Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 392679.680637469 | Range | 1997.17 | Trim Var. | 325770.116922353 |
V(Y[t],d=1,D=0) | 22014.6935842857 | Range | 794.78 | Trim Var. | 11637.7175960816 |
V(Y[t],d=2,D=0) | 31069.8495546802 | Range | 975.55 | Trim Var. | 15736.3473823980 |
V(Y[t],d=3,D=0) | 80327.9736091196 | Range | 1443.93 | Trim Var. | 43553.1400631206 |
V(Y[t],d=0,D=1) | 139005.616224950 | Range | 1655.4 | Trim Var. | 77417.5271506073 |
V(Y[t],d=1,D=1) | 46000.0459813954 | Range | 1058.23 | Trim Var. | 25102.6087443101 |
V(Y[t],d=2,D=1) | 52599.5361121816 | Range | 1010.34 | Trim Var. | 29457.1178133634 |
V(Y[t],d=3,D=1) | 125429.357656272 | Range | 1606.89000000000 | Trim Var. | 67505.727440873 |
V(Y[t],d=0,D=2) | 423020.741195455 | Range | 2585.35 | Trim Var. | 302523.399290394 |
V(Y[t],d=1,D=2) | 139946.17679748 | Range | 1769.31 | Trim Var. | 77399.0562915344 |
V(Y[t],d=2,D=2) | 169411.120592903 | Range | 1815.37 | Trim Var. | 105592.931169231 |
V(Y[t],d=3,D=2) | 405653.149680575 | Range | 2388.2 | Trim Var. | 252765.82341 |