Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 5731361.26325492 | Range | 8367.3 | Trim Var. | 4654237.36210472 |
V(Y[t],d=1,D=0) | 268109.144880596 | Range | 2911.39 | Trim Var. | 124395.61589463 |
V(Y[t],d=2,D=0) | 356017.014224077 | Range | 3654.9 | Trim Var. | 156303.503919268 |
V(Y[t],d=3,D=0) | 1015714.28184029 | Range | 5593.27 | Trim Var. | 480414.191965491 |
V(Y[t],d=0,D=1) | 7581897.3993984 | Range | 10021.6 | Trim Var. | 4434171.68388391 |
V(Y[t],d=1,D=1) | 390879.157946716 | Range | 3502.44 | Trim Var. | 161898.296289512 |
V(Y[t],d=2,D=1) | 773303.994901643 | Range | 5074.33 | Trim Var. | 286268.760010192 |
V(Y[t],d=3,D=1) | 2232395.22781495 | Range | 9264.33 | Trim Var. | 660141.195528341 |
V(Y[t],d=0,D=2) | 7144703.93763714 | Range | 9283.28 | Trim Var. | 5528014.39009184 |
V(Y[t],d=1,D=2) | 880794.837219832 | Range | 4959.52 | Trim Var. | 408074.711944517 |
V(Y[t],d=2,D=2) | 1938453.33903708 | Range | 7129.8 | Trim Var. | 840023.806555862 |
V(Y[t],d=3,D=2) | 5387899.68903637 | Range | 12296.25 | Trim Var. | 1935908.59631478 |