Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 845099.12677048 | Range | 3026.89 | Trim Var. | 709426.230698288 |
V(Y[t],d=1,D=0) | 33695.6326255991 | Range | 998.81 | Trim Var. | 17068.3793912917 |
V(Y[t],d=2,D=0) | 50861.0892866606 | Range | 1260.98 | Trim Var. | 26370.8107759804 |
V(Y[t],d=3,D=0) | 140751.961382582 | Range | 1886.22 | Trim Var. | 79394.4421628237 |
V(Y[t],d=0,D=1) | 1073451.14537376 | Range | 3305.13 | Trim Var. | 849985.339382869 |
V(Y[t],d=1,D=1) | 83374.1500730805 | Range | 1737.68 | Trim Var. | 36737.9613851220 |
V(Y[t],d=2,D=1) | 132788.522861836 | Range | 1774.54 | Trim Var. | 65916.2947310257 |
V(Y[t],d=3,D=1) | 387109.315162828 | Range | 3134.28 | Trim Var. | 181153.460551552 |
V(Y[t],d=0,D=2) | 3220745.1094523 | Range | 5494.53 | Trim Var. | 2687925.75163619 |
V(Y[t],d=1,D=2) | 289403.541822185 | Range | 2611.26 | Trim Var. | 150469.155262581 |
V(Y[t],d=2,D=2) | 494375.964103119 | Range | 3158.78000000000 | Trim Var. | 286822.248071379 |
V(Y[t],d=3,D=2) | 1456225.26549451 | Range | 5192.03 | Trim Var. | 836106.445125616 |