Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 113160.225482094 | Range | 1870 | Trim Var. | 66514.647681185 |
V(Y[t],d=1,D=0) | 125385.372268908 | Range | 1544 | Trim Var. | 86564.5109034268 |
V(Y[t],d=2,D=0) | 374196.539809144 | Range | 2849 | Trim Var. | 251033.648386528 |
V(Y[t],d=3,D=0) | 1238168.85042735 | Range | 4878 | Trim Var. | 797914.932973944 |
V(Y[t],d=0,D=1) | 139282.750424737 | Range | 2269 | Trim Var. | 77740.1952319588 |
V(Y[t],d=1,D=1) | 191318.2564036 | Range | 1841 | Trim Var. | 124676.835087719 |
V(Y[t],d=2,D=1) | 590337.139481573 | Range | 3163 | Trim Var. | 394450.494512878 |
V(Y[t],d=3,D=1) | 1984317.22165319 | Range | 5873 | Trim Var. | 1362386.36193091 |
V(Y[t],d=0,D=2) | 322305.093642612 | Range | 3549 | Trim Var. | 176193.415664261 |
V(Y[t],d=1,D=2) | 498160.68377193 | Range | 3391 | Trim Var. | 326882.192065663 |
V(Y[t],d=2,D=2) | 1521395.80582307 | Range | 5873 | Trim Var. | 1001912.64061625 |
V(Y[t],d=3,D=2) | 5156485.80793869 | Range | 10409 | Trim Var. | 3524226.13123924 |