FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 computationMon, 17 Dec 2012 09:08:52 -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/17/t1355753459nhbv6eng6mq6nl1.htm/, Retrieved Fri, 19 Apr 2024 05:55:06 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=200930, Retrieved Fri, 19 Apr 2024 05:55:06 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact161

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] [] [2012-12-17 14:08:52] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]
- RMP     [Decomposition by Loess] [] [2012-12-17 14:21:58] [b98453cac15ba1066b407e146608df68]
- RMP     [Exponential Smoothing] [] [2012-12-17 14:23:39] [b98453cac15ba1066b407e146608df68]
- RMP       [Decomposition by Loess] [loes decompostion...] [2012-12-18 19:44:38] [cf3404f2aa5ecb19248d89bb206f05c1]
- R P       [Exponential Smoothing] [] [2013-01-15 15:05:40] [391561951b5d7f721cfaa4f5575ab127]
- RMP     [ARIMA Forecasting] [] [2012-12-17 14:27:33] [b98453cac15ba1066b407e146608df68]
- RM        [ARIMA Forecasting] [] [2013-01-12 09:57:18] [74be16979710d4c4e7c6647856088456]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
164
96
73
49
39
59
169
169
210
278
298
245
200
188
90
79
78
91
167
169
289
247
275
203
223
104
107
85
75
99
135
211
335
488
326
346
261
224
141
148
145
223
272
445
560
612
467
404
518
404
300
210
196
186
247
343
464
680
711
610
513
292
273
322
189
257
324
404
677
858
895
664
628
308
324
248
272

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'Herman Ole Andreas Wold' @ wold.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 & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=200930&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]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=200930&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=200930&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'Herman Ole Andreas Wold' @ wold.wessa.net






Variance Reduction Matrix
V(Y[t],d=0,D=0)37636Range856Trim Var.23755.4
V(Y[t],d=1,D=0)9972.17Range593Trim Var.4966.61
V(Y[t],d=2,D=0)14528.3Range651Trim Var.8158.15
V(Y[t],d=3,D=0)42965.3Range1099Trim Var.22278.4
V(Y[t],d=0,D=1)8045Range369Trim Var.4972.55
V(Y[t],d=1,D=1)8394.1Range410Trim Var.5094.58
V(Y[t],d=2,D=1)22015.3Range667Trim Var.13813.5
V(Y[t],d=3,D=1)72015.8Range1243Trim Var.43550.7
V(Y[t],d=0,D=2)22272.3Range645Trim Var.13748.4
V(Y[t],d=1,D=2)26819.2Range715Trim Var.17337.5
V(Y[t],d=2,D=2)71544.1Range1043Trim Var.48408.9
V(Y[t],d=3,D=2)231157Range1803Trim Var.157573

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 37636 & Range & 856 & Trim Var. & 23755.4 \tabularnewline
V(Y[t],d=1,D=0) & 9972.17 & Range & 593 & Trim Var. & 4966.61 \tabularnewline
V(Y[t],d=2,D=0) & 14528.3 & Range & 651 & Trim Var. & 8158.15 \tabularnewline
V(Y[t],d=3,D=0) & 42965.3 & Range & 1099 & Trim Var. & 22278.4 \tabularnewline
V(Y[t],d=0,D=1) & 8045 & Range & 369 & Trim Var. & 4972.55 \tabularnewline
V(Y[t],d=1,D=1) & 8394.1 & Range & 410 & Trim Var. & 5094.58 \tabularnewline
V(Y[t],d=2,D=1) & 22015.3 & Range & 667 & Trim Var. & 13813.5 \tabularnewline
V(Y[t],d=3,D=1) & 72015.8 & Range & 1243 & Trim Var. & 43550.7 \tabularnewline
V(Y[t],d=0,D=2) & 22272.3 & Range & 645 & Trim Var. & 13748.4 \tabularnewline
V(Y[t],d=1,D=2) & 26819.2 & Range & 715 & Trim Var. & 17337.5 \tabularnewline
V(Y[t],d=2,D=2) & 71544.1 & Range & 1043 & Trim Var. & 48408.9 \tabularnewline
V(Y[t],d=3,D=2) & 231157 & Range & 1803 & Trim Var. & 157573 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=200930&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]37636[/C][C]Range[/C][C]856[/C][C]Trim Var.[/C][C]23755.4[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]9972.17[/C][C]Range[/C][C]593[/C][C]Trim Var.[/C][C]4966.61[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]14528.3[/C][C]Range[/C][C]651[/C][C]Trim Var.[/C][C]8158.15[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]42965.3[/C][C]Range[/C][C]1099[/C][C]Trim Var.[/C][C]22278.4[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]8045[/C][C]Range[/C][C]369[/C][C]Trim Var.[/C][C]4972.55[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]8394.1[/C][C]Range[/C][C]410[/C][C]Trim Var.[/C][C]5094.58[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]22015.3[/C][C]Range[/C][C]667[/C][C]Trim Var.[/C][C]13813.5[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]72015.8[/C][C]Range[/C][C]1243[/C][C]Trim Var.[/C][C]43550.7[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]22272.3[/C][C]Range[/C][C]645[/C][C]Trim Var.[/C][C]13748.4[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]26819.2[/C][C]Range[/C][C]715[/C][C]Trim Var.[/C][C]17337.5[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]71544.1[/C][C]Range[/C][C]1043[/C][C]Trim Var.[/C][C]48408.9[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]231157[/C][C]Range[/C][C]1803[/C][C]Trim Var.[/C][C]157573[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=200930&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=200930&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)37636Range856Trim Var.23755.4
V(Y[t],d=1,D=0)9972.17Range593Trim Var.4966.61
V(Y[t],d=2,D=0)14528.3Range651Trim Var.8158.15
V(Y[t],d=3,D=0)42965.3Range1099Trim Var.22278.4
V(Y[t],d=0,D=1)8045Range369Trim Var.4972.55
V(Y[t],d=1,D=1)8394.1Range410Trim Var.5094.58
V(Y[t],d=2,D=1)22015.3Range667Trim Var.13813.5
V(Y[t],d=3,D=1)72015.8Range1243Trim Var.43550.7
V(Y[t],d=0,D=2)22272.3Range645Trim Var.13748.4
V(Y[t],d=1,D=2)26819.2Range715Trim Var.17337.5
V(Y[t],d=2,D=2)71544.1Range1043Trim Var.48408.9
V(Y[t],d=3,D=2)231157Range1803Trim Var.157573


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,signif(var(myx), digits=6))
a<-table.element(a,'Range',header=TRUE)
a<-table.element(a,signif(max(myx)-min(myx), digits=6))
a<-table.element(a,'Trim Var.',header=TRUE)
smyx <- sort(myx)
sn <- length(smyx)
a<-table.element(a,signif(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()