# ::Free Statistics and Forecasting Software::

v1.1.23-r7
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### :: Variance Reduction Matrix - Free Statistics Software (Calculator) ::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

This free online software (calculator) computes the Variance Reduction Matrix that can be used to determine which combination of seasonal and non-seasonal differencing is able to reduce the variance most. In most cases, the combination with the lowest variance corresponds to the optimal degree of seasonal and non-seasonal differencing that induces stationarity of the mean.

Enter (or paste) your data delimited by hard returns.

 Send output to: Browser Blue - Charts White Browser Black/White CSV MS Excel MS Word Data (click to load default data) 112 118 132 129 121 135 148 148 136 119 104 118 115 126 141 135 125 149 170 170 158 133 114 140 145 150 178 163 172 178 199 199 184 162 146 166 171 180 193 181 183 218 230 242 209 191 172 194 196 196 236 235 229 243 264 272 237 211 180 201 204 188 235 227 234 264 302 293 259 229 203 229 242 233 267 269 270 315 364 347 312 274 237 278 284 277 317 313 318 374 413 405 355 306 271 306 315 301 356 348 355 422 465 467 404 347 305 336 340 318 362 348 363 435 491 505 404 359 310 337 360 342 406 396 420 472 548 559 463 407 362 405 417 391 419 461 472 535 622 606 508 461 390 432 Sample Range:(leave blank to include all observations) From: To: Seasonal Period 121234612 Chart options Width: Height:

Click here to edit the underlying code of this R Module.

 Source code of R 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) & smyx
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 Cite this software as: Wessa P., (2012), Variance Reduction Matrix (v1.0.4) in Free Statistics Software (v1.1.23-r7), Office for Research Development and Education, URL http://www.wessa.net/rwasp_variancereduction.wasp/ The R code is based on : Borghers, E, and P. Wessa, Statistics - Econometrics - Forecasting, Office for Research Development and Education, http://www.xycoon.com/
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 Top | Output | Charts | References | History | Feedback