::Free Statistics and Forecasting Software::

v1.2.1

 

:: Variance Reduction Matrix ::

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Server date: November 15, 2024, 6:32 am



Variance Reduction Matrix of Airline.ds
V(Yt, d = 0, D = 0)14391.917201Range518TrimVar.12874.365755
V(Yt, d = 1, D = 0)1139.351522Range188TrimVar.967.573246
V(Yt, d = 2, D = 0)1588.474278Range228TrimVar.1302.324281
V(Yt, d = 3, D = 0)3719.005775Range327TrimVar.2928.850746
V(Yt, d = 0, D = 1)311.688411Range82TrimVar.224.520041
V(Yt, d = 1, D = 1)152.689254Range90TrimVar.90.195576
V(Yt, d = 2, D = 1)402.897078Range153TrimVar.220.384956
V(Yt, d = 3, D = 1)1339.097505Range269TrimVar.661.741523
V(Yt, d = 0, D = 2)608.806443Range129TrimVar.299.274895
V(Yt, d = 1, D = 2)325.280872Range104TrimVar.149.449573
V(Yt, d = 2, D = 2)869.159786Range174TrimVar.422.368744
V(Yt, d = 3, D = 2)2962.975391Range322TrimVar.1375.71799


ValuedD
Minimum Variance152.6892542571911
Minimum Trimmed Variance90.19557589626211


Unexplained Variance (in %) of Airline.ds
V(Yt, d = 0, D = 0)100%Range100%TrimVar.100%
V(Yt, d = 1, D = 0)7.92%Range36.29%TrimVar.7.52%
V(Yt, d = 2, D = 0)11.04%Range44.02%TrimVar.10.12%
V(Yt, d = 3, D = 0)25.84%Range63.13%TrimVar.22.75%
V(Yt, d = 0, D = 1)2.17%Range15.83%TrimVar.1.74%
V(Yt, d = 1, D = 1)1.06%Range17.37%TrimVar.0.7%
V(Yt, d = 2, D = 1)2.8%Range29.54%TrimVar.1.71%
V(Yt, d = 3, D = 1)9.3%Range51.93%TrimVar.5.14%
V(Yt, d = 0, D = 2)4.23%Range24.9%TrimVar.2.32%
V(Yt, d = 1, D = 2)2.26%Range20.08%TrimVar.1.16%
V(Yt, d = 2, D = 2)6.04%Range33.59%TrimVar.3.28%
V(Yt, d = 3, D = 2)20.59%Range62.16%TrimVar.10.69%

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Wessa, P. (2024), Free Statistics Software, Office for Research Development and Education,
version 1.2.1, URL https://www.wessa.net/

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