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 Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationFri, 05 Dec 2008 12:23:39 -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/05/t1228505037dtt9lx88w6r9bzp.htm/, Retrieved Thu, 16 May 2024 14:02:24 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29406, Retrieved Thu, 16 May 2024 14:02:24 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsjulie
Estimated Impact176

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]
F RMP   [Variance Reduction Matrix] [vrm] [2008-12-05 18:40:07] [74be16979710d4c4e7c6647856088456]
F    D      [Variance Reduction Matrix] [eigen data] [2008-12-05 19:23:39] [ff1af8c6f1c2f1c0e8def9bfc9355be9] [Current]
Feedback Forum
2008-12-11 15:44:31 [Katrijn Truyman] [reply] 
de kleinste variantie (zie tweede kolom) is 58.79. Bij deze variantie vinden we in de eerste kolom d=0 en D=1, dwz dat er enkel seizonaal gedifferentieerd moet worden om de tijdreeks stationair te kunnen maken.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
97,3
101
113,2
101
105,7
113,9
86,4
96,5
103,3
114,9
105,8
94,2
98,4
99,4
108,8
112,6
104,4
112,2
81,1
97,1
112,6
113,8
107,8
103,2
103,3
101,2
107,7
110,4
101,9
115,9
89,9
88,6
117,2
123,9
100
103,6
94,1
98,7
119,5
112,7
104,4
124,7
89,1
97
121,6
118,8
114
111,5
97,2
102,5
113,4
109,8
104,9
126,1
80
96,8
117,2
112,3
117,3
111,1
102,2
104,3
122,9
107,6
121,3
131,5
89
104,4
128,9
135,9
133,3
121,3
120,5
120,4
137,9
126,1
133,2
146,6
103,4
117,2

Tables (Output of Computation)





Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R Server'George Udny Yule' @ 72.249.76.132

\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 & 0 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29406&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]0 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29406&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29406&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 time0 seconds
R Server'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)174.350911392405Range66.6Trim Var.108.082151799687
V(Y[t],d=1,D=0)246.082271989614Range74.7Trim Var.136.449939637827
V(Y[t],d=2,D=0)665.236911421911Range130.2Trim Var.359.549194616977
V(Y[t],d=3,D=0)1998.14975393028Range223.6Trim Var.1118.27878516624
V(Y[t],d=0,D=1)58.7862401229149Range32.8Trim Var.39.8106525423729
V(Y[t],d=1,D=1)67.3528312980552Range37Trim Var.40.5665926358854
V(Y[t],d=2,D=1)208.067256410256Range60Trim Var.127.531978221416
V(Y[t],d=3,D=1)698.236408653846Range112.7Trim Var.434.627882205514
V(Y[t],d=0,D=2)114.998896103896Range48Trim Var.78.805306122449
V(Y[t],d=1,D=2)173.917117845118Range62.2Trim Var.109.387525510204
V(Y[t],d=2,D=2)538.98715583508Range103.3Trim Var.349.947548758865
V(Y[t],d=3,D=2)1834.95091436865Range183.1Trim Var.1263.59150786309

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 174.350911392405 & Range & 66.6 & Trim Var. & 108.082151799687 \tabularnewline
V(Y[t],d=1,D=0) & 246.082271989614 & Range & 74.7 & Trim Var. & 136.449939637827 \tabularnewline
V(Y[t],d=2,D=0) & 665.236911421911 & Range & 130.2 & Trim Var. & 359.549194616977 \tabularnewline
V(Y[t],d=3,D=0) & 1998.14975393028 & Range & 223.6 & Trim Var. & 1118.27878516624 \tabularnewline
V(Y[t],d=0,D=1) & 58.7862401229149 & Range & 32.8 & Trim Var. & 39.8106525423729 \tabularnewline
V(Y[t],d=1,D=1) & 67.3528312980552 & Range & 37 & Trim Var. & 40.5665926358854 \tabularnewline
V(Y[t],d=2,D=1) & 208.067256410256 & Range & 60 & Trim Var. & 127.531978221416 \tabularnewline
V(Y[t],d=3,D=1) & 698.236408653846 & Range & 112.7 & Trim Var. & 434.627882205514 \tabularnewline
V(Y[t],d=0,D=2) & 114.998896103896 & Range & 48 & Trim Var. & 78.805306122449 \tabularnewline
V(Y[t],d=1,D=2) & 173.917117845118 & Range & 62.2 & Trim Var. & 109.387525510204 \tabularnewline
V(Y[t],d=2,D=2) & 538.98715583508 & Range & 103.3 & Trim Var. & 349.947548758865 \tabularnewline
V(Y[t],d=3,D=2) & 1834.95091436865 & Range & 183.1 & Trim Var. & 1263.59150786309 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29406&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]174.350911392405[/C][C]Range[/C][C]66.6[/C][C]Trim Var.[/C][C]108.082151799687[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]246.082271989614[/C][C]Range[/C][C]74.7[/C][C]Trim Var.[/C][C]136.449939637827[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]665.236911421911[/C][C]Range[/C][C]130.2[/C][C]Trim Var.[/C][C]359.549194616977[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1998.14975393028[/C][C]Range[/C][C]223.6[/C][C]Trim Var.[/C][C]1118.27878516624[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]58.7862401229149[/C][C]Range[/C][C]32.8[/C][C]Trim Var.[/C][C]39.8106525423729[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]67.3528312980552[/C][C]Range[/C][C]37[/C][C]Trim Var.[/C][C]40.5665926358854[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]208.067256410256[/C][C]Range[/C][C]60[/C][C]Trim Var.[/C][C]127.531978221416[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]698.236408653846[/C][C]Range[/C][C]112.7[/C][C]Trim Var.[/C][C]434.627882205514[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]114.998896103896[/C][C]Range[/C][C]48[/C][C]Trim Var.[/C][C]78.805306122449[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]173.917117845118[/C][C]Range[/C][C]62.2[/C][C]Trim Var.[/C][C]109.387525510204[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]538.98715583508[/C][C]Range[/C][C]103.3[/C][C]Trim Var.[/C][C]349.947548758865[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1834.95091436865[/C][C]Range[/C][C]183.1[/C][C]Trim Var.[/C][C]1263.59150786309[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29406&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29406&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)174.350911392405Range66.6Trim Var.108.082151799687
V(Y[t],d=1,D=0)246.082271989614Range74.7Trim Var.136.449939637827
V(Y[t],d=2,D=0)665.236911421911Range130.2Trim Var.359.549194616977
V(Y[t],d=3,D=0)1998.14975393028Range223.6Trim Var.1118.27878516624
V(Y[t],d=0,D=1)58.7862401229149Range32.8Trim Var.39.8106525423729
V(Y[t],d=1,D=1)67.3528312980552Range37Trim Var.40.5665926358854
V(Y[t],d=2,D=1)208.067256410256Range60Trim Var.127.531978221416
V(Y[t],d=3,D=1)698.236408653846Range112.7Trim Var.434.627882205514
V(Y[t],d=0,D=2)114.998896103896Range48Trim Var.78.805306122449
V(Y[t],d=1,D=2)173.917117845118Range62.2Trim Var.109.387525510204
V(Y[t],d=2,D=2)538.98715583508Range103.3Trim Var.349.947548758865
V(Y[t],d=3,D=2)1834.95091436865Range183.1Trim Var.1263.59150786309


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')