Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 918179.567680187 | Range | 3026.89 | Trim Var. | 753009.568003987 |
V(Y[t],d=1,D=0) | 38911.2441120567 | Range | 998.81 | Trim Var. | 18912.3659710221 |
V(Y[t],d=2,D=0) | 59026.5059296022 | Range | 1260.98 | Trim Var. | 29029.5822059757 |
V(Y[t],d=3,D=0) | 163800.613017198 | Range | 1886.22 | Trim Var. | 88649.0076746156 |
V(Y[t],d=0,D=1) | 1132444.30212132 | Range | 3305.13 | Trim Var. | 948864.566142235 |
V(Y[t],d=1,D=1) | 100921.468574286 | Range | 1737.68 | Trim Var. | 47934.0539532258 |
V(Y[t],d=2,D=1) | 159248.487569412 | Range | 1774.54 | Trim Var. | 89217.130292473 |
V(Y[t],d=3,D=1) | 472713.727710249 | Range | 3134.28 | Trim Var. | 270403.877609195 |
V(Y[t],d=0,D=2) | 2815985.767274 | Range | 5427.8 | Trim Var. | 1891136.89482143 |
V(Y[t],d=1,D=2) | 310139.466605797 | Range | 2611.26 | Trim Var. | 141020.461467368 |
V(Y[t],d=2,D=2) | 651250.706377075 | Range | 3158.78 | Trim Var. | 351955.576915205 |
V(Y[t],d=3,D=2) | 1959747.08757056 | Range | 5192.03 | Trim Var. | 1064064.06333497 |