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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 computationMon, 08 Dec 2008 04:24:27 -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/08/t1228735537mr4uyyww3q4ixap.htm/, Retrieved Thu, 16 May 2024 09:41:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30381, Retrieved Thu, 16 May 2024 09:41:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact212

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]
- RMP   [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-08 10:48:08] [58bf45a666dc5198906262e8815a9722]
- RMPD      [Variance Reduction Matrix] [Variance Reductio...] [2008-12-08 11:24:27] [63db34dadd44fb018112addcdefe949f] [Current]
- RMP         [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-08 17:51:15] [58bf45a666dc5198906262e8815a9722]
- RMP         [Spectral Analysis] [Spectral Analysis...] [2008-12-08 17:59:20] [58bf45a666dc5198906262e8815a9722]
- RMP         [Spectral Analysis] [Spectral Analysis...] [2008-12-08 18:04:38] [58bf45a666dc5198906262e8815a9722]
- RMP         [(Partial) Autocorrelation Function] [(Partial) Autocor...] [2008-12-08 18:09:31] [58bf45a666dc5198906262e8815a9722]
- RMP         [ARIMA Backward Selection] [Backward Selectio...] [2008-12-08 18:32:45] [58bf45a666dc5198906262e8815a9722]
-   P           [ARIMA Backward Selection] [ARIMA Backward Se...] [2008-12-15 11:53:10] [58bf45a666dc5198906262e8815a9722]
- RMPD            [Standard Deviation-Mean Plot] [SMP hoeveelheid u...] [2008-12-20 13:22:23] [063e4b67ad7d3a8a83eccec794cd5aa7]
- RMPD            [Variance Reduction Matrix] [VRM hoeveelheid u...] [2008-12-20 13:24:23] [063e4b67ad7d3a8a83eccec794cd5aa7]
- RMPD            [(Partial) Autocorrelation Function] [ACF hoeveelheid u...] [2008-12-20 13:26:46] [063e4b67ad7d3a8a83eccec794cd5aa7]
- RMPD            [Spectral Analysis] [Spectrum Analyse ...] [2008-12-20 13:28:15] [063e4b67ad7d3a8a83eccec794cd5aa7]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
101
104
99
105
107
111
117
119
127
128
135
132
136
143
142
153
145
138
148
152
169
169
161
174
179
191
190
182
175
181
197
194
197
216
221
218
230
227
204
197
199
208
191
202
211
224
224
231
244
235
250
266
288
283
295
312
334
348
383
407

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'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 & 0 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30381&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]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30381&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30381&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'Gwilym Jenkins' @ 72.249.127.135






Variance Reduction Matrix
V(Y[t],d=0,D=0)4829.67768361582Range308Trim Var.2906.41684136967
V(Y[t],d=1,D=0)108.119812974868Range58Trim Var.58.211161387632
V(Y[t],d=2,D=0)168.936781609195Range55Trim Var.110.118431372549
V(Y[t],d=3,D=0)496.765037593985Range87Trim Var.352.038431372549
V(Y[t],d=0,D=1)1486.41843971631Range182Trim Var.645.897435897436
V(Y[t],d=1,D=1)207.826086956522Range71Trim Var.105.689024390244
V(Y[t],d=2,D=1)406.651690821256Range83Trim Var.230.869230769231
V(Y[t],d=3,D=1)1214.24545454545Range149Trim Var.710.155195681511
V(Y[t],d=0,D=2)3261.93015873016Range220Trim Var.2019.63608870968
V(Y[t],d=1,D=2)563.605042016807Range101Trim Var.317.036559139785
V(Y[t],d=2,D=2)1232.81639928699Range149Trim Var.770.437931034483
V(Y[t],d=3,D=2)3620.75757575758Range256Trim Var.2311.14778325123

