Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 613530.04210014 | Range | 2860.6 | Trim Var. | 496418.72767307 |
V(Y[t],d=1,D=0) | 168546.344307079 | Range | 2393.4 | Trim Var. | 100831.882710280 |
V(Y[t],d=2,D=0) | 495427.568141388 | Range | 3621.4 | Trim Var. | 306605.360450135 |
V(Y[t],d=3,D=0) | 1614619.69887268 | Range | 7204.8 | Trim Var. | 983235.247765568 |
V(Y[t],d=0,D=1) | 167306.015607477 | Range | 2139.3 | Trim Var. | 88385.596051535 |
V(Y[t],d=1,D=1) | 145058.723842356 | Range | 2146 | Trim Var. | 86535.3706203807 |
V(Y[t],d=2,D=1) | 420931.310576819 | Range | 3140.4 | Trim Var. | 264423.341639213 |
V(Y[t],d=3,D=1) | 1410388.69016484 | Range | 5698 | Trim Var. | 845382.640402057 |
V(Y[t],d=0,D=2) | 430695.379508772 | Range | 3199 | Trim Var. | 266402.158270862 |
V(Y[t],d=1,D=2) | 400815.054138858 | Range | 3692.6 | Trim Var. | 251970.253893557 |
V(Y[t],d=2,D=2) | 1145676.00184969 | Range | 5484.5 | Trim Var. | 776764.715988239 |
V(Y[t],d=3,D=2) | 3826497.99164329 | Range | 9243.3 | Trim Var. | 2559771.88659418 |