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)619102Range2910Trim Var.429921
V(Y[t],d=1,D=0)217785Range2410Trim Var.125597
V(Y[t],d=2,D=0)564177Range4040Trim Var.328664
V(Y[t],d=3,D=0)1851790Range7050Trim Var.1073880
V(Y[t],d=0,D=1)587079Range3600Trim Var.312966
V(Y[t],d=1,D=1)515945Range4000Trim Var.259024
V(Y[t],d=2,D=1)1227650Range5610Trim Var.648742
V(Y[t],d=3,D=1)3873970Range10460Trim Var.2031570
V(Y[t],d=0,D=2)1710940Range6810Trim Var.958081
V(Y[t],d=1,D=2)1486380Range6210Trim Var.833213
V(Y[t],d=2,D=2)3518810Range8730Trim Var.2227960
V(Y[t],d=3,D=2)11024000Range14860Trim Var.6796940