Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 10374.8199548023 | Range | 478.1 | Trim Var. | 6399.72023759609 |
V(Y[t],d=1,D=0) | 10408.3872413793 | Range | 424.5 | Trim Var. | 6841.85023222061 |
V(Y[t],d=2,D=0) | 30196.9526315789 | Range | 811.2 | Trim Var. | 17494.0703883861 |
V(Y[t],d=3,D=0) | 101796.661246867 | Range | 1567.1 | Trim Var. | 56355.6302666667 |
V(Y[t],d=0,D=1) | 21602.5696764184 | Range | 657 | Trim Var. | 12772.3913182346 |
V(Y[t],d=1,D=1) | 14487.9438390379 | Range | 591.2 | Trim Var. | 8058.5928902439 |
V(Y[t],d=2,D=1) | 44953.9540676328 | Range | 931.8 | Trim Var. | 24026.1040961538 |
V(Y[t],d=3,D=1) | 160837.278818182 | Range | 1759.1 | Trim Var. | 83935.7623616734 |
V(Y[t],d=0,D=2) | 58165.3001587302 | Range | 1074.6 | Trim Var. | 38003.3678125 |
V(Y[t],d=1,D=2) | 42643.1193781512 | Range | 848 | Trim Var. | 28942.6239139785 |
V(Y[t],d=2,D=2) | 120580.116934046 | Range | 1398.6 | Trim Var. | 77077.4361954023 |
V(Y[t],d=3,D=2) | 421934.902973485 | Range | 2621.6 | Trim Var. | 277697.241674877 |