Free Statistics

of Irreproducible Research!

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 computationWed, 04 Dec 2013 09:41:40 -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/2013/Dec/04/t13861688464n5fses1mjzi459.htm/, Retrieved Thu, 28 Mar 2024 15:57:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=230628, Retrieved Thu, 28 Mar 2024 15:57:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact60
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [] [2008-12-14 11:54:22] [d2d412c7f4d35ffbf5ee5ee89db327d4]
- RMP     [Variance Reduction Matrix] [WS 9 - Variantie ...] [2013-12-04 14:41:40] [022e78770bd486b2574ab5ebcc241092] [Current]
- RMP       [ARIMA Backward Selection] [WS 9 - ARIMA Maximum] [2013-12-04 17:35:08] [d0fa9a1df1102d3fce1a013ac6b36d98]
- RM          [ARIMA Forecasting] [WS 9 - ARIMA Fore...] [2013-12-04 19:42:45] [d0fa9a1df1102d3fce1a013ac6b36d98]
- RM          [Skewness and Kurtosis Test] [WS 9 - Kurtosis/S...] [2013-12-04 20:17:39] [d0fa9a1df1102d3fce1a013ac6b36d98]
Feedback Forum

Post a new message
Dataseries X:
46
62
66
59
58
61
41
27
58
70
49
59
44
36
72
45
56
54
53
35
61
52
47
51
52
63
74
45
51
64
36
30
55
64
39
40
63
45
59
55
40
64
27
28
45
57
45
69
60
56
58
50
51
53
37
22
55
70
62
58
39
49
58
47
42
62
39
40
72
70
54
65




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 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 & 3 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=230628&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]3 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=230628&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=230628&T=0

As an alternative you can also use a 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 time3 seconds
R Server'Herman Ole Andreas Wold' @ wold.wessa.net







Variance Reduction Matrix
V(Y[t],d=0,D=0)145.731Range52Trim Var.87.8913
V(Y[t],d=1,D=0)271.827Range73Trim Var.176.435
V(Y[t],d=2,D=0)726.85Range111Trim Var.483.099
V(Y[t],d=3,D=0)2183.96Range208Trim Var.1418.16
V(Y[t],d=0,D=1)131.779Range55Trim Var.79.2329
V(Y[t],d=1,D=1)263.925Range64Trim Var.201.459
V(Y[t],d=2,D=1)797.136Range111Trim Var.587.843
V(Y[t],d=3,D=1)2651.61Range209Trim Var.2009.92
V(Y[t],d=0,D=2)391.872Range98Trim Var.211.113
V(Y[t],d=1,D=2)831.144Range100Trim Var.597
V(Y[t],d=2,D=2)2526.44Range197Trim Var.1816.76
V(Y[t],d=3,D=2)8301.16Range332Trim Var.5960.75

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
V(Y[t],d=0,D=0) & 145.731 & Range & 52 & Trim Var. & 87.8913 \tabularnewline
V(Y[t],d=1,D=0) & 271.827 & Range & 73 & Trim Var. & 176.435 \tabularnewline
V(Y[t],d=2,D=0) & 726.85 & Range & 111 & Trim Var. & 483.099 \tabularnewline
V(Y[t],d=3,D=0) & 2183.96 & Range & 208 & Trim Var. & 1418.16 \tabularnewline
V(Y[t],d=0,D=1) & 131.779 & Range & 55 & Trim Var. & 79.2329 \tabularnewline
V(Y[t],d=1,D=1) & 263.925 & Range & 64 & Trim Var. & 201.459 \tabularnewline
V(Y[t],d=2,D=1) & 797.136 & Range & 111 & Trim Var. & 587.843 \tabularnewline
V(Y[t],d=3,D=1) & 2651.61 & Range & 209 & Trim Var. & 2009.92 \tabularnewline
V(Y[t],d=0,D=2) & 391.872 & Range & 98 & Trim Var. & 211.113 \tabularnewline
V(Y[t],d=1,D=2) & 831.144 & Range & 100 & Trim Var. & 597 \tabularnewline
V(Y[t],d=2,D=2) & 2526.44 & Range & 197 & Trim Var. & 1816.76 \tabularnewline
V(Y[t],d=3,D=2) & 8301.16 & Range & 332 & Trim Var. & 5960.75 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=230628&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]145.731[/C][C]Range[/C][C]52[/C][C]Trim Var.[/C][C]87.8913[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]271.827[/C][C]Range[/C][C]73[/C][C]Trim Var.[/C][C]176.435[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]726.85[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]483.099[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]2183.96[/C][C]Range[/C][C]208[/C][C]Trim Var.[/C][C]1418.16[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]131.779[/C][C]Range[/C][C]55[/C][C]Trim Var.[/C][C]79.2329[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]263.925[/C][C]Range[/C][C]64[/C][C]Trim Var.[/C][C]201.459[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]797.136[/C][C]Range[/C][C]111[/C][C]Trim Var.[/C][C]587.843[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]2651.61[/C][C]Range[/C][C]209[/C][C]Trim Var.[/C][C]2009.92[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]391.872[/C][C]Range[/C][C]98[/C][C]Trim Var.[/C][C]211.113[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]831.144[/C][C]Range[/C][C]100[/C][C]Trim Var.[/C][C]597[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]2526.44[/C][C]Range[/C][C]197[/C][C]Trim Var.[/C][C]1816.76[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]8301.16[/C][C]Range[/C][C]332[/C][C]Trim Var.[/C][C]5960.75[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=230628&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=230628&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Variance Reduction Matrix
V(Y[t],d=0,D=0)145.731Range52Trim Var.87.8913
V(Y[t],d=1,D=0)271.827Range73Trim Var.176.435
V(Y[t],d=2,D=0)726.85Range111Trim Var.483.099
V(Y[t],d=3,D=0)2183.96Range208Trim Var.1418.16
V(Y[t],d=0,D=1)131.779Range55Trim Var.79.2329
V(Y[t],d=1,D=1)263.925Range64Trim Var.201.459
V(Y[t],d=2,D=1)797.136Range111Trim Var.587.843
V(Y[t],d=3,D=1)2651.61Range209Trim Var.2009.92
V(Y[t],d=0,D=2)391.872Range98Trim Var.211.113
V(Y[t],d=1,D=2)831.144Range100Trim Var.597
V(Y[t],d=2,D=2)2526.44Range197Trim Var.1816.76
V(Y[t],d=3,D=2)8301.16Range332Trim Var.5960.75



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()