Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 253077.01009009 | Range | 2133 | Trim Var. | 167329.40027137 |
V(Y[t],d=1,D=0) | 356015.914846353 | Range | 2452 | Trim Var. | 248756.083916084 |
V(Y[t],d=2,D=0) | 1124286.31925419 | Range | 4329 | Trim Var. | 806446.190865385 |
V(Y[t],d=3,D=0) | 3882853.0915493 | Range | 8422 | Trim Var. | 2707041.76760913 |
V(Y[t],d=0,D=1) | 112127.332309268 | Range | 1411 | Trim Var. | 69543.1468013468 |
V(Y[t],d=1,D=1) | 156115.568746695 | Range | 1716 | Trim Var. | 102451.716631726 |
V(Y[t],d=2,D=1) | 447909.61147541 | Range | 2940 | Trim Var. | 301310.313497823 |
V(Y[t],d=3,D=1) | 1485820.16836158 | Range | 5842 | Trim Var. | 1045523.52061495 |
V(Y[t],d=0,D=2) | 199543.894117647 | Range | 1926 | Trim Var. | 128515.294949495 |
V(Y[t],d=1,D=2) | 355327.546530612 | Range | 3193 | Trim Var. | 191788.208773784 |
V(Y[t],d=2,D=2) | 990066.195578231 | Range | 4670 | Trim Var. | 569058.377630122 |
V(Y[t],d=3,D=2) | 3152189.7123227 | Range | 8239 | Trim Var. | 1705178.58536585 |