Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 727318.047311412 | Range | 3026.89 | Trim Var. | 575309.426203634 |
V(Y[t],d=1,D=0) | 33417.4438538282 | Range | 998.81 | Trim Var. | 16423.4767327286 |
V(Y[t],d=2,D=0) | 47940.8516360859 | Range | 1260.98 | Trim Var. | 23118.1862872927 |
V(Y[t],d=3,D=0) | 132190.686583897 | Range | 1886.22 | Trim Var. | 69795.3392771766 |
V(Y[t],d=0,D=1) | 1162823.89825740 | Range | 3305.13 | Trim Var. | 951388.482023984 |
V(Y[t],d=1,D=1) | 78639.9157158187 | Range | 1737.68 | Trim Var. | 31254.7361795122 |
V(Y[t],d=2,D=1) | 113266.276110966 | Range | 1774.54 | Trim Var. | 52946.509936859 |
V(Y[t],d=3,D=1) | 316382.924524545 | Range | 3134.28 | Trim Var. | 128420.704904453 |
V(Y[t],d=0,D=2) | 1168929.60470635 | Range | 5086.88 | Trim Var. | 701738.051965222 |
V(Y[t],d=1,D=2) | 254555.890558487 | Range | 2611.26 | Trim Var. | 125966.880311398 |
V(Y[t],d=2,D=2) | 371578.772565508 | Range | 2504.35 | Trim Var. | 215283.714177471 |
V(Y[t],d=3,D=2) | 955659.546591666 | Range | 4299.74 | Trim Var. | 512560.106613794 |