Antithetic Statistic
In progress...
Properties
Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula
Gets the lag-1 generate correlation of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
Gets the lag-1 generate covariance of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
Counts the number of observations that were negative, strictly less than zero.
Gets the standard error of the observations. Simply the generate standard deviation divided by the square root of the number of observations
Gets the Von Neumann Lag 1 test statistic for checking the hypothesis that the data are uncorrelated Note: See Handbook of Simulation, Jerry Banks editor, McGraw-Hill, pg 253.