Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1286995.93531073 | Range | 5110 | Trim Var. | 830014.564640112 |
V(Y[t],d=1,D=0) | 448157.586206897 | Range | 3017 | Trim Var. | 257913.291727141 |
V(Y[t],d=2,D=0) | 477100.448880823 | Range | 4409 | Trim Var. | 178726.841628959 |
V(Y[t],d=3,D=0) | 1135738.32205514 | Range | 4870 | Trim Var. | 615309.38 |
V(Y[t],d=0,D=1) | 1031269.31737589 | Range | 4565 | Trim Var. | 561107.083042973 |
V(Y[t],d=1,D=1) | 292374.993524514 | Range | 2855 | Trim Var. | 122075.030487805 |
V(Y[t],d=2,D=1) | 408157.351207729 | Range | 3868 | Trim Var. | 136326.266666667 |
V(Y[t],d=3,D=1) | 1118462.31818182 | Range | 6105 | Trim Var. | 424330.546558704 |
V(Y[t],d=0,D=2) | 2224123.10714286 | Range | 6117 | Trim Var. | 1458587.83467742 |
V(Y[t],d=1,D=2) | 720856.374789916 | Range | 4180 | Trim Var. | 307166.133333333 |
V(Y[t],d=2,D=2) | 1123501.43761141 | Range | 5462 | Trim Var. | 534474.781609195 |
V(Y[t],d=3,D=2) | 3317829.78030303 | Range | 8378 | Trim Var. | 1550346.13546798 |