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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 20:21:16 -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/t1324603292bcxbjgwmo6ke5uj.htm/, Retrieved Fri, 03 May 2024 08:13:16 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160144, Retrieved Fri, 03 May 2024 08:13:16 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact43

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [Spectral Analysis] [Births] [2010-11-29 09:38:20] [b98453cac15ba1066b407e146608df68]
- R  D          [Spectral Analysis] [WS9 3.2 CP d=0, D=0] [2010-12-07 10:39:32] [afe9379cca749d06b3d6872e02cc47ed]
- RMPD              [Variance Reduction Matrix] [PAPER: inflatie] [2011-12-23 01:21:16] [6baf48ba14bcb50d9e72b77bece8a45b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
0,0213
0,0218
0,0290
0,0263
0,0267
0,0181
0,0133
0,0088
0,0128
0,0126
0,0126
0,0129
0,0110
0,0137
0,0121
0,0174
0,0176
0,0148
0,0104
0,0162
0,0149
0,0179
0,0180
0,0158
0,0186
0,0174
0,0159
0,0126
0,0113
0,0192
0,0261
0,0226
0,0241
0,0226
0,0203
0,0286
0,0255
0,0227
0,0226
0,0257
0,0307
0,0276
0,0251
0,0287
0,0314
0,0311
0,0316
0,0247
0,0257
0,0289
0,0263
0,0238
0,0169
0,0196
0,0219
0,0187
0,0160
0,0163
0,0122
0,0121
0,0149
0,0164
0,0166
0,0177
0,0182
0,0178
0,0128
0,0129
0,0137
0,0112
0,0151
0,0224
0,0294
0,0309
0,0346
0,0364
0,0439
0,0415
0,0521
0,0580
0,0591
0,0539
0,0546
0,0472
0,0314
0,0263
0,0232
0,0193
0,0062
0,0060
-0,0037
-0,0110
-0,0168
-0,0078
-0,0119
-0,0097
-0,0012
0,0026
0,0062
0,0070
0,0166
0,0180
0,0227
0,0246
0,0257
0,0232
0,0291
0,0301
0,0286
0,0310
0,0322
0,0339
0,0352
0,0341
0,0335
0,0367
0,0375
0,0360
0,0355
0,0357

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' @ jenkins.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 & 'Gwilym Jenkins' @ jenkins.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160144&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' @ jenkins.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160144&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160144&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' @ jenkins.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)0.000177343182072829Range0.0759Trim Var.7.95451990308065e-05
V(Y[t],d=1,D=0)1.95798091439966e-05Range0.0264Trim Var.1.05759495679774e-05
V(Y[t],d=2,D=0)3.13313610024627e-05Range0.0279Trim Var.1.98455247079964e-05
V(Y[t],d=3,D=0)9.32218302387268e-05Range0.0508Trim Var.5.69508644688645e-05
V(Y[t],d=0,D=1)0.000552462480962271Range0.1213Trim Var.0.00023454925877193
V(Y[t],d=1,D=1)6.56849744313172e-05Range0.0471Trim Var.3.29487749160134e-05
V(Y[t],d=2,D=1)0.000107141096136568Range0.0453Trim Var.6.89600686341798e-05
V(Y[t],d=3,D=1)0.00032340765018315Range0.0852Trim Var.0.000194261619915849
V(Y[t],d=0,D=2)0.00191089747258772Range0.2397Trim Var.0.000799638978112175
V(Y[t],d=1,D=2)0.000242327204927212Range0.083Trim Var.0.000135983521008403
V(Y[t],d=2,D=2)0.000391172908945321Range0.0844Trim Var.0.000271897674985657
V(Y[t],d=3,D=2)0.00117917636044881Range0.1568Trim Var.0.000772008721716133

