Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 287716350.028042 | Range | 67156 | Trim Var. | 194845785.390999 |
V(Y[t],d=1,D=0) | 65500731.9620047 | Range | 36978 | Trim Var. | 30934069.0880218 |
V(Y[t],d=2,D=0) | 106754082.563462 | Range | 54616 | Trim Var. | 46920546.0758145 |
V(Y[t],d=3,D=0) | 276979761.857143 | Range | 91874 | Trim Var. | 113502547.636364 |
V(Y[t],d=0,D=1) | 397752142.351515 | Range | 82791 | Trim Var. | 246840355.583333 |
V(Y[t],d=1,D=1) | 22965772.4685535 | Range | 22338 | Trim Var. | 13028633.9215426 |
V(Y[t],d=2,D=1) | 41339662.829463 | Range | 31737 | Trim Var. | 21081403.4884366 |
V(Y[t],d=3,D=1) | 135911529.310332 | Range | 57359 | Trim Var. | 73948004.320773 |
V(Y[t],d=0,D=2) | 789928768.168328 | Range | 104636 | Trim Var. | 529866094.552553 |
V(Y[t],d=1,D=2) | 55433249.2711963 | Range | 28740 | Trim Var. | 33319760.865873 |
V(Y[t],d=2,D=2) | 138972177.380488 | Range | 54214 | Trim Var. | 79035276.4084034 |
V(Y[t],d=3,D=2) | 472918341.301923 | Range | 84540 | Trim Var. | 334421112.961111 |