Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 817567599.319693 | Range | 114844 | Trim Var. | 587188252.093989 |
V(Y[t],d=1,D=0) | 155952185.462687 | Range | 59595 | Trim Var. | 70134059.94887 |
V(Y[t],d=2,D=0) | 239014640.208955 | Range | 70498 | Trim Var. | 128539736.541204 |
V(Y[t],d=3,D=0) | 558389375.637529 | Range | 121588 | Trim Var. | 276783248.597701 |
V(Y[t],d=0,D=1) | 600168242.25376 | Range | 87894 | Trim Var. | 458013561.520784 |
V(Y[t],d=1,D=1) | 36188993.9425325 | Range | 27020 | Trim Var. | 23673470.8330612 |
V(Y[t],d=2,D=1) | 78918923.830303 | Range | 44005 | Trim Var. | 43557615.8180272 |
V(Y[t],d=3,D=1) | 271618365.675751 | Range | 76554 | Trim Var. | 152863288.849291 |
V(Y[t],d=0,D=2) | 1027475229.31818 | Range | 92989 | Trim Var. | 871254724.923077 |
V(Y[t],d=1,D=2) | 93522023.544926 | Range | 44001 | Trim Var. | 48765532.0512091 |
V(Y[t],d=2,D=2) | 265532949.089701 | Range | 80924 | Trim Var. | 136710515.638138 |
V(Y[t],d=3,D=2) | 911763834.5482 | Range | 137469 | Trim Var. | 462009910.35873 |