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 4829.67768361582 & Range & 308 & Trim Var. & 2906.41684136967 \tabularnewline
V(Y[t],d=1,D=0) & 108.119812974868 & Range & 58 & Trim Var. & 58.211161387632 \tabularnewline
V(Y[t],d=2,D=0) & 168.936781609195 & Range & 55 & Trim Var. & 110.118431372549 \tabularnewline
V(Y[t],d=3,D=0) & 496.765037593985 & Range & 87 & Trim Var. & 352.038431372549 \tabularnewline
V(Y[t],d=0,D=1) & 1486.41843971631 & Range & 182 & Trim Var. & 645.897435897436 \tabularnewline
V(Y[t],d=1,D=1) & 207.826086956522 & Range & 71 & Trim Var. & 105.689024390244 \tabularnewline
V(Y[t],d=2,D=1) & 406.651690821256 & Range & 83 & Trim Var. & 230.869230769231 \tabularnewline
V(Y[t],d=3,D=1) & 1214.24545454545 & Range & 149 & Trim Var. & 710.155195681511 \tabularnewline
V(Y[t],d=0,D=2) & 3261.93015873016 & Range & 220 & Trim Var. & 2019.63608870968 \tabularnewline
V(Y[t],d=1,D=2) & 563.605042016807 & Range & 101 & Trim Var. & 317.036559139785 \tabularnewline
V(Y[t],d=2,D=2) & 1232.81639928699 & Range & 149 & Trim Var. & 770.437931034483 \tabularnewline
V(Y[t],d=3,D=2) & 3620.75757575758 & Range & 256 & Trim Var. & 2311.14778325123 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30381&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]4829.67768361582[/C][C]Range[/C][C]308[/C][C]Trim Var.[/C][C]2906.41684136967[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]108.119812974868[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]58.211161387632[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]168.936781609195[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]110.118431372549[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]496.765037593985[/C][C]Range[/C][C]87[/C][C]Trim Var.[/C][C]352.038431372549[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1486.41843971631[/C][C]Range[/C][C]182[/C][C]Trim Var.[/C][C]645.897435897436[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]207.826086956522[/C][C]Range[/C][C]71[/C][C]Trim Var.[/C][C]105.689024390244[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]406.651690821256[/C][C]Range[/C][C]83[/C][C]Trim Var.[/C][C]230.869230769231[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]1214.24545454545[/C][C]Range[/C][C]149[/C][C]Trim Var.[/C][C]710.155195681511[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]3261.93015873016[/C][C]Range[/C][C]220[/C][C]Trim Var.[/C][C]2019.63608870968[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]563.605042016807[/C][C]Range[/C][C]101[/C][C]Trim Var.[/C][C]317.036559139785[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]1232.81639928699[/C][C]Range[/C][C]149[/C][C]Trim Var.[/C][C]770.437931034483[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]3620.75757575758[/C][C]Range[/C][C]256[/C][C]Trim Var.[/C][C]2311.14778325123[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30381&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30381&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)4829.67768361582Range308Trim Var.2906.41684136967
V(Y[t],d=1,D=0)108.119812974868Range58Trim Var.58.211161387632
V(Y[t],d=2,D=0)168.936781609195Range55Trim Var.110.118431372549
V(Y[t],d=3,D=0)496.765037593985Range87Trim Var.352.038431372549
V(Y[t],d=0,D=1)1486.41843971631Range182Trim Var.645.897435897436
V(Y[t],d=1,D=1)207.826086956522Range71Trim Var.105.689024390244
V(Y[t],d=2,D=1)406.651690821256Range83Trim Var.230.869230769231
V(Y[t],d=3,D=1)1214.24545454545Range149Trim Var.710.155195681511
V(Y[t],d=0,D=2)3261.93015873016Range220Trim Var.2019.63608870968
V(Y[t],d=1,D=2)563.605042016807Range101Trim Var.317.036559139785
V(Y[t],d=2,D=2)1232.81639928699Range149Trim Var.770.437931034483
V(Y[t],d=3,D=2)3620.75757575758Range256Trim Var.2311.14778325123


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')