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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 computationThu, 22 Dec 2011 09:08:22 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/22/t13245629160ohhrhom6jc2tr8.htm/, Retrieved Fri, 03 May 2024 12:55:26 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=159478, Retrieved Fri, 03 May 2024 12:55:26 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact96

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Multiple Regression] [montly dummies] [2011-12-22 13:26:17] [a2638725f7f7c6bd63902ba17eba666b]
- RMPD    [Variance Reduction Matrix] [vrm] [2011-12-22 14:08:22] [1e640daebbc6b5a89eef23229b5a56d5] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
519
517
510
509
501
507
569
580
578
565
547
555
562
561
555
544
537
543
594
611
613
611
594
595
591
589
584
573
567
569
621
629
628
612
595
597
593
590
580
574
573
573
620
626
620
588
566
557
561
549
532
526
511
499
555
565
542
527
510
514
517
508
493
490
469
478
528
534
518

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'AstonUniversity' @ aston.wessa.net

\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 & 'AstonUniversity' @ aston.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159478&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]'AstonUniversity' @ aston.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159478&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159478&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'AstonUniversity' @ aston.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)1638.88661551577Range160Trim Var.1161.8218579235
V(Y[t],d=1,D=0)365.716198419666Range94Trim Var.160.741242937853
V(Y[t],d=2,D=0)550.379918588874Range119Trim Var.262.545295149036
V(Y[t],d=3,D=0)1323.51724941725Range179Trim Var.579.932957393484
V(Y[t],d=0,D=1)1349.18295739348Range125Trim Var.1083.2431372549
V(Y[t],d=1,D=1)60.6334415584416Range38Trim Var.31.5144557823129
V(Y[t],d=2,D=1)129.987878787879Range61Trim Var.67.344387755102
V(Y[t],d=3,D=1)406.542627533194Range109Trim Var.213.698138297872
V(Y[t],d=0,D=2)877.376767676768Range132Trim Var.424.551956815115
V(Y[t],d=1,D=2)155.323467230444Range58Trim Var.57.0349206349206
V(Y[t],d=2,D=2)314.10188261351Range93Trim Var.149.564564564565
V(Y[t],d=3,D=2)930.160278745645Range136Trim Var.457.920634920635

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 1638.88661551577 & Range & 160 & Trim Var. & 1161.8218579235 \tabularnewline
V(Y[t],d=1,D=0) & 365.716198419666 & Range & 94 & Trim Var. & 160.741242937853 \tabularnewline
V(Y[t],d=2,D=0) & 550.379918588874 & Range & 119 & Trim Var. & 262.545295149036 \tabularnewline
V(Y[t],d=3,D=0) & 1323.51724941725 & Range & 179 & Trim Var. & 579.932957393484 \tabularnewline
V(Y[t],d=0,D=1) & 1349.18295739348 & Range & 125 & Trim Var. & 1083.2431372549 \tabularnewline
V(Y[t],d=1,D=1) & 60.6334415584416 & Range & 38 & Trim Var. & 31.5144557823129 \tabularnewline
V(Y[t],d=2,D=1) & 129.987878787879 & Range & 61 & Trim Var. & 67.344387755102 \tabularnewline
V(Y[t],d=3,D=1) & 406.542627533194 & Range & 109 & Trim Var. & 213.698138297872 \tabularnewline
V(Y[t],d=0,D=2) & 877.376767676768 & Range & 132 & Trim Var. & 424.551956815115 \tabularnewline
V(Y[t],d=1,D=2) & 155.323467230444 & Range & 58 & Trim Var. & 57.0349206349206 \tabularnewline
V(Y[t],d=2,D=2) & 314.10188261351 & Range & 93 & Trim Var. & 149.564564564565 \tabularnewline
V(Y[t],d=3,D=2) & 930.160278745645 & Range & 136 & Trim Var. & 457.920634920635 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=159478&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]1638.88661551577[/C][C]Range[/C][C]160[/C][C]Trim Var.[/C][C]1161.8218579235[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]365.716198419666[/C][C]Range[/C][C]94[/C][C]Trim Var.[/C][C]160.741242937853[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]550.379918588874[/C][C]Range[/C][C]119[/C][C]Trim Var.[/C][C]262.545295149036[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]1323.51724941725[/C][C]Range[/C][C]179[/C][C]Trim Var.[/C][C]579.932957393484[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]1349.18295739348[/C][C]Range[/C][C]125[/C][C]Trim Var.[/C][C]1083.2431372549[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]60.6334415584416[/C][C]Range[/C][C]38[/C][C]Trim Var.[/C][C]31.5144557823129[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]129.987878787879[/C][C]Range[/C][C]61[/C][C]Trim Var.[/C][C]67.344387755102[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]406.542627533194[/C][C]Range[/C][C]109[/C][C]Trim Var.[/C][C]213.698138297872[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]877.376767676768[/C][C]Range[/C][C]132[/C][C]Trim Var.[/C][C]424.551956815115[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]155.323467230444[/C][C]Range[/C][C]58[/C][C]Trim Var.[/C][C]57.0349206349206[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]314.10188261351[/C][C]Range[/C][C]93[/C][C]Trim Var.[/C][C]149.564564564565[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]930.160278745645[/C][C]Range[/C][C]136[/C][C]Trim Var.[/C][C]457.920634920635[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=159478&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=159478&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)1638.88661551577Range160Trim Var.1161.8218579235
V(Y[t],d=1,D=0)365.716198419666Range94Trim Var.160.741242937853
V(Y[t],d=2,D=0)550.379918588874Range119Trim Var.262.545295149036
V(Y[t],d=3,D=0)1323.51724941725Range179Trim Var.579.932957393484
V(Y[t],d=0,D=1)1349.18295739348Range125Trim Var.1083.2431372549
V(Y[t],d=1,D=1)60.6334415584416Range38Trim Var.31.5144557823129
V(Y[t],d=2,D=1)129.987878787879Range61Trim Var.67.344387755102
V(Y[t],d=3,D=1)406.542627533194Range109Trim Var.213.698138297872
V(Y[t],d=0,D=2)877.376767676768Range132Trim Var.424.551956815115
V(Y[t],d=1,D=2)155.323467230444Range58Trim Var.57.0349206349206
V(Y[t],d=2,D=2)314.10188261351Range93Trim Var.149.564564564565
V(Y[t],d=3,D=2)930.160278745645Range136Trim Var.457.920634920635


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(myx,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')
bitmap(file='pic0.png')
op <- par(mfrow=c(2,2))
plot(x,type='l',xlab='time',ylab='value',main='d=0, D=0')
plot(diff(x,lag=1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=0')
plot(diff(x,lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=0, D=1')
plot(diff(diff(x,lag=1,differences=1),lag=par1,differences=1),type='l',xlab='time',ylab='value',main='d=1, D=1')
par(op)
dev.off()