Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 10622387.9819209 | Range | 9852 | Trim Var. | 9152419.03004892 |
V(Y[t],d=1,D=0) | 373188.230859147 | Range | 3545 | Trim Var. | 169875.367924528 |
V(Y[t],d=2,D=0) | 818778.777979431 | Range | 5733 | Trim Var. | 377053.214177979 |
V(Y[t],d=3,D=0) | 2467606.55137845 | Range | 9604 | Trim Var. | 1095018.18352941 |
V(Y[t],d=0,D=1) | 373188.230859147 | Range | 3545 | Trim Var. | 169875.367924528 |
V(Y[t],d=1,D=1) | 818778.777979431 | Range | 5733 | Trim Var. | 377053.214177979 |
V(Y[t],d=2,D=1) | 2467606.55137845 | Range | 9604 | Trim Var. | 1095018.18352941 |
V(Y[t],d=3,D=1) | 7965807.47922078 | Range | 18232 | Trim Var. | 3488326.00653061 |
V(Y[t],d=0,D=2) | 818778.777979431 | Range | 5733 | Trim Var. | 377053.214177979 |
V(Y[t],d=1,D=2) | 2467606.55137845 | Range | 9604 | Trim Var. | 1095018.18352941 |
V(Y[t],d=2,D=2) | 7965807.47922078 | Range | 18232 | Trim Var. | 3488326.00653061 |
V(Y[t],d=3,D=2) | 26812991.6006734 | Range | 32309 | Trim Var. | 11551947.8894558 |