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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 computationSun, 21 Dec 2008 04:14:53 -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/21/t12298581557s0nqj0c4tb1tk6.htm/, Retrieved Fri, 17 May 2024 07:00:53 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=35497, Retrieved Fri, 17 May 2024 07:00:53 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact177

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Standard Deviation-Mean Plot] [SMP inschrijvinge...] [2008-12-21 10:55:25] [8d78428855b119373cac369316c08983]
- RM      [Variance Reduction Matrix] [VRM inschrijvinge...] [2008-12-21 11:14:53] [d6e9f26c3644bfc30f06303d9993b878] [Current]
- RMP       [(Partial) Autocorrelation Function] [(P)ACF inschrijvi...] [2008-12-21 11:27:19] [8d78428855b119373cac369316c08983]
- RMP       [(Partial) Autocorrelation Function] [(P)ACF inschrijvi...] [2008-12-21 11:35:27] [8d78428855b119373cac369316c08983]
- RMP       [(Partial) Autocorrelation Function] [(P)ACF inschrijvi...] [2008-12-21 11:44:38] [8d78428855b119373cac369316c08983]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
11.514
31.514
27.071
29.462
26.105
22.397
23.843
21.705
18.089
20.764
25.316
17704
15548
28029
29383
36438
32034
22679
24319
18004
17537
20366
22782
19169
13807
29743
25591
29096
26482
22405
27044
17970
18730
19684
19785
18479
10698
31956
29506
34506
27165
26736
23691
18157
17328
18205
20995
17382
9367
31124
26551
30651
25859
25100
25778
20418
18688
20424
24776
19814
12738

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=35497&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=35497&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35497&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)108387446.035315Range36426.486Trim Var.80484435.8416673
V(Y[t],d=1,D=0)42857923.6829883Range31112Trim Var.19827151.1973063
V(Y[t],d=2,D=0)112687333.638170Range56102Trim Var.51713633.6762342
V(Y[t],d=3,D=0)384914486.943433Range91616Trim Var.207591196.156541
V(Y[t],d=0,D=1)120450532.726605Range43750.538Trim Var.74138980.6675477
V(Y[t],d=1,D=1)24327938.6389739Range33752.684Trim Var.7641189.00080049
V(Y[t],d=2,D=1)49608898.4607892Range41788.816Trim Var.22221592.2050240
V(Y[t],d=3,D=1)147688474.418756Range65077.071Trim Var.72367842.7966744
V(Y[t],d=0,D=2)191286592.466826Range56502.538Trim Var.123982037.344198
V(Y[t],d=1,D=2)48563097.7857173Range34281.684Trim Var.23060614.0536472
V(Y[t],d=2,D=2)102493874.002832Range51136.816Trim Var.55274717.044527
V(Y[t],d=3,D=2)323907438.414188Range79487.071Trim Var.194185904.975868

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 108387446.035315 & Range & 36426.486 & Trim Var. & 80484435.8416673 \tabularnewline
V(Y[t],d=1,D=0) & 42857923.6829883 & Range & 31112 & Trim Var. & 19827151.1973063 \tabularnewline
V(Y[t],d=2,D=0) & 112687333.638170 & Range & 56102 & Trim Var. & 51713633.6762342 \tabularnewline
V(Y[t],d=3,D=0) & 384914486.943433 & Range & 91616 & Trim Var. & 207591196.156541 \tabularnewline
V(Y[t],d=0,D=1) & 120450532.726605 & Range & 43750.538 & Trim Var. & 74138980.6675477 \tabularnewline
V(Y[t],d=1,D=1) & 24327938.6389739 & Range & 33752.684 & Trim Var. & 7641189.00080049 \tabularnewline
V(Y[t],d=2,D=1) & 49608898.4607892 & Range & 41788.816 & Trim Var. & 22221592.2050240 \tabularnewline
V(Y[t],d=3,D=1) & 147688474.418756 & Range & 65077.071 & Trim Var. & 72367842.7966744 \tabularnewline
V(Y[t],d=0,D=2) & 191286592.466826 & Range & 56502.538 & Trim Var. & 123982037.344198 \tabularnewline
V(Y[t],d=1,D=2) & 48563097.7857173 & Range & 34281.684 & Trim Var. & 23060614.0536472 \tabularnewline
V(Y[t],d=2,D=2) & 102493874.002832 & Range & 51136.816 & Trim Var. & 55274717.044527 \tabularnewline
V(Y[t],d=3,D=2) & 323907438.414188 & Range & 79487.071 & Trim Var. & 194185904.975868 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=35497&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]108387446.035315[/C][C]Range[/C][C]36426.486[/C][C]Trim Var.[/C][C]80484435.8416673[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]42857923.6829883[/C][C]Range[/C][C]31112[/C][C]Trim Var.[/C][C]19827151.1973063[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]112687333.638170[/C][C]Range[/C][C]56102[/C][C]Trim Var.[/C][C]51713633.6762342[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]384914486.943433[/C][C]Range[/C][C]91616[/C][C]Trim Var.[/C][C]207591196.156541[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]120450532.726605[/C][C]Range[/C][C]43750.538[/C][C]Trim Var.[/C][C]74138980.6675477[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]24327938.6389739[/C][C]Range[/C][C]33752.684[/C][C]Trim Var.[/C][C]7641189.00080049[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]49608898.4607892[/C][C]Range[/C][C]41788.816[/C][C]Trim Var.[/C][C]22221592.2050240[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]147688474.418756[/C][C]Range[/C][C]65077.071[/C][C]Trim Var.[/C][C]72367842.7966744[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]191286592.466826[/C][C]Range[/C][C]56502.538[/C][C]Trim Var.[/C][C]123982037.344198[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]48563097.7857173[/C][C]Range[/C][C]34281.684[/C][C]Trim Var.[/C][C]23060614.0536472[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]102493874.002832[/C][C]Range[/C][C]51136.816[/C][C]Trim Var.[/C][C]55274717.044527[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]323907438.414188[/C][C]Range[/C][C]79487.071[/C][C]Trim Var.[/C][C]194185904.975868[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=35497&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=35497&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)108387446.035315Range36426.486Trim Var.80484435.8416673
V(Y[t],d=1,D=0)42857923.6829883Range31112Trim Var.19827151.1973063
V(Y[t],d=2,D=0)112687333.638170Range56102Trim Var.51713633.6762342
V(Y[t],d=3,D=0)384914486.943433Range91616Trim Var.207591196.156541
V(Y[t],d=0,D=1)120450532.726605Range43750.538Trim Var.74138980.6675477
V(Y[t],d=1,D=1)24327938.6389739Range33752.684Trim Var.7641189.00080049
V(Y[t],d=2,D=1)49608898.4607892Range41788.816Trim Var.22221592.2050240
V(Y[t],d=3,D=1)147688474.418756Range65077.071Trim Var.72367842.7966744
V(Y[t],d=0,D=2)191286592.466826Range56502.538Trim Var.123982037.344198
V(Y[t],d=1,D=2)48563097.7857173Range34281.684Trim Var.23060614.0536472
V(Y[t],d=2,D=2)102493874.002832Range51136.816Trim Var.55274717.044527
V(Y[t],d=3,D=2)323907438.414188Range79487.071Trim Var.194185904.975868


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')