Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 111890.419842710 | Range | 1697 | Trim Var. | 68776.334841629 |
V(Y[t],d=1,D=0) | 133307.426691729 | Range | 1461 | Trim Var. | 91449.2196078431 |
V(Y[t],d=2,D=0) | 415380.935064935 | Range | 2665 | Trim Var. | 275994.675918367 |
V(Y[t],d=3,D=0) | 1418877.33670034 | Range | 4793 | Trim Var. | 922130.19302721 |
V(Y[t],d=0,D=1) | 171924.036714976 | Range | 2269 | Trim Var. | 80682.1891025641 |
V(Y[t],d=1,D=1) | 243215.981818182 | Range | 1843 | Trim Var. | 160516.649122807 |
V(Y[t],d=2,D=1) | 762135.206659619 | Range | 3155 | Trim Var. | 523801.229018492 |
V(Y[t],d=3,D=1) | 2676886.12956811 | Range | 5935 | Trim Var. | 1906578.91741742 |
V(Y[t],d=0,D=2) | 502983.547237077 | Range | 3533 | Trim Var. | 251700.202298851 |
V(Y[t],d=1,D=2) | 702589.875 | Range | 3418 | Trim Var. | 455507.02955665 |
V(Y[t],d=2,D=2) | 2235483.35080645 | Range | 5935 | Trim Var. | 1421806.73015873 |
V(Y[t],d=3,D=2) | 7921107.5139785 | Range | 10471 | Trim Var. | 5468075.96866097 |