Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 105573.790163934 | Range | 1694 | Trim Var. | 56514.6001451379 |
V(Y[t],d=1,D=0) | 131522.661016949 | Range | 1544 | Trim Var. | 87877.2358490566 |
V(Y[t],d=2,D=0) | 390372.324956166 | Range | 2849 | Trim Var. | 260432.981132075 |
V(Y[t],d=3,D=0) | 1292715.29945554 | Range | 4674 | Trim Var. | 829386.559200603 |
V(Y[t],d=0,D=1) | 169381.914965986 | Range | 2269 | Trim Var. | 91286.569213732 |
V(Y[t],d=1,D=1) | 195139.276152482 | Range | 1822 | Trim Var. | 129023.076074332 |
V(Y[t],d=2,D=1) | 604411.813135985 | Range | 3014 | Trim Var. | 423717.106097561 |
V(Y[t],d=3,D=1) | 2123065.44009662 | Range | 5259 | Trim Var. | 1534068.05128205 |
V(Y[t],d=0,D=2) | 489155.821321321 | Range | 3549 | Trim Var. | 245855.465909091 |
V(Y[t],d=1,D=2) | 613982.387301587 | Range | 3086 | Trim Var. | 421565.861895161 |
V(Y[t],d=2,D=2) | 1864853.40840336 | Range | 5151 | Trim Var. | 1374247.89032258 |
V(Y[t],d=3,D=2) | 6620052.8315508 | Range | 9208 | Trim Var. | 5009936.00574713 |