Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 444375608.881377 | Range | 86208 | Trim Var. | 305767971.199656 |
V(Y[t],d=1,D=0) | 65862779.28892 | Range | 41376 | Trim Var. | 30088092.788422 |
V(Y[t],d=2,D=0) | 111560809.679885 | Range | 56197 | Trim Var. | 51912117.50271 |
V(Y[t],d=3,D=0) | 292592819.828083 | Range | 91874 | Trim Var. | 138675281.441975 |
V(Y[t],d=0,D=1) | 442977218.999699 | Range | 85185 | Trim Var. | 289924407.07903 |
V(Y[t],d=1,D=1) | 17729554.9253086 | Range | 22338 | Trim Var. | 8704256.74124748 |
V(Y[t],d=2,D=1) | 31804788.0428797 | Range | 31737 | Trim Var. | 15682305.0352113 |
V(Y[t],d=3,D=1) | 102438178.435573 | Range | 57359 | Trim Var. | 54996521.6760563 |
V(Y[t],d=0,D=2) | 645169484.773499 | Range | 104636 | Trim Var. | 418388042.187467 |
V(Y[t],d=1,D=2) | 41064312.1346974 | Range | 28740 | Trim Var. | 23798892.0218579 |
V(Y[t],d=2,D=2) | 96761696.3360404 | Range | 54214 | Trim Var. | 51864685.5466102 |
V(Y[t],d=3,D=2) | 320505036.245138 | Range | 84540 | Trim Var. | 175113097.782583 |