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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 computationWed, 03 Dec 2008 11:51:43 -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/03/t122833040588c3v9qoo21mswz.htm/, Retrieved Fri, 17 May 2024 13:42:13 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28846, Retrieved Fri, 17 May 2024 13:42:13 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact239

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]
-   PD  [Univariate Data Series] [Werkloosheids Bel...] [2008-12-03 18:39:41] [74be16979710d4c4e7c6647856088456]
-   PD    [Univariate Data Series] [Werkloosheids Bel...] [2008-12-03 18:47:55] [74be16979710d4c4e7c6647856088456]
- RMP         [Variance Reduction Matrix] [VRM werkloosheid ...] [2008-12-03 18:51:43] [d41d8cd98f00b204e9800998ecf8427e] [Current]
- RMP           [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 18:58:20] [27f46dbe13ae2811dfd3a6f3c54d4d50]
-   P             [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 19:01:56] [27f46dbe13ae2811dfd3a6f3c54d4d50]
-   P               [(Partial) Autocorrelation Function] [Autocorrelation w...] [2008-12-03 19:06:20] [27f46dbe13ae2811dfd3a6f3c54d4d50]
- RMP                 [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:13:53] [27f46dbe13ae2811dfd3a6f3c54d4d50]
-   P                   [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:19:15] [27f46dbe13ae2811dfd3a6f3c54d4d50]
-                         [Spectral Analysis] [Spectral analysis...] [2008-12-03 19:22:31] [27f46dbe13ae2811dfd3a6f3c54d4d50]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
94.20
95.20
95.00
94.00
92.20
91.00
91.20
103.40
105.00
104.60
103.80
101.80
102.40
103.80
103.40
102.00
101.80
100.20
101.40
113.80
116.00
115.60
113.00
109.40
111.00
112.40
112.20
111.00
108.80
107.40
108.60
118.80
122.20
122.60
122.20
118.80
119.00
118.20
117.80
116.80
114.60
113.40
113.80
124.20
125.80
125.60
122.40
119.00
119.40
118.60
118.00
116.00
114.80
114.60
114.60
124.00
125.20
124.00
117.60
113.20
111.40
112.20
109.80
106.40
105.20
102.20
99.80
111.00
113.00
108.40
105.40
102.00
102.80

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001

\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 & 2 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ 193.190.124.10:1001 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28846&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]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ 193.190.124.10:1001[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28846&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28846&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 time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001






Variance Reduction Matrix
V(Y[t],d=0,D=0)82.4461339421613Range34.8Trim Var.57.8935961538461
V(Y[t],d=1,D=0)14.0683489827856Range18.8Trim Var.5.77514880952381
V(Y[t],d=2,D=0)21.4965633802817Range24.2Trim Var.9.20665642601127
V(Y[t],d=3,D=0)53.4646873706005Range35.8Trim Var.22.4236065573771
V(Y[t],d=0,D=1)60.3115409836065Range26.6Trim Var.44.1273439767779
V(Y[t],d=1,D=1)2.01925423728813Range6.8Trim Var.1.15593613933236
V(Y[t],d=2,D=1)3.93444769140854Range11.0000000000000Trim Var.2.16978229317852
V(Y[t],d=3,D=1)12.0090623109498Range20.2Trim Var.6.73778280542989
V(Y[t],d=0,D=2)17.1258163265306Range17.4000000000000Trim Var.10.5020598006644
V(Y[t],d=1,D=2)4.88551418439716Range11.6000000000000Trim Var.2.29900116144018
V(Y[t],d=2,D=2)8.46053654024054Range14.4000000000000Trim Var.4.86760975609756
V(Y[t],d=3,D=2)25.2229565217392Range26.2000000000001Trim Var.13.4456410256411

