Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 24040.7319917109 | Range | 708.9 | Trim Var. | 14891.1423067379 |
V(Y[t],d=1,D=0) | 1855.27831616522 | Range | 306.2 | Trim Var. | 1019.21726473461 |
V(Y[t],d=2,D=0) | 3601.51571083278 | Range | 388.2 | Trim Var. | 1764.07169175190 |
V(Y[t],d=3,D=0) | 10155.4683153647 | Range | 595.5 | Trim Var. | 5250.86267655406 |
V(Y[t],d=0,D=1) | 10061.5318845559 | Range | 585.7 | Trim Var. | 5798.12009737033 |
V(Y[t],d=1,D=1) | 795.483036989776 | Range | 221.9 | Trim Var. | 451.063415764475 |
V(Y[t],d=2,D=1) | 1251.20020977106 | Range | 223.4 | Trim Var. | 751.938251968809 |
V(Y[t],d=3,D=1) | 3933.17493248985 | Range | 389.7 | Trim Var. | 2351.74535475078 |
V(Y[t],d=0,D=2) | 23022.65043915 | Range | 819 | Trim Var. | 13637.4877562041 |
V(Y[t],d=1,D=2) | 2352.87163598807 | Range | 333.6 | Trim Var. | 1332.90434353283 |
V(Y[t],d=2,D=2) | 3506.43060400436 | Range | 407 | Trim Var. | 2059.39114521349 |
V(Y[t],d=3,D=2) | 10920.6579647792 | Range | 659.1 | Trim Var. | 6490.07402051023 |