Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 3406427.68025303 | Range | 6422.6 | Trim Var. | 2635926.14334719 |
V(Y[t],d=1,D=0) | 80765.0002516311 | Range | 1639.9 | Trim Var. | 33946.140023785 |
V(Y[t],d=2,D=0) | 127096.505811581 | Range | 2329.28 | Trim Var. | 45418.8114997597 |
V(Y[t],d=3,D=0) | 396390.867767161 | Range | 4328.78000000000 | Trim Var. | 153306.016701426 |
V(Y[t],d=0,D=1) | 2251164.67099118 | Range | 6182.66 | Trim Var. | 1412682.20122834 |
V(Y[t],d=1,D=1) | 132913.515920538 | Range | 2323.75 | Trim Var. | 58231.8652629692 |
V(Y[t],d=2,D=1) | 264259.487682601 | Range | 3118.06 | Trim Var. | 115539.415219048 |
V(Y[t],d=3,D=1) | 855875.395777794 | Range | 5071.7 | Trim Var. | 358950.121328004 |
V(Y[t],d=0,D=2) | 2669922.70269977 | Range | 8186.51 | Trim Var. | 1371360.20149263 |
V(Y[t],d=1,D=2) | 308635.903670849 | Range | 3458.64 | Trim Var. | 137757.157781963 |
V(Y[t],d=2,D=2) | 656033.100302093 | Range | 5263.63 | Trim Var. | 271229.38104552 |
V(Y[t],d=3,D=2) | 2148761.39791179 | Range | 9929.96 | Trim Var. | 835767.545676376 |