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)16055.8Range480.8Trim Var.11976.4
V(Y[t],d=1,D=0)393.527Range97.8Trim Var.249.49
V(Y[t],d=2,D=0)769.131Range162.9Trim Var.434.47
V(Y[t],d=3,D=0)2421.88Range285.6Trim Var.1353.04
V(Y[t],d=0,D=1)10534.6Range351.3Trim Var.8385.77
V(Y[t],d=1,D=1)750.918Range126.8Trim Var.478.701
V(Y[t],d=2,D=1)1505.75Range176.6Trim Var.932.042
V(Y[t],d=3,D=1)4865.19Range316.3Trim Var.2991.01
V(Y[t],d=0,D=2)15275.6Range486.2Trim Var.11219.3
V(Y[t],d=1,D=2)2084.41Range200.8Trim Var.1322.23
V(Y[t],d=2,D=2)4609.36Range317.6Trim Var.2675.44
V(Y[t],d=3,D=2)15106.1Range584.7Trim Var.8876.25