Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 101531.06284153 | Range | 1640 | Trim Var. | 56778.8055152395 |
V(Y[t],d=1,D=0) | 144311.988700565 | Range | 1544 | Trim Var. | 102439.356044724 |
V(Y[t],d=2,D=0) | 450199.946814728 | Range | 2849 | Trim Var. | 301565.380986938 |
V(Y[t],d=3,D=0) | 1526609.90955838 | Range | 4839 | Trim Var. | 1057521.05995475 |
V(Y[t],d=0,D=1) | 165984.194727891 | Range | 2269 | Trim Var. | 85740.380952381 |
V(Y[t],d=1,D=1) | 215568.723404255 | Range | 1841 | Trim Var. | 140092.209059233 |
V(Y[t],d=2,D=1) | 651443.139685476 | Range | 3014 | Trim Var. | 444561.409756098 |
V(Y[t],d=3,D=1) | 2223971.71062802 | Range | 5505 | Trim Var. | 1563469.95833333 |
V(Y[t],d=0,D=2) | 500542.567567568 | Range | 3549 | Trim Var. | 257802.655303030 |
V(Y[t],d=1,D=2) | 606907.913492064 | Range | 3153 | Trim Var. | 404553.338709677 |
V(Y[t],d=2,D=2) | 1739567.43193277 | Range | 5151 | Trim Var. | 1183263.39784946 |
V(Y[t],d=3,D=2) | 5853105.98573975 | Range | 9208 | Trim Var. | 4073576.24022989 |