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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, 13 Dec 2012 09:43:53 -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/2012/Dec/13/t1355409869urtl813rrpahehu.htm/, Retrieved Mon, 29 Apr 2024 07:33:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=199261, Retrieved Mon, 29 Apr 2024 07:33:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact133

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Variance Reduction Matrix] [Unemployment] [2010-11-29 09:29:57] [b98453cac15ba1066b407e146608df68]
-   PD  [Variance Reduction Matrix] [] [2010-12-15 16:39:48] [8d263c682820d5327cb5f02a8c3630cf]
-    D    [Variance Reduction Matrix] [] [2010-12-17 08:24:47] [4dfa50539945b119a90a7606969443b9]
- R         [Variance Reduction Matrix] [] [2010-12-17 11:46:46] [c6813a60da787bb62b5d86150b8926dd]
-    D        [Variance Reduction Matrix] [] [2010-12-27 20:49:16] [c6813a60da787bb62b5d86150b8926dd]
- R P             [Variance Reduction Matrix] [Deel 4: ARIMA: va...] [2012-12-13 14:43:53] [f988ca26b10d35edf58465884f70a009] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
6
6
8
4
8
10
9
12
9
11
11
11
11
11
9
8
6
7
8
6
5
2
3
3
7
8
7
7
6
6
7
5
5
5
4
4
4
1
-1
3
4
3
2
1
4
3
5
6
6
6
6
6
5
6
5
6
5
7
4
5
6
6
5
3
2
3
3
2
0
4
4
5
6
6
5
5
3
5
5
5
3
6
6
4
6
5
4
5
5
4
3
2
3
2
-1
0
-2
1
-2
-2
-2
-6
-4
-2
0
-5
-4
-5
-1
-2
-4
-1
1
1
-2
1
1
3
3
1
1
0
2
2
-1
1
0
1
1
3
2

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=199261&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=199261&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199261&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)13.1241338813858Range18Trim Var.6.10876330876331
V(Y[t],d=1,D=0)3.27036374478235Range9Trim Var.1.48381793007961
V(Y[t],d=2,D=0)8.5858769379845Range15Trim Var.4.16372447213569
V(Y[t],d=3,D=0)27.6756274606299Range25Trim Var.17.7162707654091
V(Y[t],d=0,D=1)14.0582538099986Range18Trim Var.8.93546111796861
V(Y[t],d=1,D=1)6.595683036361Range13Trim Var.4.1613144137416
V(Y[t],d=2,D=1)16.9913056292367Range19Trim Var.8.81715110286539
V(Y[t],d=3,D=1)55.6254122938531Range33Trim Var.33.7883114410813
V(Y[t],d=0,D=2)37.2255334156233Range26Trim Var.22.9636141636142
V(Y[t],d=1,D=2)17.8380053908356Range21Trim Var.9.49059829059829
V(Y[t],d=2,D=2)45.3172161172161Range33Trim Var.24.2508114856429
V(Y[t],d=3,D=2)150.125373412995Range62Trim Var.89.93215480172

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 13.1241338813858 & Range & 18 & Trim Var. & 6.10876330876331 \tabularnewline
V(Y[t],d=1,D=0) & 3.27036374478235 & Range & 9 & Trim Var. & 1.48381793007961 \tabularnewline
V(Y[t],d=2,D=0) & 8.5858769379845 & Range & 15 & Trim Var. & 4.16372447213569 \tabularnewline
V(Y[t],d=3,D=0) & 27.6756274606299 & Range & 25 & Trim Var. & 17.7162707654091 \tabularnewline
V(Y[t],d=0,D=1) & 14.0582538099986 & Range & 18 & Trim Var. & 8.93546111796861 \tabularnewline
V(Y[t],d=1,D=1) & 6.595683036361 & Range & 13 & Trim Var. & 4.1613144137416 \tabularnewline
V(Y[t],d=2,D=1) & 16.9913056292367 & Range & 19 & Trim Var. & 8.81715110286539 \tabularnewline
V(Y[t],d=3,D=1) & 55.6254122938531 & Range & 33 & Trim Var. & 33.7883114410813 \tabularnewline
V(Y[t],d=0,D=2) & 37.2255334156233 & Range & 26 & Trim Var. & 22.9636141636142 \tabularnewline
V(Y[t],d=1,D=2) & 17.8380053908356 & Range & 21 & Trim Var. & 9.49059829059829 \tabularnewline
V(Y[t],d=2,D=2) & 45.3172161172161 & Range & 33 & Trim Var. & 24.2508114856429 \tabularnewline
V(Y[t],d=3,D=2) & 150.125373412995 & Range & 62 & Trim Var. & 89.93215480172 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=199261&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]13.1241338813858[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]6.10876330876331[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]3.27036374478235[/C][C]Range[/C][C]9[/C][C]Trim Var.[/C][C]1.48381793007961[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]8.5858769379845[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]4.16372447213569[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]27.6756274606299[/C][C]Range[/C][C]25[/C][C]Trim Var.[/C][C]17.7162707654091[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]14.0582538099986[/C][C]Range[/C][C]18[/C][C]Trim Var.[/C][C]8.93546111796861[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]6.595683036361[/C][C]Range[/C][C]13[/C][C]Trim Var.[/C][C]4.1613144137416[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]16.9913056292367[/C][C]Range[/C][C]19[/C][C]Trim Var.[/C][C]8.81715110286539[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]55.6254122938531[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]33.7883114410813[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]37.2255334156233[/C][C]Range[/C][C]26[/C][C]Trim Var.[/C][C]22.9636141636142[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]17.8380053908356[/C][C]Range[/C][C]21[/C][C]Trim Var.[/C][C]9.49059829059829[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]45.3172161172161[/C][C]Range[/C][C]33[/C][C]Trim Var.[/C][C]24.2508114856429[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]150.125373412995[/C][C]Range[/C][C]62[/C][C]Trim Var.[/C][C]89.93215480172[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=199261&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=199261&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)13.1241338813858Range18Trim Var.6.10876330876331
V(Y[t],d=1,D=0)3.27036374478235Range9Trim Var.1.48381793007961
V(Y[t],d=2,D=0)8.5858769379845Range15Trim Var.4.16372447213569
V(Y[t],d=3,D=0)27.6756274606299Range25Trim Var.17.7162707654091
V(Y[t],d=0,D=1)14.0582538099986Range18Trim Var.8.93546111796861
V(Y[t],d=1,D=1)6.595683036361Range13Trim Var.4.1613144137416
V(Y[t],d=2,D=1)16.9913056292367Range19Trim Var.8.81715110286539
V(Y[t],d=3,D=1)55.6254122938531Range33Trim Var.33.7883114410813
V(Y[t],d=0,D=2)37.2255334156233Range26Trim Var.22.9636141636142
V(Y[t],d=1,D=2)17.8380053908356Range21Trim Var.9.49059829059829
V(Y[t],d=2,D=2)45.3172161172161Range33Trim Var.24.2508114856429
V(Y[t],d=3,D=2)150.125373412995Range62Trim Var.89.93215480172


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
par1 = 12 ; par2 = Triple ; par3 = additive ;
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()