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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 computationMon, 23 Jan 2017 12:31:27 +0100
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2017/Jan/23/t14851711303ldcoz7i86t3o0a.htm/, Retrieved Wed, 15 May 2024 01:37:31 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=305070, Retrieved Wed, 15 May 2024 01:37:31 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact66

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] [] [2017-01-23 11:31:27] [1cdbb99454d86b60323f5d77f6a65c9b] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
14
19
17
17
15
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15
19
15
15
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NA
20
18
15
14
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NA
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10
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NA
19
20
5
19
16
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NA
20
19
7
13
16
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NA
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13
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12
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13
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15
15
15
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15
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18
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17
12
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NA
17
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18
14
15
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14
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14

Tables (Output of Computation)





Summary of computational transaction
Raw Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input view raw input (R code)  \tabularnewline
Raw Outputview raw output of R engine  \tabularnewline
Computing time0 seconds \tabularnewline
R ServerBig Analytics Cloud Computing Center \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305070&T=0

[TABLE]
[ROW]
Summary of computational transaction[/C][/ROW] [ROW]Raw Input[/C] view raw input (R code) [/C][/ROW] [ROW]Raw Output[/C]view raw output of R engine [/C][/ROW] [ROW]Computing time[/C]0 seconds[/C][/ROW] [ROW]R Server[/C]Big Analytics Cloud Computing Center[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=305070&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305070&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 Input view raw input (R code)
Raw Outputview raw output of R engine
Computing time0 seconds
R ServerBig Analytics Cloud Computing Center






Variance Reduction Matrix
Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.
V(Y[t],d=0,D=0)6.24881Range15Trim Var.2.93796
V(Y[t],d=1,D=0)13.2298Range29Trim Var.5.02909
V(Y[t],d=2,D=0)39.0793Range46Trim Var.17.2905
V(Y[t],d=3,D=0)129.263Range91Trim Var.67.9889
V(Y[t],d=0,D=1)14.3984Range22Trim Var.7.7204
V(Y[t],d=1,D=1)33.1662Range36Trim Var.16.2126
V(Y[t],d=2,D=1)101.45Range67Trim Var.47.5621
V(Y[t],d=3,D=1)342.858Range118Trim Var.165.057
V(Y[t],d=0,D=2)46.1084Range39Trim Var.26.0878
V(Y[t],d=1,D=2)108.358Range67Trim Var.52.3932
V(Y[t],d=2,D=2)337.236Range117Trim Var.154.977
V(Y[t],d=3,D=2)1153.3Range230Trim Var.539.501

\begin{tabular}{lllllllll}
\hline
Variance Reduction Matrix \tabularnewline
Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series. \tabularnewline
V(Y[t],d=0,D=0) & 6.24881 & Range & 15 & Trim Var. & 2.93796 \tabularnewline
V(Y[t],d=1,D=0) & 13.2298 & Range & 29 & Trim Var. & 5.02909 \tabularnewline
V(Y[t],d=2,D=0) & 39.0793 & Range & 46 & Trim Var. & 17.2905 \tabularnewline
V(Y[t],d=3,D=0) & 129.263 & Range & 91 & Trim Var. & 67.9889 \tabularnewline
V(Y[t],d=0,D=1) & 14.3984 & Range & 22 & Trim Var. & 7.7204 \tabularnewline
V(Y[t],d=1,D=1) & 33.1662 & Range & 36 & Trim Var. & 16.2126 \tabularnewline
V(Y[t],d=2,D=1) & 101.45 & Range & 67 & Trim Var. & 47.5621 \tabularnewline
V(Y[t],d=3,D=1) & 342.858 & Range & 118 & Trim Var. & 165.057 \tabularnewline
V(Y[t],d=0,D=2) & 46.1084 & Range & 39 & Trim Var. & 26.0878 \tabularnewline
V(Y[t],d=1,D=2) & 108.358 & Range & 67 & Trim Var. & 52.3932 \tabularnewline
V(Y[t],d=2,D=2) & 337.236 & Range & 117 & Trim Var. & 154.977 \tabularnewline
V(Y[t],d=3,D=2) & 1153.3 & Range & 230 & Trim Var. & 539.501 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=305070&T=1

[TABLE]
[ROW][C]Variance Reduction Matrix[/C][/ROW]
[ROW][C]Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=0)[/C][C]6.24881[/C][C]Range[/C][C]15[/C][C]Trim Var.[/C][C]2.93796[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=0)[/C][C]13.2298[/C][C]Range[/C][C]29[/C][C]Trim Var.[/C][C]5.02909[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=0)[/C][C]39.0793[/C][C]Range[/C][C]46[/C][C]Trim Var.[/C][C]17.2905[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=0)[/C][C]129.263[/C][C]Range[/C][C]91[/C][C]Trim Var.[/C][C]67.9889[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=1)[/C][C]14.3984[/C][C]Range[/C][C]22[/C][C]Trim Var.[/C][C]7.7204[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=1)[/C][C]33.1662[/C][C]Range[/C][C]36[/C][C]Trim Var.[/C][C]16.2126[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=1)[/C][C]101.45[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]47.5621[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=1)[/C][C]342.858[/C][C]Range[/C][C]118[/C][C]Trim Var.[/C][C]165.057[/C][/ROW]
[ROW][C]V(Y[t],d=0,D=2)[/C][C]46.1084[/C][C]Range[/C][C]39[/C][C]Trim Var.[/C][C]26.0878[/C][/ROW]
[ROW][C]V(Y[t],d=1,D=2)[/C][C]108.358[/C][C]Range[/C][C]67[/C][C]Trim Var.[/C][C]52.3932[/C][/ROW]
[ROW][C]V(Y[t],d=2,D=2)[/C][C]337.236[/C][C]Range[/C][C]117[/C][C]Trim Var.[/C][C]154.977[/C][/ROW]
[ROW][C]V(Y[t],d=3,D=2)[/C][C]1153.3[/C][C]Range[/C][C]230[/C][C]Trim Var.[/C][C]539.501[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=305070&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=305070&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
Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.
V(Y[t],d=0,D=0)6.24881Range15Trim Var.2.93796
V(Y[t],d=1,D=0)13.2298Range29Trim Var.5.02909
V(Y[t],d=2,D=0)39.0793Range46Trim Var.17.2905
V(Y[t],d=3,D=0)129.263Range91Trim Var.67.9889
V(Y[t],d=0,D=1)14.3984Range22Trim Var.7.7204
V(Y[t],d=1,D=1)33.1662Range36Trim Var.16.2126
V(Y[t],d=2,D=1)101.45Range67Trim Var.47.5621
V(Y[t],d=3,D=1)342.858Range118Trim Var.165.057
V(Y[t],d=0,D=2)46.1084Range39Trim Var.26.0878
V(Y[t],d=1,D=2)108.358Range67Trim Var.52.3932
V(Y[t],d=2,D=2)337.236Range117Trim Var.154.977
V(Y[t],d=3,D=2)1153.3Range230Trim Var.539.501


Figures (Output of Computation)

Input Parameters & R Code

Parameters (Session):
Parameters (R input):
par1 = 12 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
n.orig <- length(x)
x <- na.omit(x)
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)
if(n.orig!=n) {
a<-table.row.start(a)
a<-table.element(a,'Warning: NAs were removed from the time series! The results shown below will only be correct if the NAs are all located at the start and/or end of the time series.',6,F)
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()