Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 186485.206377152 | Range | 1889 | Trim Var. | 123303.681547619 |
V(Y[t],d=1,D=0) | 197200.970623742 | Range | 2187 | Trim Var. | 132772.112647209 |
V(Y[t],d=2,D=0) | 427323.622360248 | Range | 2370 | Trim Var. | 335871.868852459 |
V(Y[t],d=3,D=0) | 1174335.3086104 | Range | 4188 | Trim Var. | 837922.762295082 |
V(Y[t],d=0,D=1) | 114495.214406780 | Range | 2114 | Trim Var. | 52729.6044723969 |
V(Y[t],d=1,D=1) | 125947.939801286 | Range | 1958 | Trim Var. | 63911.8301886792 |
V(Y[t],d=2,D=1) | 323272.787658802 | Range | 2653 | Trim Var. | 190051.323137255 |
V(Y[t],d=3,D=1) | 963943.44423559 | Range | 4224 | Trim Var. | 609846.238431373 |
V(Y[t],d=0,D=2) | 368053.941489362 | Range | 3676 | Trim Var. | 131732.170150987 |
V(Y[t],d=1,D=2) | 378560.858464385 | Range | 3370 | Trim Var. | 141071.443902439 |
V(Y[t],d=2,D=2) | 963324.74057971 | Range | 5173 | Trim Var. | 490197.486538462 |
V(Y[t],d=3,D=2) | 2754147.42727273 | Range | 7645 | Trim Var. | 1344745.20377868 |