Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 721259.447242797 | Range | 3026.89 | Trim Var. | 568401.764477044 |
V(Y[t],d=1,D=0) | 33485.0477538282 | Range | 998.81 | Trim Var. | 16483.9115563135 |
V(Y[t],d=2,D=0) | 47834.9480493951 | Range | 1260.98 | Trim Var. | 23002.8993720589 |
V(Y[t],d=3,D=0) | 132191.662745301 | Range | 1886.22 | Trim Var. | 69809.3670883139 |
V(Y[t],d=0,D=1) | 1169365.88356738 | Range | 3305.13 | Trim Var. | 958316.768765621 |
V(Y[t],d=1,D=1) | 63017.2574421831 | Range | 1416.26 | Trim Var. | 28692.2595812195 |
V(Y[t],d=2,D=1) | 105677.578407391 | Range | 1774.54 | Trim Var. | 46391.5936051282 |
V(Y[t],d=3,D=1) | 309074.427154040 | Range | 3134.28 | Trim Var. | 119880.967530094 |
V(Y[t],d=0,D=2) | 891025.146359682 | Range | 3349.2 | Trim Var. | 680742.586657661 |
V(Y[t],d=1,D=2) | 169720.450542353 | Range | 1799.79 | Trim Var. | 100343.204111398 |
V(Y[t],d=2,D=2) | 321670.466087077 | Range | 2504.35 | Trim Var. | 174359.515875402 |
V(Y[t],d=3,D=2) | 939817.638804734 | Range | 4299.74 | Trim Var. | 495347.853482021 |