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) | 144795.131235431 | Range | 1544 | Trim Var. | 94514.036600121 |
V(Y[t],d=1,D=1) | 448235.6625 | Range | 2849 | Trim Var. | 290286.928571429 |
V(Y[t],d=2,D=1) | 1487354.91666667 | Range | 4839 | Trim Var. | 918229.688311688 |
V(Y[t],d=3,D=1) | 5072614.80081925 | Range | 9514 | Trim Var. | 2963902.94814815 |
V(Y[t],d=0,D=2) | 448235.6625 | Range | 2849 | Trim Var. | 290286.928571429 |
V(Y[t],d=1,D=2) | 1487354.91666667 | Range | 4839 | Trim Var. | 918229.688311688 |
V(Y[t],d=2,D=2) | 5072614.80081925 | Range | 9514 | Trim Var. | 2963902.94814815 |
V(Y[t],d=3,D=2) | 17811401.1390799 | Range | 18446 | Trim Var. | 9661476.61809923 |