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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 computationSat, 06 Dec 2008 10:56:55 -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/06/t1228586286ahul7baajygykhh.htm/, Retrieved Fri, 17 May 2024 06:37:39 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=29773, Retrieved Fri, 17 May 2024 06:37:39 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact175

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 RMPD    [Variance Reduction Matrix] [VRM prijs diesel] [2008-12-06 17:56:55] [9ba97de59bb4d2edf0cfeac4ca7d2b73] [Current]
Feedback Forum
2008-12-13 13:04:49 [Ruben Jacobs] [reply] 
Hier neem je best d=1, D=0 want daar is de variantie het kleinst. Dit betekent dus dat er een lange termijn trend is maar geen seizoenaliteit.

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,84
0,76
0,77
0,76
0,77
0,78
0,79
0,78
0,76
0,78
0,76
0,74
0,73
0,72
0,71
0,73
0,75
0,75
0,72
0,72
0,72
0,74
0,78
0,74
0,74
0,75
0,78
0,81
0,75
0,7
0,71
0,71
0,73
0,74
0,74
0,75
0,74
0,74
0,73
0,76
0,8
0,83
0,81
0,83
0,88
0,89
0,93
0,91
0,9
0,86
0,88
0,93
0,98
0,97
1,03
1,06
1,06
1,09
1,04
1
1,04

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' @ 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=29773&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=29773&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29773&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' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.0115353551912568Range0.39Trim Var.0.00659984917043741
V(Y[t],d=1,D=0)0.000839548022598871Range0.14Trim Var.0.000452601809954752
V(Y[t],d=2,D=0)0.00138889538281707Range0.18Trim Var.0.000772714078374456
V(Y[t],d=3,D=0)0.00342628554143981Range0.24Trim Var.0.00219458823529412
V(Y[t],d=0,D=1)0.00869965986394558Range0.34Trim Var.0.0065718931475029
V(Y[t],d=1,D=1)0.00162548758865248Range0.19Trim Var.0.000843780487804879
V(Y[t],d=2,D=1)0.00336938020351527Range0.23Trim Var.0.00209737179487180
V(Y[t],d=3,D=1)0.0093031884057971Range0.37Trim Var.0.00616865384615385
V(Y[t],d=0,D=2)0.00860900900900902Range0.36Trim Var.0.00582178030303031
V(Y[t],d=1,D=2)0.00513873015873016Range0.31Trim Var.0.00317903225806452
V(Y[t],d=2,D=2)0.0111563025210084Range0.43Trim Var.0.00749827956989248
V(Y[t],d=3,D=2)0.0312107843137255Range0.64Trim Var.0.0231636781609196

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.0115353551912568 & Range & 0.39 & Trim Var. & 0.00659984917043741 \tabularnewline
V(Y[t],d=1,D=0) & 0.000839548022598871 & Range & 0.14 & Trim Var. & 0.000452601809954752 \tabularnewline
V(Y[t],d=2,D=0) & 0.00138889538281707 & Range & 0.18 & Trim Var. & 0.000772714078374456 \tabularnewline
V(Y[t],d=3,D=0) & 0.00342628554143981 & Range & 0.24 & Trim Var. & 0.00219458823529412 \tabularnewline
V(Y[t],d=0,D=1) & 0.00869965986394558 & Range & 0.34 & Trim Var. & 0.0065718931475029 \tabularnewline
V(Y[t],d=1,D=1) & 0.00162548758865248 & Range & 0.19 & Trim Var. & 0.000843780487804879 \tabularnewline
V(Y[t],d=2,D=1) & 0.00336938020351527 & Range & 0.23 & Trim Var. & 0.00209737179487180 \tabularnewline
V(Y[t],d=3,D=1) & 0.0093031884057971 & Range & 0.37 & Trim Var. & 0.00616865384615385 \tabularnewline
V(Y[t],d=0,D=2) & 0.00860900900900902 & Range & 0.36 & Trim Var. & 0.00582178030303031 \tabularnewline
V(Y[t],d=1,D=2) & 0.00513873015873016 & Range & 0.31 & Trim Var. & 0.00317903225806452 \tabularnewline
V(Y[t],d=2,D=2) & 0.0111563025210084 & Range & 0.43 & Trim Var. & 0.00749827956989248 \tabularnewline
V(Y[t],d=3,D=2) & 0.0312107843137255 & Range & 0.64 & Trim Var. & 0.0231636781609196 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=29773&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.0115353551912568[/C][C]Range[/C][C]0.39[/C][C]Trim Var.[/C][C]0.00659984917043741[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]0.000839548022598871[/C][C]Range[/C][C]0.14[/C][C]Trim Var.[/C][C]0.000452601809954752[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]0.00138889538281707[/C][C]Range[/C][C]0.18[/C][C]Trim Var.[/C][C]0.000772714078374456[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]0.00342628554143981[/C][C]Range[/C][C]0.24[/C][C]Trim Var.[/C][C]0.00219458823529412[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.00869965986394558[/C][C]Range[/C][C]0.34[/C][C]Trim Var.[/C][C]0.0065718931475029[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]0.00162548758865248[/C][C]Range[/C][C]0.19[/C][C]Trim Var.[/C][C]0.000843780487804879[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.00336938020351527[/C][C]Range[/C][C]0.23[/C][C]Trim Var.[/C][C]0.00209737179487180[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.0093031884057971[/C][C]Range[/C][C]0.37[/C][C]Trim Var.[/C][C]0.00616865384615385[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00860900900900902[/C][C]Range[/C][C]0.36[/C][C]Trim Var.[/C][C]0.00582178030303031[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.00513873015873016[/C][C]Range[/C][C]0.31[/C][C]Trim Var.[/C][C]0.00317903225806452[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.0111563025210084[/C][C]Range[/C][C]0.43[/C][C]Trim Var.[/C][C]0.00749827956989248[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.0312107843137255[/C][C]Range[/C][C]0.64[/C][C]Trim Var.[/C][C]0.0231636781609196[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=29773&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=29773&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)0.0115353551912568Range0.39Trim Var.0.00659984917043741
V(Y[t],d=1,D=0)0.000839548022598871Range0.14Trim Var.0.000452601809954752
V(Y[t],d=2,D=0)0.00138889538281707Range0.18Trim Var.0.000772714078374456
V(Y[t],d=3,D=0)0.00342628554143981Range0.24Trim Var.0.00219458823529412
V(Y[t],d=0,D=1)0.00869965986394558Range0.34Trim Var.0.0065718931475029
V(Y[t],d=1,D=1)0.00162548758865248Range0.19Trim Var.0.000843780487804879
V(Y[t],d=2,D=1)0.00336938020351527Range0.23Trim Var.0.00209737179487180
V(Y[t],d=3,D=1)0.0093031884057971Range0.37Trim Var.0.00616865384615385
V(Y[t],d=0,D=2)0.00860900900900902Range0.36Trim Var.0.00582178030303031
V(Y[t],d=1,D=2)0.00513873015873016Range0.31Trim Var.0.00317903225806452
V(Y[t],d=2,D=2)0.0111563025210084Range0.43Trim Var.0.00749827956989248
V(Y[t],d=3,D=2)0.0312107843137255Range0.64Trim Var.0.0231636781609196


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')