Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 107214.188602442 | Range | 1682 | Trim Var. | 61681.350087668 |
V(Y[t],d=1,D=0) | 144795.131235431 | Range | 1544 | Trim Var. | 94514.036600121 |
V(Y[t],d=2,D=0) | 448235.6625 | Range | 2849 | Trim Var. | 290286.928571429 |
V(Y[t],d=3,D=0) | 1487354.91666667 | Range | 4839 | Trim Var. | 918229.688311688 |
V(Y[t],d=0,D=1) | 166556.143434343 | Range | 2269 | Trim Var. | 91525.3537414966 |
V(Y[t],d=1,D=1) | 222646.732704403 | Range | 1841 | Trim Var. | 154664.976950355 |
V(Y[t],d=2,D=1) | 693133.489840348 | Range | 3115 | Trim Var. | 496701.084181314 |
V(Y[t],d=3,D=1) | 2387984.41138763 | Range | 5873 | Trim Var. | 1747910.50676329 |
V(Y[t],d=0,D=2) | 481035.946843854 | Range | 3549 | Trim Var. | 217293.175675676 |
V(Y[t],d=1,D=2) | 665482.790360046 | Range | 3391 | Trim Var. | 404322.371428571 |
V(Y[t],d=2,D=2) | 2011915.12560976 | Range | 5873 | Trim Var. | 1164209.28235294 |
V(Y[t],d=3,D=2) | 6933567.8974359 | Range | 10409 | Trim Var. | 5025860.62539683 |