Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 37665606.3012938 | Range | 26575 | Trim Var. | 23428066.2248937 |
V(Y[t],d=1,D=0) | 39216.1028566911 | Range | 3005 | Trim Var. | 10212.3158748926 |
V(Y[t],d=2,D=0) | 84098.638862975 | Range | 4665 | Trim Var. | 22377.5250876605 |
V(Y[t],d=3,D=0) | 256310.99814685 | Range | 8445 | Trim Var. | 70086.2962447661 |
V(Y[t],d=0,D=1) | 224139.609448136 | Range | 5880 | Trim Var. | 74199.6226812596 |
V(Y[t],d=1,D=1) | 80738.3619696886 | Range | 4375 | Trim Var. | 21800.6055696011 |
V(Y[t],d=2,D=1) | 175301.066288018 | Range | 5910 | Trim Var. | 48743.6852818439 |
V(Y[t],d=3,D=1) | 534733.586882091 | Range | 11025 | Trim Var. | 154917.512120673 |
V(Y[t],d=0,D=2) | 441436.450914418 | Range | 7875 | Trim Var. | 151107.300655418 |
V(Y[t],d=1,D=2) | 246907.768342150 | Range | 7510 | Trim Var. | 66753.1803598468 |
V(Y[t],d=2,D=2) | 535870.593917093 | Range | 10965 | Trim Var. | 151383.394557604 |
V(Y[t],d=3,D=2) | 1634435.95193592 | Range | 19465 | Trim Var. | 480398.367545352 |