Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1292618.04406780 | Range | 6259 | Trim Var. | 374207.185185185 |
V(Y[t],d=1,D=0) | 368604.765634132 | Range | 4428 | Trim Var. | 88708.4375907112 |
V(Y[t],d=2,D=0) | 759149.552329099 | Range | 7081 | Trim Var. | 207423.723981900 |
V(Y[t],d=3,D=0) | 2174123.28947368 | Range | 10866 | Trim Var. | 653205.49254902 |
V(Y[t],d=0,D=1) | 1365572.72163121 | Range | 6448 | Trim Var. | 331960.645760743 |
V(Y[t],d=1,D=1) | 582722.87974098 | Range | 5016 | Trim Var. | 157020.404878049 |
V(Y[t],d=2,D=1) | 1333173.56376812 | Range | 8036 | Trim Var. | 384021.660897436 |
V(Y[t],d=3,D=1) | 3899746.19494950 | Range | 12859 | Trim Var. | 1203602.59649123 |
V(Y[t],d=0,D=2) | 2288492.87857143 | Range | 7588 | Trim Var. | 863202.982862903 |
V(Y[t],d=1,D=2) | 1128615.09243697 | Range | 5555 | Trim Var. | 481252.806451613 |
V(Y[t],d=2,D=2) | 2554974.87789661 | Range | 7616 | Trim Var. | 1311871.58160920 |
V(Y[t],d=3,D=2) | 7651646.0625 | Range | 12989 | Trim Var. | 4089846.67980296 |