Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 4391679.80131073 | Range | 8757.7 | Trim Var. | 3148337.13600629 |
V(Y[t],d=1,D=0) | 4176132.05256575 | Range | 8991.9 | Trim Var. | 2703746.58760522 |
V(Y[t],d=2,D=0) | 11162292.4313007 | Range | 15854.4 | Trim Var. | 7379421.45799019 |
V(Y[t],d=3,D=0) | 34295629.6515288 | Range | 27004.1 | Trim Var. | 22363523.3537019 |
V(Y[t],d=0,D=1) | 6512457.16099291 | Range | 10667 | Trim Var. | 4067627.68987224 |
V(Y[t],d=1,D=1) | 3114783.35128585 | Range | 7802.7 | Trim Var. | 2025372.46737805 |
V(Y[t],d=2,D=1) | 9422441.36740096 | Range | 14080.3 | Trim Var. | 5699751.48973717 |
V(Y[t],d=3,D=1) | 31972111.3834545 | Range | 25650.3 | Trim Var. | 18784274.5872605 |
V(Y[t],d=0,D=2) | 11641626.8562143 | Range | 13600.1 | Trim Var. | 7514104.65596774 |
V(Y[t],d=1,D=2) | 7571028.1575126 | Range | 11597 | Trim Var. | 4902533.16649462 |
V(Y[t],d=2,D=2) | 22723711.0242513 | Range | 21643.2 | Trim Var. | 14279814.1702988 |
V(Y[t],d=3,D=2) | 76112283.965284 | Range | 38702.5 | Trim Var. | 45951593.4848030 |