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) | 16055.8 | Range | 480.8 | Trim Var. | 11976.4 |
V(Y[t],d=1,D=0) | 393.527 | Range | 97.8 | Trim Var. | 249.49 |
V(Y[t],d=2,D=0) | 769.131 | Range | 162.9 | Trim Var. | 434.47 |
V(Y[t],d=3,D=0) | 2421.88 | Range | 285.6 | Trim Var. | 1353.04 |
V(Y[t],d=0,D=1) | 10534.6 | Range | 351.3 | Trim Var. | 8385.77 |
V(Y[t],d=1,D=1) | 750.918 | Range | 126.8 | Trim Var. | 478.701 |
V(Y[t],d=2,D=1) | 1505.75 | Range | 176.6 | Trim Var. | 932.042 |
V(Y[t],d=3,D=1) | 4865.19 | Range | 316.3 | Trim Var. | 2991.01 |
V(Y[t],d=0,D=2) | 15275.6 | Range | 486.2 | Trim Var. | 11219.3 |
V(Y[t],d=1,D=2) | 2084.41 | Range | 200.8 | Trim Var. | 1322.23 |
V(Y[t],d=2,D=2) | 4609.36 | Range | 317.6 | Trim Var. | 2675.44 |
V(Y[t],d=3,D=2) | 15106.1 | Range | 584.7 | Trim Var. | 8876.25 |