Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 681479 | Range | 3497.4 | Trim Var. | 429862 |
V(Y[t],d=1,D=0) | 260511 | Range | 1933.2 | Trim Var. | 173782 |
V(Y[t],d=2,D=0) | 849929 | Range | 3139.3 | Trim Var. | 634015 |
V(Y[t],d=3,D=0) | 3091640 | Range | 6105.4 | Trim Var. | 2307020 |
V(Y[t],d=0,D=1) | 66750.5 | Range | 949.3 | Trim Var. | 48872.8 |
V(Y[t],d=1,D=1) | 27939.8 | Range | 739.4 | Trim Var. | 17410.8 |
V(Y[t],d=2,D=1) | 82455.4 | Range | 1156.5 | Trim Var. | 53610 |
V(Y[t],d=3,D=1) | 273257 | Range | 2207.3 | Trim Var. | 164077 |
V(Y[t],d=0,D=2) | 85652.9 | Range | 1144.9 | Trim Var. | 55199.8 |
V(Y[t],d=1,D=2) | 42774 | Range | 754.4 | Trim Var. | 24457.5 |
V(Y[t],d=2,D=2) | 113810 | Range | 1336.4 | Trim Var. | 61356 |
V(Y[t],d=3,D=2) | 366392 | Range | 2227.8 | Trim Var. | 201634 |