1327467.53467642[/C][C]Range[/C][C]6229.8[/C][C]Trim Var.[/C][C]632780.138025552[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]4208061.00359852[/C][C]Range[/C][C]11476.8[/C][C]Trim Var.[/C][C]2127877.20809756[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]13808155.6882560[/C][C]Range[/C][C]21246.2[/C][C]Trim Var.[/C][C]5443009.92942949[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1473210.53058559[/C][C]Range[/C][C]4975.2[/C][C]Trim Var.[/C][C]966045.322291666[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]1757298.01253968[/C][C]Range[/C][C]5847.1[/C][C]Trim Var.[/C][C]1087733.77576613[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]5512602.74843698[/C][C]Range[/C][C]9896.3[/C][C]Trim Var.[/C][C]3361986.21227957[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]18622720.5909804[/C][C]Range[/C][C]19084.9[/C][C]Trim Var.[/C][C]10939950.9446552[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=27327&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=27327&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)	3750300.91714208	Range	9720.4	Trim Var.	2176124.61552975
V(Y[t],d=1,D=0)	2704541.12288136	Range	6728.6	Trim Var.	1905289.92204403
V(Y[t],d=2,D=0)	7326877.46115722	Range	12068.2	Trim Var.	5204519.14439042
V(Y[t],d=3,D=0)	22231029.0639322	Range	20164.4	Trim Var.	15650152.2158786
V(Y[t],d=0,D=1)	782223.166632653	Range	5200.2	Trim Var.	280073.634075304
V(Y[t],d=1,D=1)	1327467.53467642	Range	6229.8	Trim Var.	632780.138025552
V(Y[t],d=2,D=1)	4208061.00359852	Range	11476.8	Trim Var.	2127877.20809756
V(Y[t],d=3,D=1)	13808155.6882560	Range	21246.2	Trim Var.	5443009.92942949
V(Y[t],d=0,D=2)	1473210.53058559	Range	4975.2	Trim Var.	966045.322291666
V(Y[t],d=1,D=2)	1757298.01253968	Range	5847.1	Trim Var.	1087733.77576613
V(Y[t],d=2,D=2)	5512602.74843698	Range	9896.3	Trim Var.	3361986.21227957
V(Y[t],d=3,D=2)	18622720.5909804	Range	19084.9	Trim Var.	10939950.9446552

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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code