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Description of Statistical Computation

Author's title

Author*Unverified author*
R Software Modulerwasp_variancereduction.wasp
Title produced by softwareVariance Reduction Matrix
Date of computationTue, 09 Dec 2008 14:12:10 -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/09/t122885715623vh8zbr2ucwvhh.htm/, Retrieved Fri, 17 May 2024 03:40:36 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=31799, Retrieved Fri, 17 May 2024 03:40:36 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact154

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F       [Variance Reduction Matrix] [] [2008-12-09 21:12:10] [d41d8cd98f00b204e9800998ecf8427e] [Current]
Feedback Forum
2008-12-16 20:23:44 [Peter Van Doninck] [reply] 
Het klopt dat we enkel seizoenaal dienen te differentiëren. Bijkomend kunnen we ook nog vermelden dat de getrimde variantie hier ook het kleinste is. Deze houdt geen rekening met de outliers, en kan in vele gevallen de beste maatstaf zijn.

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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
123,9
124,9
112,7
121,9
100,6
104,3
120,4
107,5
102,9
125,6
107,5
108,8
128,4
121,1
119,5
128,7
108,7
105,5
119,8
111,3
110,6
120,1
97,5
107,7
127,3
117,2
119,8
116,2
111
112,4
130,6
109,1
118,8
123,9
101,6
112,8
128
129,6
125,8
119,5
115,7
113,6
129,7
112
116,8
127
112,1
114,2
121,1
131,6
125
120,4
117,7
117,5
120,6
127,5
112,3
124,5
115,2
105,4

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'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 & 1 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31799&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]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31799&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31799&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'George Udny Yule' @ 72.249.76.132






Variance Reduction Matrix
V(Y[t],d=0,D=0)71.6716497175141Range34.1Trim Var.52.4436477987421
V(Y[t],d=1,D=0)138.929812974868Range45.3Trim Var.102.040805515239
V(Y[t],d=2,D=0)397.547876588022Range74.3Trim Var.296.212699849170
V(Y[t],d=3,D=0)1245.45393483709Range139Trim Var.925.313725490196
V(Y[t],d=0,D=1)34.3382801418440Range28Trim Var.18.8116666666667
V(Y[t],d=1,D=1)70.0123126734505Range44.6Trim Var.34.6236923076923
V(Y[t],d=2,D=1)212.443516908213Range82.2Trim Var.107.962564102564
V(Y[t],d=3,D=1)696.580828282828Range148.8Trim Var.310.739325236167
V(Y[t],d=0,D=2)72.9619285714285Range35.6000000000000Trim Var.49.2089919354839
V(Y[t],d=1,D=2)101.713394957983Range38.2Trim Var.73.4739569892472
V(Y[t],d=2,D=2)288.447994652406Range67.6Trim Var.189.824609195402
V(Y[t],d=3,D=2)953.450928030302Range124.5Trim Var.620.022906403939

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 71.6716497175141 & Range & 34.1 & Trim Var. & 52.4436477987421 \tabularnewline
V(Y[t],d=1,D=0) & 138.929812974868 & Range & 45.3 & Trim Var. & 102.040805515239 \tabularnewline
V(Y[t],d=2,D=0) & 397.547876588022 & Range & 74.3 & Trim Var. & 296.212699849170 \tabularnewline
V(Y[t],d=3,D=0) & 1245.45393483709 & Range & 139 & Trim Var. & 925.313725490196 \tabularnewline
V(Y[t],d=0,D=1) & 34.3382801418440 & Range & 28 & Trim Var. & 18.8116666666667 \tabularnewline
V(Y[t],d=1,D=1) & 70.0123126734505 & Range & 44.6 & Trim Var. & 34.6236923076923 \tabularnewline
V(Y[t],d=2,D=1) & 212.443516908213 & Range & 82.2 & Trim Var. & 107.962564102564 \tabularnewline
V(Y[t],d=3,D=1) & 696.580828282828 & Range & 148.8 & Trim Var. & 310.739325236167 \tabularnewline
V(Y[t],d=0,D=2) & 72.9619285714285 & Range & 35.6000000000000 & Trim Var. & 49.2089919354839 \tabularnewline
V(Y[t],d=1,D=2) & 101.713394957983 & Range & 38.2 & Trim Var. & 73.4739569892472 \tabularnewline
V(Y[t],d=2,D=2) & 288.447994652406 & Range & 67.6 & Trim Var. & 189.824609195402 \tabularnewline
V(Y[t],d=3,D=2) & 953.450928030302 & Range & 124.5 & Trim Var. & 620.022906403939 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=31799&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]71.6716497175141[/C][C]Range[/C][C]34.1[/C][C]Trim Var.[/C][C]52.4436477987421[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]138.929812974868[/C][C]Range[/C][C]45.3[/C][C]Trim Var.[/C][C]102.040805515239[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]397.547876588022[/C][C]Range[/C][C]74.3[/C][C]Trim Var.[/C][C]296.212699849170[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1245.45393483709[/C][C]Range[/C][C]139[/C][C]Trim Var.[/C][C]925.313725490196[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]34.3382801418440[/C][C]Range[/C][C]28[/C][C]Trim Var.[/C][C]18.8116666666667[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]70.0123126734505[/C][C]Range[/C][C]44.6[/C][C]Trim Var.[/C][C]34.6236923076923[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]212.443516908213[/C][C]Range[/C][C]82.2[/C][C]Trim Var.[/C][C]107.962564102564[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]696.580828282828[/C][C]Range[/C][C]148.8[/C][C]Trim Var.[/C][C]310.739325236167[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]72.9619285714285[/C][C]Range[/C][C]35.6000000000000[/C][C]Trim Var.[/C][C]49.2089919354839[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]101.713394957983[/C][C]Range[/C][C]38.2[/C][C]Trim Var.[/C][C]73.4739569892472[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]288.447994652406[/C][C]Range[/C][C]67.6[/C][C]Trim Var.[/C][C]189.824609195402[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]953.450928030302[/C][C]Range[/C][C]124.5[/C][C]Trim Var.[/C][C]620.022906403939[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=31799&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=31799&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)71.6716497175141Range34.1Trim Var.52.4436477987421
V(Y[t],d=1,D=0)138.929812974868Range45.3Trim Var.102.040805515239
V(Y[t],d=2,D=0)397.547876588022Range74.3Trim Var.296.212699849170
V(Y[t],d=3,D=0)1245.45393483709Range139Trim Var.925.313725490196
V(Y[t],d=0,D=1)34.3382801418440Range28Trim Var.18.8116666666667
V(Y[t],d=1,D=1)70.0123126734505Range44.6Trim Var.34.6236923076923
V(Y[t],d=2,D=1)212.443516908213Range82.2Trim Var.107.962564102564
V(Y[t],d=3,D=1)696.580828282828Range148.8Trim Var.310.739325236167
V(Y[t],d=0,D=2)72.9619285714285Range35.6000000000000Trim Var.49.2089919354839
V(Y[t],d=1,D=2)101.713394957983Range38.2Trim Var.73.4739569892472
V(Y[t],d=2,D=2)288.447994652406Range67.6Trim Var.189.824609195402
V(Y[t],d=3,D=2)953.450928030302Range124.5Trim Var.620.022906403939


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')