Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 114449.45 | Range | 1870 | Trim Var. | 65899.8739199436 |
V(Y[t],d=1,D=0) | 131347.788235294 | Range | 1675 | Trim Var. | 90725.0303738318 |
V(Y[t],d=2,D=0) | 396637.651901439 | Range | 2849 | Trim Var. | 267087.571856815 |
V(Y[t],d=3,D=0) | 1323236.31558743 | Range | 4894 | Trim Var. | 882198.723180593 |
V(Y[t],d=0,D=1) | 132897.343866803 | Range | 2269 | Trim Var. | 74053.1804123711 |
V(Y[t],d=1,D=1) | 190419.599861544 | Range | 1850 | Trim Var. | 122014.119298246 |
V(Y[t],d=2,D=1) | 588982.693528478 | Range | 3316 | Trim Var. | 388331.467413214 |
V(Y[t],d=3,D=1) | 1992724.20736748 | Range | 6008 | Trim Var. | 1340902.89773507 |
V(Y[t],d=0,D=2) | 311047.644974227 | Range | 3549 | Trim Var. | 174690.904036354 |
V(Y[t],d=1,D=2) | 484025.127960526 | Range | 3154 | Trim Var. | 322893.916415869 |
V(Y[t],d=2,D=2) | 1464309.81814110 | Range | 5173 | Trim Var. | 1001599.51316527 |
V(Y[t],d=3,D=2) | 4937188.99073439 | Range | 9431 | Trim Var. | 3388529.3819564 |