Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 11868768.1891018 | Range | 14117.47 | Trim Var. | 8386811.70901075 |
V(Y[t],d=1,D=0) | 459135.455108156 | Range | 13767.48 | Trim Var. | 30177.7191547283 |
V(Y[t],d=2,D=0) | 1158229.3861228 | Range | 20925.47 | Trim Var. | 36910.4459931103 |
V(Y[t],d=3,D=0) | 3644746.65097811 | Range | 40897.19 | Trim Var. | 99716.0449369003 |
V(Y[t],d=0,D=1) | 2767118.00007169 | Range | 12879.25 | Trim Var. | 1035272.71329306 |
V(Y[t],d=1,D=1) | 679873.235478071 | Range | 13623.73 | Trim Var. | 64140.3557622745 |
V(Y[t],d=2,D=1) | 1634951.19480798 | Range | 20880.07 | Trim Var. | 100569.161375851 |
V(Y[t],d=3,D=1) | 5047300.22722125 | Range | 40700.3 | Trim Var. | 269541.797772397 |
V(Y[t],d=0,D=2) | 5001193.16158624 | Range | 17098.03 | Trim Var. | 1297530.23312686 |
V(Y[t],d=1,D=2) | 1553135.29532609 | Range | 16276.97 | Trim Var. | 225382.233142984 |
V(Y[t],d=2,D=2) | 3501884.24674271 | Range | 25008.65 | Trim Var. | 391069.456126344 |
V(Y[t],d=3,D=2) | 10424818.2354407 | Range | 40308.72 | Trim Var. | 1070854.42673553 |