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 82.4461339421613 & Range & 34.8 & Trim Var. & 57.8935961538461 \tabularnewline
V(Y[t],d=1,D=0) & 14.0683489827856 & Range & 18.8 & Trim Var. & 5.77514880952381 \tabularnewline
V(Y[t],d=2,D=0) & 21.4965633802817 & Range & 24.2 & Trim Var. & 9.20665642601127 \tabularnewline
V(Y[t],d=3,D=0) & 53.4646873706005 & Range & 35.8 & Trim Var. & 22.4236065573771 \tabularnewline
V(Y[t],d=0,D=1) & 60.3115409836065 & Range & 26.6 & Trim Var. & 44.1273439767779 \tabularnewline
V(Y[t],d=1,D=1) & 2.01925423728813 & Range & 6.8 & Trim Var. & 1.15593613933236 \tabularnewline
V(Y[t],d=2,D=1) & 3.93444769140854 & Range & 11.0000000000000 & Trim Var. & 2.16978229317852 \tabularnewline
V(Y[t],d=3,D=1) & 12.0090623109498 & Range & 20.2 & Trim Var. & 6.73778280542989 \tabularnewline
V(Y[t],d=0,D=2) & 17.1258163265306 & Range & 17.4000000000000 & Trim Var. & 10.5020598006644 \tabularnewline
V(Y[t],d=1,D=2) & 4.88551418439716 & Range & 11.6000000000000 & Trim Var. & 2.29900116144018 \tabularnewline
V(Y[t],d=2,D=2) & 8.46053654024054 & Range & 14.4000000000000 & Trim Var. & 4.86760975609756 \tabularnewline
V(Y[t],d=3,D=2) & 25.2229565217392 & Range & 26.2000000000001 & Trim Var. & 13.4456410256411 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28846&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]82.4461339421613[/C][C]Range[/C][C]34.8[/C][C]Trim Var.[/C][C]57.8935961538461[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]14.0683489827856[/C][C]Range[/C][C]18.8[/C][C]Trim Var.[/C][C]5.77514880952381[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]21.4965633802817[/C][C]Range[/C][C]24.2[/C][C]Trim Var.[/C][C]9.20665642601127[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]53.4646873706005[/C][C]Range[/C][C]35.8[/C][C]Trim Var.[/C][C]22.4236065573771[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]60.3115409836065[/C][C]Range[/C][C]26.6[/C][C]Trim Var.[/C][C]44.1273439767779[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]2.01925423728813[/C][C]Range[/C][C]6.8[/C][C]Trim Var.[/C][C]1.15593613933236[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]3.93444769140854[/C][C]Range[/C][C]11.0000000000000[/C][C]Trim Var.[/C][C]2.16978229317852[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]12.0090623109498[/C][C]Range[/C][C]20.2[/C][C]Trim Var.[/C][C]6.73778280542989[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]17.1258163265306[/C][C]Range[/C][C]17.4000000000000[/C][C]Trim Var.[/C][C]10.5020598006644[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]4.88551418439716[/C][C]Range[/C][C]11.6000000000000[/C][C]Trim Var.[/C][C]2.29900116144018[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]8.46053654024054[/C][C]Range[/C][C]14.4000000000000[/C][C]Trim Var.[/C][C]4.86760975609756[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]25.2229565217392[/C][C]Range[/C][C]26.2000000000001[/C][C]Trim Var.[/C][C]13.4456410256411[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28846&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28846&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)82.4461339421613Range34.8Trim Var.57.8935961538461
V(Y[t],d=1,D=0)14.0683489827856Range18.8Trim Var.5.77514880952381
V(Y[t],d=2,D=0)21.4965633802817Range24.2Trim Var.9.20665642601127
V(Y[t],d=3,D=0)53.4646873706005Range35.8Trim Var.22.4236065573771
V(Y[t],d=0,D=1)60.3115409836065Range26.6Trim Var.44.1273439767779
V(Y[t],d=1,D=1)2.01925423728813Range6.8Trim Var.1.15593613933236
V(Y[t],d=2,D=1)3.93444769140854Range11.0000000000000Trim Var.2.16978229317852
V(Y[t],d=3,D=1)12.0090623109498Range20.2Trim Var.6.73778280542989
V(Y[t],d=0,D=2)17.1258163265306Range17.4000000000000Trim Var.10.5020598006644
V(Y[t],d=1,D=2)4.88551418439716Range11.6000000000000Trim Var.2.29900116144018
V(Y[t],d=2,D=2)8.46053654024054Range14.4000000000000Trim Var.4.86760975609756
V(Y[t],d=3,D=2)25.2229565217392Range26.2000000000001Trim Var.13.4456410256411


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')