Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1585706.53118762 | Range | 4942 | Trim Var. | 1226834.99909305 |
V(Y[t],d=1,D=0) | 593473.661351995 | Range | 4441 | Trim Var. | 364760.10275712 |
V(Y[t],d=2,D=0) | 610398.157429719 | Range | 4986 | Trim Var. | 340701.596387204 |
V(Y[t],d=3,D=0) | 1535012.5120473 | Range | 8704 | Trim Var. | 764807.356723511 |
V(Y[t],d=0,D=1) | 197873.85554177 | Range | 3249 | Trim Var. | 85848.208581706 |
V(Y[t],d=1,D=1) | 243406.601424382 | Range | 3544 | Trim Var. | 122214.611302263 |
V(Y[t],d=2,D=1) | 625179.607164078 | Range | 4383 | Trim Var. | 334137.592351634 |
V(Y[t],d=3,D=1) | 1834822.20596835 | Range | 8059 | Trim Var. | 1000702.0440103 |
V(Y[t],d=0,D=2) | 537294.517482518 | Range | 5118 | Trim Var. | 245964.787155512 |
V(Y[t],d=1,D=2) | 664345.621195706 | Range | 5729 | Trim Var. | 312432.455943007 |
V(Y[t],d=2,D=2) | 1672298.61936869 | Range | 7420 | Trim Var. | 809708.325079365 |
V(Y[t],d=3,D=2) | 4814173.04812563 | Range | 12424 | Trim Var. | 2456565.26451613 |