Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 112205.027118644 | Range | 1198 | Trim Var. | 88584.855345912 |
V(Y[t],d=1,D=0) | 77602.716540035 | Range | 1291 | Trim Var. | 45351.9716981132 |
V(Y[t],d=2,D=0) | 128883.660012099 | Range | 1486 | Trim Var. | 84690.3812217194 |
V(Y[t],d=3,D=0) | 335229.803258145 | Range | 2377 | Trim Var. | 229106.287058824 |
V(Y[t],d=0,D=1) | 45683.1046099291 | Range | 867 | Trim Var. | 30453.2921022067 |
V(Y[t],d=1,D=1) | 73826.347826087 | Range | 1249 | Trim Var. | 43205.556097561 |
V(Y[t],d=2,D=1) | 207003.041545894 | Range | 1776 | Trim Var. | 136822.502564103 |
V(Y[t],d=3,D=1) | 646085.725252525 | Range | 2908 | Trim Var. | 419953.155195681 |
V(Y[t],d=0,D=2) | 147387.164285714 | Range | 1456 | Trim Var. | 100565.998991935 |
V(Y[t],d=1,D=2) | 260422.793277311 | Range | 2192 | Trim Var. | 168367.124731183 |
V(Y[t],d=2,D=2) | 761239.94741533 | Range | 2996 | Trim Var. | 574662.033333333 |
V(Y[t],d=3,D=2) | 2429469.19507576 | Range | 5527 | Trim Var. | 1767225.71428571 |