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:: Variance Reduction Matrix :: |
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Server date: May 24, 2013, 6:59 pm
| Variance Reduction Matrix of Airline.ds |
| V(Yt, d = 0, D = 0) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 1, D = 0) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 2, D = 0) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 3, D = 0) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 0, D = 1) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 1, D = 1) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 2, D = 1) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 3, D = 1) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 0, D = 2) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 1, D = 2) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 2, D = 2) | 0 | Range | -6.0E+60 | TrimVar. | 0 | | V(Yt, d = 3, D = 2) | 0 | Range | -6.0E+60 | TrimVar. | 0 |
| Value | d | D |
| Minimum Variance | 0 | 0 | 0 |
| Minimum Trimmed Variance | 0 | 0 | 0 |
| Unexplained Variance (in %) of Airline.ds |
| V(Yt, d = 0, D = 0) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 1, D = 0) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 2, D = 0) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 3, D = 0) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 0, D = 1) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 1, D = 1) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 2, D = 1) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 3, D = 1) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 0, D = 2) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 1, D = 2) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 2, D = 2) | 0% | Range | 100% | TrimVar. | 0% | | V(Yt, d = 3, D = 2) | 0% | Range | 100% | TrimVar. | 0% |
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From this analysis it can be concluded that the time series under investigation should be seasonally and non-seasonally differenced. This is because the smallest variance is obtained when d = 1 and D = 1 (c.q. first order seasonal and non-seasonal differencing is applied). |
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