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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 12:35:00 -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/t12287649509yvp5p7k43axy2m.htm/, Retrieved Thu, 16 May 2024 16:52:12 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30837, Retrieved Thu, 16 May 2024 16:52:12 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact213

Tree of Dependent Computations

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]
- RMPD  [(Partial) Autocorrelation Function] [Opdracht 1 - Blok...] [2008-12-02 21:26:11] [8094ad203a218aaca2d1cea2c78c2d6e]
- RMPD      [Variance Reduction Matrix] [Verbetering Q8] [2008-12-08 19:35:00] [1351baa662f198be3bff32f9007a9a6d] [Current]
- RMPD        [Cross Correlation Function] [Verbetering Q9] [2008-12-08 20:02:32] [8094ad203a218aaca2d1cea2c78c2d6e]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
-3
-2
0
1
11
14
14
16
14
10
15
18
18
12
8
2
-2
-1
1
-6
-16
-21
-38
-32
-22
-31
-22
-26
-19
-20
-24
-29
-28
-31
-30
-32
-38
-43
-51
-43
-43
-42
-47
-45
-38
-46
-38
-32
-27
-26
-21
-23
-24
-17
-23
-16
-22
-26
-25
-21
-21
-18
-12
-19
-31
-38
-38
-32
-43
-33
-28
-25
-19
-20
-21
-19
-17
-16
-10
-16
-10
-8
-7
-15
-7
-6
-6
2
-4
-4
-8
-10
-16
-14
-30
-33
-40
-38
-39
-46
-50
-55
-66
-63
-56
-66

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=30837&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=30837&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30837&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)371.399191374663Range84Trim Var.222.951846657317
V(Y[t],d=1,D=0)33.9730769230769Range27Trim Var.19.9826466916355
V(Y[t],d=2,D=0)71.4158887229276Range42Trim Var.39.6286430960344
V(Y[t],d=3,D=0)222.204454597373Range69Trim Var.123.611338100102
V(Y[t],d=0,D=1)523.151681537406Range91Trim Var.369.881281222451
V(Y[t],d=1,D=1)74.9967274427302Range40Trim Var.45.7011075949367
V(Y[t],d=2,D=1)164.029980888677Range55Trim Var.101.240348101266
V(Y[t],d=3,D=1)529.961904761905Range104Trim Var.345.367901234568
V(Y[t],d=0,D=2)1123.86389641674Range130Trim Var.742.188198757764
V(Y[t],d=1,D=2)213.577777777778Range70Trim Var.119.345268542199
V(Y[t],d=2,D=2)471.832911392405Range92Trim Var.307.082494969819
V(Y[t],d=3,D=2)1548.79195066537Range170Trim Var.1034.43903420523

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 371.399191374663 & Range & 84 & Trim Var. & 222.951846657317 \tabularnewline
V(Y[t],d=1,D=0) & 33.9730769230769 & Range & 27 & Trim Var. & 19.9826466916355 \tabularnewline
V(Y[t],d=2,D=0) & 71.4158887229276 & Range & 42 & Trim Var. & 39.6286430960344 \tabularnewline
V(Y[t],d=3,D=0) & 222.204454597373 & Range & 69 & Trim Var. & 123.611338100102 \tabularnewline
V(Y[t],d=0,D=1) & 523.151681537406 & Range & 91 & Trim Var. & 369.881281222451 \tabularnewline
V(Y[t],d=1,D=1) & 74.9967274427302 & Range & 40 & Trim Var. & 45.7011075949367 \tabularnewline
V(Y[t],d=2,D=1) & 164.029980888677 & Range & 55 & Trim Var. & 101.240348101266 \tabularnewline
V(Y[t],d=3,D=1) & 529.961904761905 & Range & 104 & Trim Var. & 345.367901234568 \tabularnewline
V(Y[t],d=0,D=2) & 1123.86389641674 & Range & 130 & Trim Var. & 742.188198757764 \tabularnewline
V(Y[t],d=1,D=2) & 213.577777777778 & Range & 70 & Trim Var. & 119.345268542199 \tabularnewline
V(Y[t],d=2,D=2) & 471.832911392405 & Range & 92 & Trim Var. & 307.082494969819 \tabularnewline
V(Y[t],d=3,D=2) & 1548.79195066537 & Range & 170 & Trim Var. & 1034.43903420523 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30837&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]371.399191374663[/C][C]Range[/C][C]84[/C][C]Trim Var.[/C][C]222.951846657317[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]33.9730769230769[/C][C]Range[/C][C]27[/C][C]Trim Var.[/C][C]19.9826466916355[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]71.4158887229276[/C][C]Range[/C][C]42[/C][C]Trim Var.[/C][C]39.6286430960344[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]222.204454597373[/C][C]Range[/C][C]69[/C][C]Trim Var.[/C][C]123.611338100102[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]523.151681537406[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]369.881281222451[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]74.9967274427302[/C][C]Range[/C][C]40[/C][C]Trim Var.[/C][C]45.7011075949367[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]164.029980888677[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]101.240348101266[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]529.961904761905[/C][C]Range[/C][C]104[/C][C]Trim Var.[/C][C]345.367901234568[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]1123.86389641674[/C][C]Range[/C][C]130[/C][C]Trim Var.[/C][C]742.188198757764[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]213.577777777778[/C][C]Range[/C][C]70[/C][C]Trim Var.[/C][C]119.345268542199[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]471.832911392405[/C][C]Range[/C][C]92[/C][C]Trim Var.[/C][C]307.082494969819[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1548.79195066537[/C][C]Range[/C][C]170[/C][C]Trim Var.[/C][C]1034.43903420523[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30837&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30837&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)371.399191374663Range84Trim Var.222.951846657317
V(Y[t],d=1,D=0)33.9730769230769Range27Trim Var.19.9826466916355
V(Y[t],d=2,D=0)71.4158887229276Range42Trim Var.39.6286430960344
V(Y[t],d=3,D=0)222.204454597373Range69Trim Var.123.611338100102
V(Y[t],d=0,D=1)523.151681537406Range91Trim Var.369.881281222451
V(Y[t],d=1,D=1)74.9967274427302Range40Trim Var.45.7011075949367
V(Y[t],d=2,D=1)164.029980888677Range55Trim Var.101.240348101266
V(Y[t],d=3,D=1)529.961904761905Range104Trim Var.345.367901234568
V(Y[t],d=0,D=2)1123.86389641674Range130Trim Var.742.188198757764
V(Y[t],d=1,D=2)213.577777777778Range70Trim Var.119.345268542199
V(Y[t],d=2,D=2)471.832911392405Range92Trim Var.307.082494969819
V(Y[t],d=3,D=2)1548.79195066537Range170Trim Var.1034.43903420523


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')