Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1544495.53983051 | Range | 5240 | Trim Var. | 1090484.17470301 |
V(Y[t],d=1,D=0) | 616643.270017534 | Range | 3017 | Trim Var. | 456999.859941945 |
V(Y[t],d=2,D=0) | 594466.245614035 | Range | 4409 | Trim Var. | 221948.346907994 |
V(Y[t],d=3,D=0) | 1293442.62468672 | Range | 4784 | Trim Var. | 807508.852653061 |
V(Y[t],d=0,D=1) | 542960.2535461 | Range | 2778 | Trim Var. | 402968.644018583 |
V(Y[t],d=1,D=1) | 133448.956521739 | Range | 1439 | Trim Var. | 78645.2923076923 |
V(Y[t],d=2,D=1) | 165196.573913043 | Range | 1901 | Trim Var. | 69167.7942307692 |
V(Y[t],d=3,D=1) | 390189.058585859 | Range | 3420 | Trim Var. | 199145.69365722 |
V(Y[t],d=0,D=2) | 2101504.58730159 | Range | 5322 | Trim Var. | 1577263.32963710 |
V(Y[t],d=1,D=2) | 411822.210084034 | Range | 2258 | Trim Var. | 297884.047311828 |
V(Y[t],d=2,D=2) | 440064.844919786 | Range | 3176 | Trim Var. | 202250.712643678 |
V(Y[t],d=3,D=2) | 948950.6875 | Range | 3884 | Trim Var. | 630159.384236453 |