Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2510300 | Range | 7350 | Trim Var. | 1350390 |
V(Y[t],d=1,D=0) | 3475340 | Range | 7850 | Trim Var. | 2059180 |
V(Y[t],d=2,D=0) | 10615400 | Range | 13350 | Trim Var. | 6968560 |
V(Y[t],d=3,D=0) | 35660200 | Range | 24200 | Trim Var. | 22877400 |
V(Y[t],d=0,D=1) | 3748980 | Range | 8050 | Trim Var. | 2305650 |
V(Y[t],d=1,D=1) | 5596850 | Range | 10850 | Trim Var. | 2705430 |
V(Y[t],d=2,D=1) | 15526400 | Range | 16550 | Trim Var. | 8415830 |
V(Y[t],d=3,D=1) | 49563600 | Range | 28850 | Trim Var. | 29052300 |
V(Y[t],d=0,D=2) | 10951900 | Range | 13850 | Trim Var. | 4065770 |
V(Y[t],d=1,D=2) | 13518200 | Range | 15750 | Trim Var. | 7156710 |
V(Y[t],d=2,D=2) | 38694000 | Range | 25050 | Trim Var. | 23752600 |
V(Y[t],d=3,D=2) | 128467000 | Range | 42250 | Trim Var. | 83667300 |