Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 61894.0776512346 | Range | 1019.7 | Trim Var. | 38865.3377585513 |
V(Y[t],d=1,D=0) | 26527.6168607595 | Range | 813 | Trim Var. | 15067.7173395931 |
V(Y[t],d=2,D=0) | 76419.2771178189 | Range | 1460.2 | Trim Var. | 41488.4092273642 |
V(Y[t],d=3,D=0) | 250565.318434899 | Range | 2675.1 | Trim Var. | 127728.834296066 |
V(Y[t],d=0,D=1) | 52809.4613554987 | Range | 1027 | Trim Var. | 28275.282704918 |
V(Y[t],d=1,D=1) | 42024.7622563652 | Range | 1096.7 | Trim Var. | 24464.5381327684 |
V(Y[t],d=2,D=1) | 121918.197919493 | Range | 2000.2 | Trim Var. | 71011.5100409118 |
V(Y[t],d=3,D=1) | 402210.513118881 | Range | 3675.7 | Trim Var. | 214647.418705384 |
V(Y[t],d=0,D=2) | 126293.64268797 | Range | 1554.6 | Trim Var. | 71741.2612705882 |
V(Y[t],d=1,D=2) | 103122.295311688 | Range | 1718.3 | Trim Var. | 58366.4920653061 |
V(Y[t],d=2,D=2) | 292483.017811448 | Range | 3105.8 | Trim Var. | 153603.547287415 |
V(Y[t],d=3,D=2) | 937721.067327044 | Range | 5866.7 | Trim Var. | 483505.833896277 |