Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 31220083.9692 | Range | 21656 | Trim Var. | 23183038.0574571 |
V(Y[t],d=1,D=0) | 7901971.06372777 | Range | 13227 | Trim Var. | 3694939.28688807 |
V(Y[t],d=2,D=0) | 22125224.6198387 | Range | 19915.6 | Trim Var. | 11450654.6705282 |
V(Y[t],d=3,D=0) | 71087571.8150902 | Range | 39227.8 | Trim Var. | 32214710.50621 |
V(Y[t],d=0,D=1) | 162568.003047006 | Range | 1629.61 | Trim Var. | 111587.651363837 |
V(Y[t],d=1,D=1) | 33034.4666758618 | Range | 789 | Trim Var. | 22376.2652695932 |
V(Y[t],d=2,D=1) | 75998.9029997874 | Range | 1348.00999999999 | Trim Var. | 44503.8252980379 |
V(Y[t],d=3,D=1) | 244644.900289847 | Range | 2269.83999999998 | Trim Var. | 154246.54308925 |
V(Y[t],d=0,D=2) | 267778.010274071 | Range | 2501.92999999999 | Trim Var. | 123070.21555726 |
V(Y[t],d=1,D=2) | 75991.3722759479 | Range | 1218 | Trim Var. | 46719.4136351216 |
V(Y[t],d=2,D=2) | 201858.52620623 | Range | 2080.48999999999 | Trim Var. | 108294.857552564 |
V(Y[t],d=3,D=2) | 660361.465349994 | Range | 3670.30999999995 | Trim Var. | 359086.966351148 |