Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1523840 | Range | 5160 | Trim Var. | 1054200 |
V(Y[t],d=1,D=0) | 722031 | Range | 5360 | Trim Var. | 366731 |
V(Y[t],d=2,D=0) | 1840650 | Range | 7620 | Trim Var. | 982767 |
V(Y[t],d=3,D=0) | 5925370 | Range | 12960 | Trim Var. | 3078100 |
V(Y[t],d=0,D=1) | 773388 | Range | 5460 | Trim Var. | 378794 |
V(Y[t],d=1,D=1) | 1196710 | Range | 6260 | Trim Var. | 681568 |
V(Y[t],d=2,D=1) | 3213100 | Range | 9260 | Trim Var. | 1738760 |
V(Y[t],d=3,D=1) | 9945810 | Range | 16220 | Trim Var. | 5754510 |
V(Y[t],d=0,D=2) | 2136560 | Range | 9220 | Trim Var. | 990477 |
V(Y[t],d=1,D=2) | 3469850 | Range | 9740 | Trim Var. | 2194300 |
V(Y[t],d=2,D=2) | 9325930 | Range | 15520 | Trim Var. | 5494070 |
V(Y[t],d=3,D=2) | 29171000 | Range | 26720 | Trim Var. | 17872900 |