Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 263028.810087719 | Range | 2541 | Trim Var. | 163350.332147743 |
V(Y[t],d=1,D=0) | 371533.678163494 | Range | 2491 | Trim Var. | 279013.314285714 |
V(Y[t],d=2,D=0) | 1221386.91191947 | Range | 4365 | Trim Var. | 944696.792885829 |
V(Y[t],d=3,D=0) | 4274802.5514259 | Range | 8326 | Trim Var. | 3262423.93417573 |
V(Y[t],d=0,D=1) | 96417.5058806655 | Range | 1432 | Trim Var. | 61711.7654572381 |
V(Y[t],d=1,D=1) | 150008.806935057 | Range | 1737 | Trim Var. | 100983.426940639 |
V(Y[t],d=2,D=1) | 421283.723727793 | Range | 2887 | Trim Var. | 280544.758802817 |
V(Y[t],d=3,D=1) | 1323947.06944444 | Range | 5371 | Trim Var. | 867719.323541248 |
V(Y[t],d=0,D=2) | 202272.956964006 | Range | 1915 | Trim Var. | 133451.271577381 |
V(Y[t],d=1,D=2) | 332658.507847083 | Range | 2774 | Trim Var. | 183615.142857143 |
V(Y[t],d=2,D=2) | 835845.84699793 | Range | 4266 | Trim Var. | 501589.724219989 |
V(Y[t],d=3,D=2) | 2467169.89428815 | Range | 7011 | Trim Var. | 1480435.08743169 |