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) | 619102 | Range | 2910 | Trim Var. | 429921 |
V(Y[t],d=1,D=0) | 217785 | Range | 2410 | Trim Var. | 125597 |
V(Y[t],d=2,D=0) | 564177 | Range | 4040 | Trim Var. | 328664 |
V(Y[t],d=3,D=0) | 1851790 | Range | 7050 | Trim Var. | 1073880 |
V(Y[t],d=0,D=1) | 587079 | Range | 3600 | Trim Var. | 312966 |
V(Y[t],d=1,D=1) | 515945 | Range | 4000 | Trim Var. | 259024 |
V(Y[t],d=2,D=1) | 1227650 | Range | 5610 | Trim Var. | 648742 |
V(Y[t],d=3,D=1) | 3873970 | Range | 10460 | Trim Var. | 2031570 |
V(Y[t],d=0,D=2) | 1710940 | Range | 6810 | Trim Var. | 958081 |
V(Y[t],d=1,D=2) | 1486380 | Range | 6210 | Trim Var. | 833213 |
V(Y[t],d=2,D=2) | 3518810 | Range | 8730 | Trim Var. | 2227960 |
V(Y[t],d=3,D=2) | 11024000 | Range | 14860 | Trim Var. | 6796940 |