Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 105687.975988701 | Range | 1413 | Trim Var. | 73041.2610062893 |
V(Y[t],d=1,D=0) | 72153.4535359439 | Range | 1173 | Trim Var. | 47134.1117561684 |
V(Y[t],d=2,D=0) | 156289.094978826 | Range | 1920 | Trim Var. | 92161.838612368 |
V(Y[t],d=3,D=0) | 459959.357769424 | Range | 3044 | Trim Var. | 308605.259607843 |
V(Y[t],d=0,D=1) | 126109.595301418 | Range | 1834 | Trim Var. | 60310.5342624855 |
V(Y[t],d=1,D=1) | 66418.1267345051 | Range | 1161 | Trim Var. | 33568.0195121951 |
V(Y[t],d=2,D=1) | 128338.154589372 | Range | 1602 | Trim Var. | 78109.8461538462 |
V(Y[t],d=3,D=1) | 341990.8 | Range | 2646 | Trim Var. | 206259.252361673 |
V(Y[t],d=0,D=2) | 269381.485714286 | Range | 2118 | Trim Var. | 173938.189516129 |
V(Y[t],d=1,D=2) | 135970.852100840 | Range | 1573 | Trim Var. | 78016.0903225806 |
V(Y[t],d=2,D=2) | 268814.481283422 | Range | 2071 | Trim Var. | 177426.960919540 |
V(Y[t],d=3,D=2) | 674115.84280303 | Range | 3448 | Trim Var. | 416605.935960591 |