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 0.000177343182072829 & Range & 0.0759 & Trim Var. & 7.95451990308065e-05 \tabularnewline
V(Y[t],d=1,D=0) & 1.95798091439966e-05 & Range & 0.0264 & Trim Var. & 1.05759495679774e-05 \tabularnewline
V(Y[t],d=2,D=0) & 3.13313610024627e-05 & Range & 0.0279 & Trim Var. & 1.98455247079964e-05 \tabularnewline
V(Y[t],d=3,D=0) & 9.32218302387268e-05 & Range & 0.0508 & Trim Var. & 5.69508644688645e-05 \tabularnewline
V(Y[t],d=0,D=1) & 0.000552462480962271 & Range & 0.1213 & Trim Var. & 0.00023454925877193 \tabularnewline
V(Y[t],d=1,D=1) & 6.56849744313172e-05 & Range & 0.0471 & Trim Var. & 3.29487749160134e-05 \tabularnewline
V(Y[t],d=2,D=1) & 0.000107141096136568 & Range & 0.0453 & Trim Var. & 6.89600686341798e-05 \tabularnewline
V(Y[t],d=3,D=1) & 0.00032340765018315 & Range & 0.0852 & Trim Var. & 0.000194261619915849 \tabularnewline
V(Y[t],d=0,D=2) & 0.00191089747258772 & Range & 0.2397 & Trim Var. & 0.000799638978112175 \tabularnewline
V(Y[t],d=1,D=2) & 0.000242327204927212 & Range & 0.083 & Trim Var. & 0.000135983521008403 \tabularnewline
V(Y[t],d=2,D=2) & 0.000391172908945321 & Range & 0.0844 & Trim Var. & 0.000271897674985657 \tabularnewline
V(Y[t],d=3,D=2) & 0.00117917636044881 & Range & 0.1568 & Trim Var. & 0.000772008721716133 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160144&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]0.000177343182072829[/C][C]Range[/C][C]0.0759[/C][C]Trim Var.[/C][C]7.95451990308065e-05[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]1.95798091439966e-05[/C][C]Range[/C][C]0.0264[/C][C]Trim Var.[/C][C]1.05759495679774e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]3.13313610024627e-05[/C][C]Range[/C][C]0.0279[/C][C]Trim Var.[/C][C]1.98455247079964e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]9.32218302387268e-05[/C][C]Range[/C][C]0.0508[/C][C]Trim Var.[/C][C]5.69508644688645e-05[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]0.000552462480962271[/C][C]Range[/C][C]0.1213[/C][C]Trim Var.[/C][C]0.00023454925877193[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.56849744313172e-05[/C][C]Range[/C][C]0.0471[/C][C]Trim Var.[/C][C]3.29487749160134e-05[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]0.000107141096136568[/C][C]Range[/C][C]0.0453[/C][C]Trim Var.[/C][C]6.89600686341798e-05[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]0.00032340765018315[/C][C]Range[/C][C]0.0852[/C][C]Trim Var.[/C][C]0.000194261619915849[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]0.00191089747258772[/C][C]Range[/C][C]0.2397[/C][C]Trim Var.[/C][C]0.000799638978112175[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]0.000242327204927212[/C][C]Range[/C][C]0.083[/C][C]Trim Var.[/C][C]0.000135983521008403[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]0.000391172908945321[/C][C]Range[/C][C]0.0844[/C][C]Trim Var.[/C][C]0.000271897674985657[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]0.00117917636044881[/C][C]Range[/C][C]0.1568[/C][C]Trim Var.[/C][C]0.000772008721716133[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160144&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160144&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)0.000177343182072829Range0.0759Trim Var.7.95451990308065e-05
V(Y[t],d=1,D=0)1.95798091439966e-05Range0.0264Trim Var.1.05759495679774e-05
V(Y[t],d=2,D=0)3.13313610024627e-05Range0.0279Trim Var.1.98455247079964e-05
V(Y[t],d=3,D=0)9.32218302387268e-05Range0.0508Trim Var.5.69508644688645e-05
V(Y[t],d=0,D=1)0.000552462480962271Range0.1213Trim Var.0.00023454925877193
V(Y[t],d=1,D=1)6.56849744313172e-05Range0.0471Trim Var.3.29487749160134e-05
V(Y[t],d=2,D=1)0.000107141096136568Range0.0453Trim Var.6.89600686341798e-05
V(Y[t],d=3,D=1)0.00032340765018315Range0.0852Trim Var.0.000194261619915849
V(Y[t],d=0,D=2)0.00191089747258772Range0.2397Trim Var.0.000799638978112175
V(Y[t],d=1,D=2)0.000242327204927212Range0.083Trim Var.0.000135983521008403
V(Y[t],d=2,D=2)0.000391172908945321Range0.0844Trim Var.0.000271897674985657
V(Y[t],d=3,D=2)0.00117917636044881Range0.1568Trim Var.0.000772008721716133


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = multiplicative ; par2 = 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()