Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 14391.9172008547 | Range | 518 | Trim Var. | 9847.79429133858 |
V(Y[t],d=1,D=0) | 1139.35152171772 | Range | 188 | Trim Var. | 612.29533808274 |
V(Y[t],d=2,D=0) | 1588.47427829388 | Range | 228 | Trim Var. | 876.603936507937 |
V(Y[t],d=3,D=0) | 3719.00577507599 | Range | 327 | Trim Var. | 2090.46334906897 |
V(Y[t],d=0,D=1) | 311.688410825815 | Range | 82 | Trim Var. | 209.573091659299 |
V(Y[t],d=1,D=1) | 152.689254257193 | Range | 90 | Trim Var. | 73.119940029985 |
V(Y[t],d=2,D=1) | 402.897078115683 | Range | 153 | Trim Var. | 195.552248875562 |
V(Y[t],d=3,D=1) | 1339.09750484496 | Range | 269 | Trim Var. | 676.122807017544 |
V(Y[t],d=0,D=2) | 608.806442577031 | Range | 129 | Trim Var. | 391.097525095189 |
V(Y[t],d=1,D=2) | 325.280871670702 | Range | 104 | Trim Var. | 170.03423180593 |
V(Y[t],d=2,D=2) | 869.159785600464 | Range | 174 | Trim Var. | 476.192857142857 |
V(Y[t],d=3,D=2) | 2962.97539050987 | Range | 322 | Trim Var. | 1636.54032860344 |