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) | 2843714.62234043 | Range | 7489 | Trim Var. | 1848050.55052265 |
V(Y[t],d=1,D=1) | 767536.347826087 | Range | 4219 | Trim Var. | 426550.230487805 |
V(Y[t],d=2,D=1) | 1751640.31352657 | Range | 6986 | Trim Var. | 779911.18974359 |
V(Y[t],d=3,D=1) | 5414695.61919192 | Range | 12624 | Trim Var. | 2419482.43049933 |
V(Y[t],d=0,D=2) | 11344563.8563492 | Range | 13445 | Trim Var. | 7871608.83870968 |
V(Y[t],d=1,D=2) | 2485139.18487395 | Range | 7330 | Trim Var. | 1466170.47311828 |
V(Y[t],d=2,D=2) | 5853807.44741533 | Range | 12624 | Trim Var. | 2924552.59885057 |
V(Y[t],d=3,D=2) | 18998191.5587121 | Range | 21239 | Trim Var. | 9668393.74876847 |